CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9856 |
0.9944 |
0.0088 |
0.9% |
0.9721 |
| High |
0.9937 |
0.9983 |
0.0046 |
0.5% |
0.9895 |
| Low |
0.9825 |
0.9944 |
0.0119 |
1.2% |
0.9721 |
| Close |
0.9916 |
0.9954 |
0.0038 |
0.4% |
0.9830 |
| Range |
0.0112 |
0.0039 |
-0.0073 |
-65.2% |
0.0174 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
119 |
444 |
325 |
273.1% |
751 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
1.0055 |
0.9975 |
|
| R3 |
1.0038 |
1.0016 |
0.9965 |
|
| R2 |
0.9999 |
0.9999 |
0.9961 |
|
| R1 |
0.9977 |
0.9977 |
0.9958 |
0.9988 |
| PP |
0.9960 |
0.9960 |
0.9960 |
0.9966 |
| S1 |
0.9938 |
0.9938 |
0.9950 |
0.9949 |
| S2 |
0.9921 |
0.9921 |
0.9947 |
|
| S3 |
0.9882 |
0.9899 |
0.9943 |
|
| S4 |
0.9843 |
0.9860 |
0.9933 |
|
|
| 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 |
0.9983 |
0.9815 |
0.0168 |
1.7% |
0.0066 |
0.7% |
83% |
True |
False |
194 |
| 10 |
0.9983 |
0.9695 |
0.0288 |
2.9% |
0.0072 |
0.7% |
90% |
True |
False |
177 |
| 20 |
0.9983 |
0.9664 |
0.0319 |
3.2% |
0.0072 |
0.7% |
91% |
True |
False |
164 |
| 40 |
0.9983 |
0.9570 |
0.0413 |
4.1% |
0.0072 |
0.7% |
93% |
True |
False |
143 |
| 60 |
1.0010 |
0.9484 |
0.0526 |
5.3% |
0.0068 |
0.7% |
89% |
False |
False |
130 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.0% |
0.0064 |
0.6% |
85% |
False |
False |
113 |
| 100 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0059 |
0.6% |
74% |
False |
False |
102 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0051 |
0.5% |
71% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0149 |
|
2.618 |
1.0085 |
|
1.618 |
1.0046 |
|
1.000 |
1.0022 |
|
0.618 |
1.0007 |
|
HIGH |
0.9983 |
|
0.618 |
0.9968 |
|
0.500 |
0.9964 |
|
0.382 |
0.9959 |
|
LOW |
0.9944 |
|
0.618 |
0.9920 |
|
1.000 |
0.9905 |
|
1.618 |
0.9881 |
|
2.618 |
0.9842 |
|
4.250 |
0.9778 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
0.9937 |
| PP |
0.9960 |
0.9921 |
| S1 |
0.9957 |
0.9904 |
|