CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9753 |
-0.0049 |
-0.5% |
0.9697 |
| High |
0.9826 |
0.9875 |
0.0049 |
0.5% |
0.9847 |
| Low |
0.9711 |
0.9738 |
0.0027 |
0.3% |
0.9675 |
| Close |
0.9755 |
0.9830 |
0.0075 |
0.8% |
0.9755 |
| Range |
0.0115 |
0.0137 |
0.0022 |
19.1% |
0.0172 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.8% |
0.0000 |
| Volume |
76,374 |
88,527 |
12,153 |
15.9% |
317,547 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0165 |
0.9905 |
|
| R3 |
1.0088 |
1.0028 |
0.9868 |
|
| R2 |
0.9951 |
0.9951 |
0.9855 |
|
| R1 |
0.9891 |
0.9891 |
0.9843 |
0.9921 |
| PP |
0.9814 |
0.9814 |
0.9814 |
0.9830 |
| S1 |
0.9754 |
0.9754 |
0.9817 |
0.9784 |
| S2 |
0.9677 |
0.9677 |
0.9805 |
|
| S3 |
0.9540 |
0.9617 |
0.9792 |
|
| S4 |
0.9403 |
0.9480 |
0.9755 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0187 |
0.9850 |
|
| R3 |
1.0103 |
1.0015 |
0.9802 |
|
| R2 |
0.9931 |
0.9931 |
0.9787 |
|
| R1 |
0.9843 |
0.9843 |
0.9771 |
0.9887 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9781 |
| S1 |
0.9671 |
0.9671 |
0.9739 |
0.9715 |
| S2 |
0.9587 |
0.9587 |
0.9723 |
|
| S3 |
0.9415 |
0.9499 |
0.9708 |
|
| S4 |
0.9243 |
0.9327 |
0.9660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9875 |
0.9711 |
0.0164 |
1.7% |
0.0096 |
1.0% |
73% |
True |
False |
68,714 |
| 10 |
0.9908 |
0.9675 |
0.0233 |
2.4% |
0.0089 |
0.9% |
67% |
False |
False |
64,822 |
| 20 |
0.9908 |
0.9582 |
0.0326 |
3.3% |
0.0084 |
0.9% |
76% |
False |
False |
53,375 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0092 |
0.9% |
79% |
False |
False |
31,161 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0099 |
1.0% |
58% |
False |
False |
20,878 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0106 |
1.1% |
66% |
False |
False |
15,757 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0099 |
1.0% |
53% |
False |
False |
12,633 |
| 120 |
1.0486 |
0.9359 |
0.1127 |
11.5% |
0.0094 |
1.0% |
42% |
False |
False |
10,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0234 |
|
1.618 |
1.0097 |
|
1.000 |
1.0012 |
|
0.618 |
0.9960 |
|
HIGH |
0.9875 |
|
0.618 |
0.9823 |
|
0.500 |
0.9807 |
|
0.382 |
0.9790 |
|
LOW |
0.9738 |
|
0.618 |
0.9653 |
|
1.000 |
0.9601 |
|
1.618 |
0.9516 |
|
2.618 |
0.9379 |
|
4.250 |
0.9156 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9822 |
0.9818 |
| PP |
0.9814 |
0.9805 |
| S1 |
0.9807 |
0.9793 |
|