CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9718 |
-0.0045 |
-0.5% |
0.9686 |
| High |
0.9763 |
0.9718 |
-0.0045 |
-0.5% |
0.9796 |
| Low |
0.9763 |
0.9710 |
-0.0053 |
-0.5% |
0.9686 |
| Close |
0.9763 |
0.9718 |
-0.0045 |
-0.5% |
0.9718 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0110 |
| ATR |
0.0045 |
0.0045 |
0.0001 |
1.4% |
0.0000 |
| Volume |
25 |
25 |
0 |
0.0% |
126 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9739 |
0.9737 |
0.9722 |
|
| R3 |
0.9731 |
0.9729 |
0.9720 |
|
| R2 |
0.9723 |
0.9723 |
0.9719 |
|
| R1 |
0.9721 |
0.9721 |
0.9719 |
0.9722 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9716 |
| S1 |
0.9713 |
0.9713 |
0.9717 |
0.9714 |
| S2 |
0.9707 |
0.9707 |
0.9717 |
|
| S3 |
0.9699 |
0.9705 |
0.9716 |
|
| S4 |
0.9691 |
0.9697 |
0.9714 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0001 |
0.9779 |
|
| R3 |
0.9953 |
0.9891 |
0.9748 |
|
| R2 |
0.9843 |
0.9843 |
0.9738 |
|
| R1 |
0.9781 |
0.9781 |
0.9728 |
0.9812 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9749 |
| S1 |
0.9671 |
0.9671 |
0.9708 |
0.9702 |
| S2 |
0.9623 |
0.9623 |
0.9698 |
|
| S3 |
0.9513 |
0.9561 |
0.9688 |
|
| S4 |
0.9403 |
0.9451 |
0.9658 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9752 |
|
2.618 |
0.9739 |
|
1.618 |
0.9731 |
|
1.000 |
0.9726 |
|
0.618 |
0.9723 |
|
HIGH |
0.9718 |
|
0.618 |
0.9715 |
|
0.500 |
0.9714 |
|
0.382 |
0.9713 |
|
LOW |
0.9710 |
|
0.618 |
0.9705 |
|
1.000 |
0.9702 |
|
1.618 |
0.9697 |
|
2.618 |
0.9689 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9717 |
0.9746 |
| PP |
0.9715 |
0.9737 |
| S1 |
0.9714 |
0.9727 |
|