CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9889 |
0.9840 |
-0.0049 |
-0.5% |
0.9818 |
| High |
0.9889 |
0.9856 |
-0.0033 |
-0.3% |
0.9871 |
| Low |
0.9869 |
0.9840 |
-0.0029 |
-0.3% |
0.9791 |
| Close |
0.9869 |
0.9851 |
-0.0018 |
-0.2% |
0.9812 |
| Range |
0.0020 |
0.0016 |
-0.0004 |
-20.0% |
0.0080 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
74 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9890 |
0.9860 |
|
| R3 |
0.9881 |
0.9874 |
0.9855 |
|
| R2 |
0.9865 |
0.9865 |
0.9854 |
|
| R1 |
0.9858 |
0.9858 |
0.9852 |
0.9862 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9851 |
| S1 |
0.9842 |
0.9842 |
0.9850 |
0.9846 |
| S2 |
0.9833 |
0.9833 |
0.9848 |
|
| S3 |
0.9817 |
0.9826 |
0.9847 |
|
| S4 |
0.9801 |
0.9810 |
0.9842 |
|
|
| 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 |
0.9924 |
|
2.618 |
0.9898 |
|
1.618 |
0.9882 |
|
1.000 |
0.9872 |
|
0.618 |
0.9866 |
|
HIGH |
0.9856 |
|
0.618 |
0.9850 |
|
0.500 |
0.9848 |
|
0.382 |
0.9846 |
|
LOW |
0.9840 |
|
0.618 |
0.9830 |
|
1.000 |
0.9824 |
|
1.618 |
0.9814 |
|
2.618 |
0.9798 |
|
4.250 |
0.9772 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9850 |
0.9851 |
| PP |
0.9849 |
0.9850 |
| S1 |
0.9848 |
0.9850 |
|