CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9735 |
-0.0052 |
-0.5% |
0.9854 |
| High |
0.9787 |
0.9735 |
-0.0052 |
-0.5% |
0.9866 |
| Low |
0.9764 |
0.9692 |
-0.0072 |
-0.7% |
0.9692 |
| Close |
0.9764 |
0.9692 |
-0.0072 |
-0.7% |
0.9692 |
| Range |
0.0023 |
0.0043 |
0.0020 |
87.0% |
0.0174 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.4% |
0.0000 |
| Volume |
22 |
42 |
20 |
90.9% |
99 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9835 |
0.9807 |
0.9716 |
|
| R3 |
0.9792 |
0.9764 |
0.9704 |
|
| R2 |
0.9749 |
0.9749 |
0.9700 |
|
| R1 |
0.9721 |
0.9721 |
0.9696 |
0.9714 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9703 |
| S1 |
0.9678 |
0.9678 |
0.9688 |
0.9671 |
| S2 |
0.9663 |
0.9663 |
0.9684 |
|
| S3 |
0.9620 |
0.9635 |
0.9680 |
|
| S4 |
0.9577 |
0.9592 |
0.9668 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0156 |
0.9788 |
|
| R3 |
1.0098 |
0.9982 |
0.9740 |
|
| R2 |
0.9924 |
0.9924 |
0.9724 |
|
| R1 |
0.9808 |
0.9808 |
0.9708 |
0.9779 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9736 |
| S1 |
0.9634 |
0.9634 |
0.9676 |
0.9605 |
| S2 |
0.9576 |
0.9576 |
0.9660 |
|
| S3 |
0.9402 |
0.9460 |
0.9644 |
|
| S4 |
0.9228 |
0.9286 |
0.9596 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9918 |
|
2.618 |
0.9848 |
|
1.618 |
0.9805 |
|
1.000 |
0.9778 |
|
0.618 |
0.9762 |
|
HIGH |
0.9735 |
|
0.618 |
0.9719 |
|
0.500 |
0.9714 |
|
0.382 |
0.9708 |
|
LOW |
0.9692 |
|
0.618 |
0.9665 |
|
1.000 |
0.9649 |
|
1.618 |
0.9622 |
|
2.618 |
0.9579 |
|
4.250 |
0.9509 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9762 |
| PP |
0.9706 |
0.9739 |
| S1 |
0.9699 |
0.9715 |
|