CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9800 |
-0.0018 |
-0.2% |
0.9686 |
| High |
0.9818 |
0.9833 |
0.0015 |
0.2% |
0.9796 |
| Low |
0.9791 |
0.9800 |
0.0009 |
0.1% |
0.9686 |
| Close |
0.9791 |
0.9825 |
0.0034 |
0.3% |
0.9718 |
| Range |
0.0027 |
0.0033 |
0.0006 |
22.2% |
0.0110 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
12 |
4 |
-8 |
-66.7% |
126 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9918 |
0.9905 |
0.9843 |
|
| R3 |
0.9885 |
0.9872 |
0.9834 |
|
| R2 |
0.9852 |
0.9852 |
0.9831 |
|
| R1 |
0.9839 |
0.9839 |
0.9828 |
0.9846 |
| PP |
0.9819 |
0.9819 |
0.9819 |
0.9823 |
| S1 |
0.9806 |
0.9806 |
0.9822 |
0.9813 |
| S2 |
0.9786 |
0.9786 |
0.9819 |
|
| S3 |
0.9753 |
0.9773 |
0.9816 |
|
| S4 |
0.9720 |
0.9740 |
0.9807 |
|
|
| 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 |
0.9973 |
|
2.618 |
0.9919 |
|
1.618 |
0.9886 |
|
1.000 |
0.9866 |
|
0.618 |
0.9853 |
|
HIGH |
0.9833 |
|
0.618 |
0.9820 |
|
0.500 |
0.9817 |
|
0.382 |
0.9813 |
|
LOW |
0.9800 |
|
0.618 |
0.9780 |
|
1.000 |
0.9767 |
|
1.618 |
0.9747 |
|
2.618 |
0.9714 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9822 |
0.9807 |
| PP |
0.9819 |
0.9789 |
| S1 |
0.9817 |
0.9772 |
|