CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9891 |
0.9856 |
-0.0035 |
-0.4% |
0.9721 |
| High |
0.9891 |
0.9937 |
0.0046 |
0.5% |
0.9895 |
| Low |
0.9835 |
0.9825 |
-0.0010 |
-0.1% |
0.9721 |
| Close |
0.9869 |
0.9916 |
0.0047 |
0.5% |
0.9830 |
| Range |
0.0056 |
0.0112 |
0.0056 |
100.0% |
0.0174 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.5% |
0.0000 |
| Volume |
233 |
119 |
-114 |
-48.9% |
751 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0184 |
0.9978 |
|
| R3 |
1.0117 |
1.0072 |
0.9947 |
|
| R2 |
1.0005 |
1.0005 |
0.9937 |
|
| R1 |
0.9960 |
0.9960 |
0.9926 |
0.9983 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9904 |
| S1 |
0.9848 |
0.9848 |
0.9906 |
0.9871 |
| S2 |
0.9781 |
0.9781 |
0.9895 |
|
| S3 |
0.9669 |
0.9736 |
0.9885 |
|
| S4 |
0.9557 |
0.9624 |
0.9854 |
|
|
| 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 |
0.9937 |
0.9815 |
0.0122 |
1.2% |
0.0068 |
0.7% |
83% |
True |
False |
123 |
| 10 |
0.9937 |
0.9695 |
0.0242 |
2.4% |
0.0074 |
0.8% |
91% |
True |
False |
147 |
| 20 |
0.9937 |
0.9664 |
0.0273 |
2.8% |
0.0071 |
0.7% |
92% |
True |
False |
144 |
| 40 |
0.9937 |
0.9568 |
0.0369 |
3.7% |
0.0074 |
0.7% |
94% |
True |
False |
149 |
| 60 |
1.0019 |
0.9484 |
0.0535 |
5.4% |
0.0067 |
0.7% |
81% |
False |
False |
123 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.0% |
0.0063 |
0.6% |
80% |
False |
False |
107 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0059 |
0.6% |
67% |
False |
False |
98 |
| 120 |
1.0226 |
0.9360 |
0.0866 |
8.7% |
0.0051 |
0.5% |
64% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0230 |
|
1.618 |
1.0118 |
|
1.000 |
1.0049 |
|
0.618 |
1.0006 |
|
HIGH |
0.9937 |
|
0.618 |
0.9894 |
|
0.500 |
0.9881 |
|
0.382 |
0.9868 |
|
LOW |
0.9825 |
|
0.618 |
0.9756 |
|
1.000 |
0.9713 |
|
1.618 |
0.9644 |
|
2.618 |
0.9532 |
|
4.250 |
0.9349 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9904 |
0.9904 |
| PP |
0.9893 |
0.9892 |
| S1 |
0.9881 |
0.9880 |
|