CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9905 |
0.0065 |
0.7% |
0.9753 |
| High |
0.9936 |
0.9917 |
-0.0019 |
-0.2% |
0.9917 |
| Low |
0.9833 |
0.9848 |
0.0015 |
0.2% |
0.9738 |
| Close |
0.9908 |
0.9889 |
-0.0019 |
-0.2% |
0.9850 |
| Range |
0.0103 |
0.0069 |
-0.0034 |
-33.0% |
0.0179 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
78,257 |
65,516 |
-12,741 |
-16.3% |
284,456 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0092 |
1.0059 |
0.9927 |
|
| R3 |
1.0023 |
0.9990 |
0.9908 |
|
| R2 |
0.9954 |
0.9954 |
0.9902 |
|
| R1 |
0.9921 |
0.9921 |
0.9895 |
0.9903 |
| PP |
0.9885 |
0.9885 |
0.9885 |
0.9876 |
| S1 |
0.9852 |
0.9852 |
0.9883 |
0.9834 |
| S2 |
0.9816 |
0.9816 |
0.9876 |
|
| S3 |
0.9747 |
0.9783 |
0.9870 |
|
| S4 |
0.9678 |
0.9714 |
0.9851 |
|
|
| 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 |
0.9936 |
0.9811 |
0.0125 |
1.3% |
0.0069 |
0.7% |
62% |
False |
False |
67,940 |
| 10 |
0.9936 |
0.9711 |
0.0225 |
2.3% |
0.0082 |
0.8% |
79% |
False |
False |
68,327 |
| 20 |
0.9936 |
0.9675 |
0.0261 |
2.6% |
0.0078 |
0.8% |
82% |
False |
False |
56,978 |
| 40 |
0.9936 |
0.9485 |
0.0451 |
4.6% |
0.0089 |
0.9% |
90% |
False |
False |
39,592 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0095 |
1.0% |
68% |
False |
False |
26,517 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0101 |
1.0% |
74% |
False |
False |
19,979 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0099 |
1.0% |
60% |
False |
False |
16,027 |
| 120 |
1.0390 |
0.9359 |
0.1031 |
10.4% |
0.0096 |
1.0% |
51% |
False |
False |
13,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0210 |
|
2.618 |
1.0098 |
|
1.618 |
1.0029 |
|
1.000 |
0.9986 |
|
0.618 |
0.9960 |
|
HIGH |
0.9917 |
|
0.618 |
0.9891 |
|
0.500 |
0.9883 |
|
0.382 |
0.9874 |
|
LOW |
0.9848 |
|
0.618 |
0.9805 |
|
1.000 |
0.9779 |
|
1.618 |
0.9736 |
|
2.618 |
0.9667 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9887 |
| PP |
0.9885 |
0.9884 |
| S1 |
0.9883 |
0.9882 |
|