CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9920 |
0.9890 |
-0.0030 |
-0.3% |
0.9889 |
| High |
0.9936 |
0.9920 |
-0.0016 |
-0.2% |
0.9936 |
| Low |
0.9920 |
0.9890 |
-0.0030 |
-0.3% |
0.9825 |
| Close |
0.9936 |
0.9920 |
-0.0016 |
-0.2% |
0.9936 |
| Range |
0.0016 |
0.0030 |
0.0014 |
87.5% |
0.0111 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
50 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0000 |
0.9990 |
0.9937 |
|
| R3 |
0.9970 |
0.9960 |
0.9928 |
|
| R2 |
0.9940 |
0.9940 |
0.9926 |
|
| R1 |
0.9930 |
0.9930 |
0.9923 |
0.9935 |
| PP |
0.9910 |
0.9910 |
0.9910 |
0.9913 |
| S1 |
0.9900 |
0.9900 |
0.9917 |
0.9905 |
| S2 |
0.9880 |
0.9880 |
0.9915 |
|
| S3 |
0.9850 |
0.9870 |
0.9912 |
|
| S4 |
0.9820 |
0.9840 |
0.9904 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0195 |
0.9997 |
|
| R3 |
1.0121 |
1.0084 |
0.9967 |
|
| R2 |
1.0010 |
1.0010 |
0.9956 |
|
| R1 |
0.9973 |
0.9973 |
0.9946 |
0.9992 |
| PP |
0.9899 |
0.9899 |
0.9899 |
0.9908 |
| S1 |
0.9862 |
0.9862 |
0.9926 |
0.9881 |
| S2 |
0.9788 |
0.9788 |
0.9916 |
|
| S3 |
0.9677 |
0.9751 |
0.9905 |
|
| S4 |
0.9566 |
0.9640 |
0.9875 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0048 |
|
2.618 |
0.9999 |
|
1.618 |
0.9969 |
|
1.000 |
0.9950 |
|
0.618 |
0.9939 |
|
HIGH |
0.9920 |
|
0.618 |
0.9909 |
|
0.500 |
0.9905 |
|
0.382 |
0.9901 |
|
LOW |
0.9890 |
|
0.618 |
0.9871 |
|
1.000 |
0.9860 |
|
1.618 |
0.9841 |
|
2.618 |
0.9811 |
|
4.250 |
0.9763 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9915 |
0.9918 |
| PP |
0.9910 |
0.9915 |
| S1 |
0.9905 |
0.9913 |
|