CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9735 |
0.9686 |
-0.0049 |
-0.5% |
0.9854 |
| High |
0.9735 |
0.9718 |
-0.0017 |
-0.2% |
0.9866 |
| Low |
0.9692 |
0.9686 |
-0.0006 |
-0.1% |
0.9692 |
| Close |
0.9692 |
0.9714 |
0.0022 |
0.2% |
0.9692 |
| Range |
0.0043 |
0.0032 |
-0.0011 |
-25.6% |
0.0174 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
42 |
28 |
-14 |
-33.3% |
99 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9802 |
0.9790 |
0.9732 |
|
| R3 |
0.9770 |
0.9758 |
0.9723 |
|
| R2 |
0.9738 |
0.9738 |
0.9720 |
|
| R1 |
0.9726 |
0.9726 |
0.9717 |
0.9732 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9709 |
| S1 |
0.9694 |
0.9694 |
0.9711 |
0.9700 |
| S2 |
0.9674 |
0.9674 |
0.9708 |
|
| S3 |
0.9642 |
0.9662 |
0.9705 |
|
| S4 |
0.9610 |
0.9630 |
0.9696 |
|
|
| 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 |
0.9854 |
|
2.618 |
0.9802 |
|
1.618 |
0.9770 |
|
1.000 |
0.9750 |
|
0.618 |
0.9738 |
|
HIGH |
0.9718 |
|
0.618 |
0.9706 |
|
0.500 |
0.9702 |
|
0.382 |
0.9698 |
|
LOW |
0.9686 |
|
0.618 |
0.9666 |
|
1.000 |
0.9654 |
|
1.618 |
0.9634 |
|
2.618 |
0.9602 |
|
4.250 |
0.9550 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9737 |
| PP |
0.9706 |
0.9729 |
| S1 |
0.9702 |
0.9722 |
|