CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9734 |
0.9780 |
0.0046 |
0.5% |
0.9780 |
| High |
0.9745 |
0.9796 |
0.0051 |
0.5% |
0.9820 |
| Low |
0.9734 |
0.9780 |
0.0046 |
0.5% |
0.9725 |
| Close |
0.9745 |
0.9792 |
0.0047 |
0.5% |
0.9792 |
| Range |
0.0011 |
0.0016 |
0.0005 |
45.5% |
0.0095 |
| ATR |
|
|
|
|
|
| Volume |
15 |
1 |
-14 |
-93.3% |
20 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9837 |
0.9831 |
0.9801 |
|
| R3 |
0.9821 |
0.9815 |
0.9796 |
|
| R2 |
0.9805 |
0.9805 |
0.9795 |
|
| R1 |
0.9799 |
0.9799 |
0.9793 |
0.9802 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9791 |
| S1 |
0.9783 |
0.9783 |
0.9791 |
0.9786 |
| S2 |
0.9773 |
0.9773 |
0.9789 |
|
| S3 |
0.9757 |
0.9767 |
0.9788 |
|
| S4 |
0.9741 |
0.9751 |
0.9783 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0064 |
1.0023 |
0.9844 |
|
| R3 |
0.9969 |
0.9928 |
0.9818 |
|
| R2 |
0.9874 |
0.9874 |
0.9809 |
|
| R1 |
0.9833 |
0.9833 |
0.9801 |
0.9854 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9789 |
| S1 |
0.9738 |
0.9738 |
0.9783 |
0.9759 |
| S2 |
0.9684 |
0.9684 |
0.9775 |
|
| S3 |
0.9589 |
0.9643 |
0.9766 |
|
| S4 |
0.9494 |
0.9548 |
0.9740 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9864 |
|
2.618 |
0.9838 |
|
1.618 |
0.9822 |
|
1.000 |
0.9812 |
|
0.618 |
0.9806 |
|
HIGH |
0.9796 |
|
0.618 |
0.9790 |
|
0.500 |
0.9788 |
|
0.382 |
0.9786 |
|
LOW |
0.9780 |
|
0.618 |
0.9770 |
|
1.000 |
0.9764 |
|
1.618 |
0.9754 |
|
2.618 |
0.9738 |
|
4.250 |
0.9712 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9791 |
0.9786 |
| PP |
0.9789 |
0.9779 |
| S1 |
0.9788 |
0.9773 |
|