CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9822 |
0.9891 |
0.0069 |
0.7% |
0.9721 |
| High |
0.9913 |
0.9891 |
-0.0022 |
-0.2% |
0.9895 |
| Low |
0.9822 |
0.9835 |
0.0013 |
0.1% |
0.9721 |
| Close |
0.9888 |
0.9869 |
-0.0019 |
-0.2% |
0.9830 |
| Range |
0.0091 |
0.0056 |
-0.0035 |
-38.5% |
0.0174 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
34 |
233 |
199 |
585.3% |
751 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
1.0007 |
0.9900 |
|
| R3 |
0.9977 |
0.9951 |
0.9884 |
|
| R2 |
0.9921 |
0.9921 |
0.9879 |
|
| R1 |
0.9895 |
0.9895 |
0.9874 |
0.9880 |
| PP |
0.9865 |
0.9865 |
0.9865 |
0.9858 |
| S1 |
0.9839 |
0.9839 |
0.9864 |
0.9824 |
| S2 |
0.9809 |
0.9809 |
0.9859 |
|
| S3 |
0.9753 |
0.9783 |
0.9854 |
|
| S4 |
0.9697 |
0.9727 |
0.9838 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0258 |
0.9926 |
|
| R3 |
1.0163 |
1.0084 |
0.9878 |
|
| R2 |
0.9989 |
0.9989 |
0.9862 |
|
| R1 |
0.9910 |
0.9910 |
0.9846 |
0.9950 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9835 |
| S1 |
0.9736 |
0.9736 |
0.9814 |
0.9776 |
| S2 |
0.9641 |
0.9641 |
0.9798 |
|
| S3 |
0.9467 |
0.9562 |
0.9782 |
|
| S4 |
0.9293 |
0.9388 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9913 |
0.9795 |
0.0118 |
1.2% |
0.0058 |
0.6% |
63% |
False |
False |
157 |
| 10 |
0.9913 |
0.9695 |
0.0218 |
2.2% |
0.0072 |
0.7% |
80% |
False |
False |
162 |
| 20 |
0.9913 |
0.9664 |
0.0249 |
2.5% |
0.0067 |
0.7% |
82% |
False |
False |
147 |
| 40 |
0.9913 |
0.9484 |
0.0429 |
4.3% |
0.0072 |
0.7% |
90% |
False |
False |
152 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0067 |
0.7% |
67% |
False |
False |
121 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0062 |
0.6% |
73% |
False |
False |
106 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0058 |
0.6% |
61% |
False |
False |
96 |
| 120 |
1.0315 |
0.9360 |
0.0955 |
9.7% |
0.0050 |
0.5% |
53% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0129 |
|
2.618 |
1.0038 |
|
1.618 |
0.9982 |
|
1.000 |
0.9947 |
|
0.618 |
0.9926 |
|
HIGH |
0.9891 |
|
0.618 |
0.9870 |
|
0.500 |
0.9863 |
|
0.382 |
0.9856 |
|
LOW |
0.9835 |
|
0.618 |
0.9800 |
|
1.000 |
0.9779 |
|
1.618 |
0.9744 |
|
2.618 |
0.9688 |
|
4.250 |
0.9597 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9867 |
0.9867 |
| PP |
0.9865 |
0.9866 |
| S1 |
0.9863 |
0.9864 |
|