CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9686 |
0.9771 |
0.0085 |
0.9% |
0.9854 |
| High |
0.9718 |
0.9796 |
0.0078 |
0.8% |
0.9866 |
| Low |
0.9686 |
0.9762 |
0.0076 |
0.8% |
0.9692 |
| Close |
0.9714 |
0.9796 |
0.0082 |
0.8% |
0.9692 |
| Range |
0.0032 |
0.0034 |
0.0002 |
6.3% |
0.0174 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
5.8% |
0.0000 |
| Volume |
28 |
25 |
-3 |
-10.7% |
99 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9887 |
0.9875 |
0.9815 |
|
| R3 |
0.9853 |
0.9841 |
0.9805 |
|
| R2 |
0.9819 |
0.9819 |
0.9802 |
|
| R1 |
0.9807 |
0.9807 |
0.9799 |
0.9813 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9788 |
| S1 |
0.9773 |
0.9773 |
0.9793 |
0.9779 |
| S2 |
0.9751 |
0.9751 |
0.9790 |
|
| S3 |
0.9717 |
0.9739 |
0.9787 |
|
| S4 |
0.9683 |
0.9705 |
0.9777 |
|
|
| 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 |
0.9941 |
|
2.618 |
0.9885 |
|
1.618 |
0.9851 |
|
1.000 |
0.9830 |
|
0.618 |
0.9817 |
|
HIGH |
0.9796 |
|
0.618 |
0.9783 |
|
0.500 |
0.9779 |
|
0.382 |
0.9775 |
|
LOW |
0.9762 |
|
0.618 |
0.9741 |
|
1.000 |
0.9728 |
|
1.618 |
0.9707 |
|
2.618 |
0.9673 |
|
4.250 |
0.9618 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9790 |
0.9778 |
| PP |
0.9785 |
0.9759 |
| S1 |
0.9779 |
0.9741 |
|