CME Canadian Dollar Future September 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jan-2012 | 
                    20-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9833 | 
                        0.9810 | 
                        -0.0023 | 
                        -0.2% | 
                        0.9818 | 
                     
                    
                        | High | 
                        0.9871 | 
                        0.9812 | 
                        -0.0059 | 
                        -0.6% | 
                        0.9871 | 
                     
                    
                        | Low | 
                        0.9832 | 
                        0.9810 | 
                        -0.0022 | 
                        -0.2% | 
                        0.9791 | 
                     
                    
                        | Close | 
                        0.9833 | 
                        0.9812 | 
                        -0.0021 | 
                        -0.2% | 
                        0.9812 | 
                     
                    
                        | Range | 
                        0.0039 | 
                        0.0002 | 
                        -0.0037 | 
                        -94.9% | 
                        0.0080 | 
                     
                    
                        | ATR | 
                        0.0048 | 
                        0.0047 | 
                        -0.0002 | 
                        -3.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        55 | 
                        52 | 
                        1,733.3% | 
                        74 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9817 | 
                0.9817 | 
                0.9813 | 
                 | 
             
            
                | R3 | 
                0.9815 | 
                0.9815 | 
                0.9813 | 
                 | 
             
            
                | R2 | 
                0.9813 | 
                0.9813 | 
                0.9812 | 
                 | 
             
            
                | R1 | 
                0.9813 | 
                0.9813 | 
                0.9812 | 
                0.9813 | 
             
            
                | PP | 
                0.9811 | 
                0.9811 | 
                0.9811 | 
                0.9812 | 
             
            
                | S1 | 
                0.9811 | 
                0.9811 | 
                0.9812 | 
                0.9811 | 
             
            
                | S2 | 
                0.9809 | 
                0.9809 | 
                0.9812 | 
                 | 
             
            
                | S3 | 
                0.9807 | 
                0.9809 | 
                0.9811 | 
                 | 
             
            
                | S4 | 
                0.9805 | 
                0.9807 | 
                0.9811 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0065 | 
                1.0018 | 
                0.9856 | 
                 | 
             
            
                | R3 | 
                0.9985 | 
                0.9938 | 
                0.9834 | 
                 | 
             
            
                | R2 | 
                0.9905 | 
                0.9905 | 
                0.9827 | 
                 | 
             
            
                | R1 | 
                0.9858 | 
                0.9858 | 
                0.9819 | 
                0.9842 | 
             
            
                | PP | 
                0.9825 | 
                0.9825 | 
                0.9825 | 
                0.9816 | 
             
            
                | S1 | 
                0.9778 | 
                0.9778 | 
                0.9805 | 
                0.9762 | 
             
            
                | S2 | 
                0.9745 | 
                0.9745 | 
                0.9797 | 
                 | 
             
            
                | S3 | 
                0.9665 | 
                0.9698 | 
                0.9790 | 
                 | 
             
            
                | S4 | 
                0.9585 | 
                0.9618 | 
                0.9768 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9821 | 
         
        
            | 
2.618             | 
            0.9817 | 
         
        
            | 
1.618             | 
            0.9815 | 
         
        
            | 
1.000             | 
            0.9814 | 
         
        
            | 
0.618             | 
            0.9813 | 
         
        
            | 
HIGH             | 
            0.9812 | 
         
        
            | 
0.618             | 
            0.9811 | 
         
        
            | 
0.500             | 
            0.9811 | 
         
        
            | 
0.382             | 
            0.9811 | 
         
        
            | 
LOW             | 
            0.9810 | 
         
        
            | 
0.618             | 
            0.9809 | 
         
        
            | 
1.000             | 
            0.9808 | 
         
        
            | 
1.618             | 
            0.9807 | 
         
        
            | 
2.618             | 
            0.9805 | 
         
        
            | 
4.250             | 
            0.9802 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9812 | 
                                0.9836 | 
                             
                            
                                | PP | 
                                0.9811 | 
                                0.9828 | 
                             
                            
                                | S1 | 
                                0.9811 | 
                                0.9820 | 
                             
             
         |