CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9820 |
0.9787 |
-0.0033 |
-0.3% |
0.9780 |
| High |
0.9832 |
0.9787 |
-0.0045 |
-0.5% |
0.9820 |
| Low |
0.9820 |
0.9764 |
-0.0056 |
-0.6% |
0.9725 |
| Close |
0.9823 |
0.9764 |
-0.0059 |
-0.6% |
0.9792 |
| Range |
0.0012 |
0.0023 |
0.0011 |
91.7% |
0.0095 |
| ATR |
0.0000 |
0.0044 |
0.0044 |
|
0.0000 |
| Volume |
11 |
22 |
11 |
100.0% |
20 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9841 |
0.9825 |
0.9777 |
|
| R3 |
0.9818 |
0.9802 |
0.9770 |
|
| R2 |
0.9795 |
0.9795 |
0.9768 |
|
| R1 |
0.9779 |
0.9779 |
0.9766 |
0.9776 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9770 |
| S1 |
0.9756 |
0.9756 |
0.9762 |
0.9753 |
| S2 |
0.9749 |
0.9749 |
0.9760 |
|
| S3 |
0.9726 |
0.9733 |
0.9758 |
|
| S4 |
0.9703 |
0.9710 |
0.9751 |
|
|
| 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 |
0.9885 |
|
2.618 |
0.9847 |
|
1.618 |
0.9824 |
|
1.000 |
0.9810 |
|
0.618 |
0.9801 |
|
HIGH |
0.9787 |
|
0.618 |
0.9778 |
|
0.500 |
0.9776 |
|
0.382 |
0.9773 |
|
LOW |
0.9764 |
|
0.618 |
0.9750 |
|
1.000 |
0.9741 |
|
1.618 |
0.9727 |
|
2.618 |
0.9704 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9815 |
| PP |
0.9772 |
0.9798 |
| S1 |
0.9768 |
0.9781 |
|