CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9800 |
0.9833 |
0.0033 |
0.3% |
0.9686 |
| High |
0.9833 |
0.9871 |
0.0038 |
0.4% |
0.9796 |
| Low |
0.9800 |
0.9832 |
0.0032 |
0.3% |
0.9686 |
| Close |
0.9825 |
0.9833 |
0.0008 |
0.1% |
0.9718 |
| Range |
0.0033 |
0.0039 |
0.0006 |
18.2% |
0.0110 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
126 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9962 |
0.9937 |
0.9854 |
|
| R3 |
0.9923 |
0.9898 |
0.9844 |
|
| R2 |
0.9884 |
0.9884 |
0.9840 |
|
| R1 |
0.9859 |
0.9859 |
0.9837 |
0.9853 |
| PP |
0.9845 |
0.9845 |
0.9845 |
0.9842 |
| S1 |
0.9820 |
0.9820 |
0.9829 |
0.9814 |
| S2 |
0.9806 |
0.9806 |
0.9826 |
|
| S3 |
0.9767 |
0.9781 |
0.9822 |
|
| S4 |
0.9728 |
0.9742 |
0.9812 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0001 |
0.9779 |
|
| R3 |
0.9953 |
0.9891 |
0.9748 |
|
| R2 |
0.9843 |
0.9843 |
0.9738 |
|
| R1 |
0.9781 |
0.9781 |
0.9728 |
0.9812 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9749 |
| S1 |
0.9671 |
0.9671 |
0.9708 |
0.9702 |
| S2 |
0.9623 |
0.9623 |
0.9698 |
|
| S3 |
0.9513 |
0.9561 |
0.9688 |
|
| S4 |
0.9403 |
0.9451 |
0.9658 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0037 |
|
2.618 |
0.9973 |
|
1.618 |
0.9934 |
|
1.000 |
0.9910 |
|
0.618 |
0.9895 |
|
HIGH |
0.9871 |
|
0.618 |
0.9856 |
|
0.500 |
0.9852 |
|
0.382 |
0.9847 |
|
LOW |
0.9832 |
|
0.618 |
0.9808 |
|
1.000 |
0.9793 |
|
1.618 |
0.9769 |
|
2.618 |
0.9730 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9832 |
| PP |
0.9845 |
0.9832 |
| S1 |
0.9839 |
0.9831 |
|