CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9854 |
0.9820 |
-0.0034 |
-0.3% |
0.9780 |
| High |
0.9866 |
0.9832 |
-0.0034 |
-0.3% |
0.9820 |
| Low |
0.9852 |
0.9820 |
-0.0032 |
-0.3% |
0.9725 |
| Close |
0.9852 |
0.9823 |
-0.0029 |
-0.3% |
0.9792 |
| Range |
0.0014 |
0.0012 |
-0.0002 |
-14.3% |
0.0095 |
| ATR |
|
|
|
|
|
| Volume |
24 |
11 |
-13 |
-54.2% |
20 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9854 |
0.9830 |
|
| R3 |
0.9849 |
0.9842 |
0.9826 |
|
| R2 |
0.9837 |
0.9837 |
0.9825 |
|
| R1 |
0.9830 |
0.9830 |
0.9824 |
0.9834 |
| PP |
0.9825 |
0.9825 |
0.9825 |
0.9827 |
| S1 |
0.9818 |
0.9818 |
0.9822 |
0.9822 |
| S2 |
0.9813 |
0.9813 |
0.9821 |
|
| S3 |
0.9801 |
0.9806 |
0.9820 |
|
| S4 |
0.9789 |
0.9794 |
0.9816 |
|
|
| 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 |
0.9883 |
|
2.618 |
0.9863 |
|
1.618 |
0.9851 |
|
1.000 |
0.9844 |
|
0.618 |
0.9839 |
|
HIGH |
0.9832 |
|
0.618 |
0.9827 |
|
0.500 |
0.9826 |
|
0.382 |
0.9825 |
|
LOW |
0.9820 |
|
0.618 |
0.9813 |
|
1.000 |
0.9808 |
|
1.618 |
0.9801 |
|
2.618 |
0.9789 |
|
4.250 |
0.9769 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9826 |
0.9823 |
| PP |
0.9825 |
0.9823 |
| S1 |
0.9824 |
0.9823 |
|