CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
0.9686 |
0.9725 |
0.0039 |
0.4% |
0.9815 |
High |
0.9746 |
0.9812 |
0.0066 |
0.7% |
0.9890 |
Low |
0.9664 |
0.9725 |
0.0061 |
0.6% |
0.9690 |
Close |
0.9729 |
0.9811 |
0.0082 |
0.8% |
0.9706 |
Range |
0.0082 |
0.0087 |
0.0005 |
6.1% |
0.0200 |
ATR |
0.0080 |
0.0080 |
0.0001 |
0.7% |
0.0000 |
Volume |
141 |
272 |
131 |
92.9% |
761 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0044 |
1.0014 |
0.9859 |
|
R3 |
0.9957 |
0.9927 |
0.9835 |
|
R2 |
0.9870 |
0.9870 |
0.9827 |
|
R1 |
0.9840 |
0.9840 |
0.9819 |
0.9855 |
PP |
0.9783 |
0.9783 |
0.9783 |
0.9790 |
S1 |
0.9753 |
0.9753 |
0.9803 |
0.9768 |
S2 |
0.9696 |
0.9696 |
0.9795 |
|
S3 |
0.9609 |
0.9666 |
0.9787 |
|
S4 |
0.9522 |
0.9579 |
0.9763 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0362 |
1.0234 |
0.9816 |
|
R3 |
1.0162 |
1.0034 |
0.9761 |
|
R2 |
0.9962 |
0.9962 |
0.9743 |
|
R1 |
0.9834 |
0.9834 |
0.9724 |
0.9798 |
PP |
0.9762 |
0.9762 |
0.9762 |
0.9744 |
S1 |
0.9634 |
0.9634 |
0.9688 |
0.9598 |
S2 |
0.9562 |
0.9562 |
0.9669 |
|
S3 |
0.9362 |
0.9434 |
0.9651 |
|
S4 |
0.9162 |
0.9234 |
0.9596 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9842 |
0.9664 |
0.0178 |
1.8% |
0.0071 |
0.7% |
83% |
False |
False |
210 |
10 |
0.9890 |
0.9664 |
0.0226 |
2.3% |
0.0068 |
0.7% |
65% |
False |
False |
141 |
20 |
0.9890 |
0.9570 |
0.0320 |
3.3% |
0.0064 |
0.7% |
75% |
False |
False |
148 |
40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0067 |
0.7% |
78% |
False |
False |
142 |
60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0065 |
0.7% |
57% |
False |
False |
106 |
80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0062 |
0.6% |
56% |
False |
False |
99 |
100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0052 |
0.5% |
54% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0182 |
2.618 |
1.0040 |
1.618 |
0.9953 |
1.000 |
0.9899 |
0.618 |
0.9866 |
HIGH |
0.9812 |
0.618 |
0.9779 |
0.500 |
0.9769 |
0.382 |
0.9758 |
LOW |
0.9725 |
0.618 |
0.9671 |
1.000 |
0.9638 |
1.618 |
0.9584 |
2.618 |
0.9497 |
4.250 |
0.9355 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9797 |
0.9787 |
PP |
0.9783 |
0.9762 |
S1 |
0.9769 |
0.9738 |
|