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 |
|