CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9896 |
-0.0009 |
-0.1% |
0.9753 |
| High |
0.9917 |
0.9960 |
0.0043 |
0.4% |
0.9917 |
| Low |
0.9848 |
0.9842 |
-0.0006 |
-0.1% |
0.9738 |
| Close |
0.9889 |
0.9936 |
0.0047 |
0.5% |
0.9850 |
| Range |
0.0069 |
0.0118 |
0.0049 |
71.0% |
0.0179 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.7% |
0.0000 |
| Volume |
65,516 |
91,880 |
26,364 |
40.2% |
284,456 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0267 |
1.0219 |
1.0001 |
|
| R3 |
1.0149 |
1.0101 |
0.9968 |
|
| R2 |
1.0031 |
1.0031 |
0.9958 |
|
| R1 |
0.9983 |
0.9983 |
0.9947 |
1.0007 |
| PP |
0.9913 |
0.9913 |
0.9913 |
0.9925 |
| S1 |
0.9865 |
0.9865 |
0.9925 |
0.9889 |
| S2 |
0.9795 |
0.9795 |
0.9914 |
|
| S3 |
0.9677 |
0.9747 |
0.9904 |
|
| S4 |
0.9559 |
0.9629 |
0.9871 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0372 |
1.0290 |
0.9948 |
|
| R3 |
1.0193 |
1.0111 |
0.9899 |
|
| R2 |
1.0014 |
1.0014 |
0.9883 |
|
| R1 |
0.9932 |
0.9932 |
0.9866 |
0.9973 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9856 |
| S1 |
0.9753 |
0.9753 |
0.9834 |
0.9794 |
| S2 |
0.9656 |
0.9656 |
0.9817 |
|
| S3 |
0.9477 |
0.9574 |
0.9801 |
|
| S4 |
0.9298 |
0.9395 |
0.9752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9960 |
0.9827 |
0.0133 |
1.3% |
0.0079 |
0.8% |
82% |
True |
False |
73,319 |
| 10 |
0.9960 |
0.9711 |
0.0249 |
2.5% |
0.0086 |
0.9% |
90% |
True |
False |
71,618 |
| 20 |
0.9960 |
0.9675 |
0.0285 |
2.9% |
0.0082 |
0.8% |
92% |
True |
False |
60,188 |
| 40 |
0.9960 |
0.9542 |
0.0418 |
4.2% |
0.0092 |
0.9% |
94% |
True |
False |
41,832 |
| 60 |
1.0056 |
0.9485 |
0.0571 |
5.7% |
0.0094 |
1.0% |
79% |
False |
False |
28,046 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0101 |
1.0% |
81% |
False |
False |
21,123 |
| 100 |
1.0223 |
0.9359 |
0.0864 |
8.7% |
0.0100 |
1.0% |
67% |
False |
False |
16,946 |
| 120 |
1.0310 |
0.9359 |
0.0951 |
9.6% |
0.0096 |
1.0% |
61% |
False |
False |
14,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0269 |
|
1.618 |
1.0151 |
|
1.000 |
1.0078 |
|
0.618 |
1.0033 |
|
HIGH |
0.9960 |
|
0.618 |
0.9915 |
|
0.500 |
0.9901 |
|
0.382 |
0.9887 |
|
LOW |
0.9842 |
|
0.618 |
0.9769 |
|
1.000 |
0.9724 |
|
1.618 |
0.9651 |
|
2.618 |
0.9533 |
|
4.250 |
0.9341 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9923 |
| PP |
0.9913 |
0.9910 |
| S1 |
0.9901 |
0.9897 |
|