CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9782 |
0.0011 |
0.1% |
0.9854 |
| High |
0.9796 |
0.9782 |
-0.0014 |
-0.1% |
0.9866 |
| Low |
0.9762 |
0.9756 |
-0.0006 |
-0.1% |
0.9692 |
| Close |
0.9796 |
0.9756 |
-0.0040 |
-0.4% |
0.9692 |
| Range |
0.0034 |
0.0026 |
-0.0008 |
-23.5% |
0.0174 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
25 |
23 |
-2 |
-8.0% |
99 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9843 |
0.9825 |
0.9770 |
|
| R3 |
0.9817 |
0.9799 |
0.9763 |
|
| R2 |
0.9791 |
0.9791 |
0.9761 |
|
| R1 |
0.9773 |
0.9773 |
0.9758 |
0.9769 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9763 |
| S1 |
0.9747 |
0.9747 |
0.9754 |
0.9743 |
| S2 |
0.9739 |
0.9739 |
0.9751 |
|
| S3 |
0.9713 |
0.9721 |
0.9749 |
|
| S4 |
0.9687 |
0.9695 |
0.9742 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0156 |
0.9788 |
|
| R3 |
1.0098 |
0.9982 |
0.9740 |
|
| R2 |
0.9924 |
0.9924 |
0.9724 |
|
| R1 |
0.9808 |
0.9808 |
0.9708 |
0.9779 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9736 |
| S1 |
0.9634 |
0.9634 |
0.9676 |
0.9605 |
| S2 |
0.9576 |
0.9576 |
0.9660 |
|
| S3 |
0.9402 |
0.9460 |
0.9644 |
|
| S4 |
0.9228 |
0.9286 |
0.9596 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9893 |
|
2.618 |
0.9850 |
|
1.618 |
0.9824 |
|
1.000 |
0.9808 |
|
0.618 |
0.9798 |
|
HIGH |
0.9782 |
|
0.618 |
0.9772 |
|
0.500 |
0.9769 |
|
0.382 |
0.9766 |
|
LOW |
0.9756 |
|
0.618 |
0.9740 |
|
1.000 |
0.9730 |
|
1.618 |
0.9714 |
|
2.618 |
0.9688 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9769 |
0.9751 |
| PP |
0.9765 |
0.9746 |
| S1 |
0.9760 |
0.9741 |
|