CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9787 |
0.0037 |
0.4% |
0.9810 |
| High |
0.9810 |
0.9798 |
-0.0012 |
-0.1% |
0.9923 |
| Low |
0.9723 |
0.9702 |
-0.0021 |
-0.2% |
0.9723 |
| Close |
0.9798 |
0.9721 |
-0.0077 |
-0.8% |
0.9798 |
| Range |
0.0087 |
0.0096 |
0.0009 |
10.3% |
0.0200 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
6,401 |
17,149 |
10,748 |
167.9% |
26,414 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0028 |
0.9971 |
0.9774 |
|
| R3 |
0.9932 |
0.9875 |
0.9747 |
|
| R2 |
0.9836 |
0.9836 |
0.9739 |
|
| R1 |
0.9779 |
0.9779 |
0.9730 |
0.9760 |
| PP |
0.9740 |
0.9740 |
0.9740 |
0.9731 |
| S1 |
0.9683 |
0.9683 |
0.9712 |
0.9664 |
| S2 |
0.9644 |
0.9644 |
0.9703 |
|
| S3 |
0.9548 |
0.9587 |
0.9695 |
|
| S4 |
0.9452 |
0.9491 |
0.9668 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0306 |
0.9908 |
|
| R3 |
1.0215 |
1.0106 |
0.9853 |
|
| R2 |
1.0015 |
1.0015 |
0.9835 |
|
| R1 |
0.9906 |
0.9906 |
0.9816 |
0.9861 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9792 |
| S1 |
0.9706 |
0.9706 |
0.9780 |
0.9661 |
| S2 |
0.9615 |
0.9615 |
0.9761 |
|
| S3 |
0.9415 |
0.9506 |
0.9743 |
|
| S4 |
0.9215 |
0.9306 |
0.9688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9923 |
0.9702 |
0.0221 |
2.3% |
0.0109 |
1.1% |
9% |
False |
True |
8,433 |
| 10 |
0.9923 |
0.9635 |
0.0288 |
3.0% |
0.0111 |
1.1% |
30% |
False |
False |
6,134 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0098 |
1.0% |
54% |
False |
False |
3,439 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.1% |
0.0110 |
1.1% |
40% |
False |
False |
1,882 |
| 60 |
1.0151 |
0.9359 |
0.0792 |
8.1% |
0.0113 |
1.2% |
46% |
False |
False |
1,377 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0101 |
1.0% |
41% |
False |
False |
1,061 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0093 |
1.0% |
31% |
False |
False |
872 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0083 |
0.9% |
31% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0206 |
|
2.618 |
1.0049 |
|
1.618 |
0.9953 |
|
1.000 |
0.9894 |
|
0.618 |
0.9857 |
|
HIGH |
0.9798 |
|
0.618 |
0.9761 |
|
0.500 |
0.9750 |
|
0.382 |
0.9739 |
|
LOW |
0.9702 |
|
0.618 |
0.9643 |
|
1.000 |
0.9606 |
|
1.618 |
0.9547 |
|
2.618 |
0.9451 |
|
4.250 |
0.9294 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9813 |
| PP |
0.9740 |
0.9782 |
| S1 |
0.9731 |
0.9752 |
|