CME Canadian Dollar Future March 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 |
0.9753 |
0.9832 |
0.0079 |
0.8% |
0.9697 |
| High |
0.9875 |
0.9878 |
0.0003 |
0.0% |
0.9847 |
| Low |
0.9738 |
0.9811 |
0.0073 |
0.7% |
0.9675 |
| Close |
0.9830 |
0.9864 |
0.0034 |
0.3% |
0.9755 |
| Range |
0.0137 |
0.0067 |
-0.0070 |
-51.1% |
0.0172 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
88,527 |
64,984 |
-23,543 |
-26.6% |
317,547 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0052 |
1.0025 |
0.9901 |
|
| R3 |
0.9985 |
0.9958 |
0.9882 |
|
| R2 |
0.9918 |
0.9918 |
0.9876 |
|
| R1 |
0.9891 |
0.9891 |
0.9870 |
0.9905 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9858 |
| S1 |
0.9824 |
0.9824 |
0.9858 |
0.9838 |
| S2 |
0.9784 |
0.9784 |
0.9852 |
|
| S3 |
0.9717 |
0.9757 |
0.9846 |
|
| S4 |
0.9650 |
0.9690 |
0.9827 |
|
|
| 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 |
0.9878 |
0.9711 |
0.0167 |
1.7% |
0.0092 |
0.9% |
92% |
True |
False |
69,917 |
| 10 |
0.9878 |
0.9675 |
0.0203 |
2.1% |
0.0090 |
0.9% |
93% |
True |
False |
66,637 |
| 20 |
0.9908 |
0.9582 |
0.0326 |
3.3% |
0.0082 |
0.8% |
87% |
False |
False |
53,825 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.4% |
0.0091 |
0.9% |
87% |
False |
False |
32,770 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0098 |
1.0% |
64% |
False |
False |
21,959 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0103 |
1.0% |
71% |
False |
False |
16,564 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0099 |
1.0% |
57% |
False |
False |
13,283 |
| 120 |
1.0486 |
0.9359 |
0.1127 |
11.4% |
0.0094 |
1.0% |
45% |
False |
False |
11,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0053 |
|
1.618 |
0.9986 |
|
1.000 |
0.9945 |
|
0.618 |
0.9919 |
|
HIGH |
0.9878 |
|
0.618 |
0.9852 |
|
0.500 |
0.9845 |
|
0.382 |
0.9837 |
|
LOW |
0.9811 |
|
0.618 |
0.9770 |
|
1.000 |
0.9744 |
|
1.618 |
0.9703 |
|
2.618 |
0.9636 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9858 |
0.9841 |
| PP |
0.9851 |
0.9818 |
| S1 |
0.9845 |
0.9795 |
|