CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9687 |
0.9718 |
0.0031 |
0.3% |
0.9787 |
| High |
0.9776 |
0.9783 |
0.0007 |
0.1% |
0.9798 |
| Low |
0.9681 |
0.9708 |
0.0027 |
0.3% |
0.9573 |
| Close |
0.9711 |
0.9773 |
0.0062 |
0.6% |
0.9612 |
| Range |
0.0095 |
0.0075 |
-0.0020 |
-21.1% |
0.0225 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
65,672 |
44,697 |
-20,975 |
-31.9% |
184,353 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9980 |
0.9951 |
0.9814 |
|
| R3 |
0.9905 |
0.9876 |
0.9794 |
|
| R2 |
0.9830 |
0.9830 |
0.9787 |
|
| R1 |
0.9801 |
0.9801 |
0.9780 |
0.9816 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9762 |
| S1 |
0.9726 |
0.9726 |
0.9766 |
0.9741 |
| S2 |
0.9680 |
0.9680 |
0.9759 |
|
| S3 |
0.9605 |
0.9651 |
0.9752 |
|
| S4 |
0.9530 |
0.9576 |
0.9732 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0199 |
0.9736 |
|
| R3 |
1.0111 |
0.9974 |
0.9674 |
|
| R2 |
0.9886 |
0.9886 |
0.9653 |
|
| R1 |
0.9749 |
0.9749 |
0.9633 |
0.9705 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9639 |
| S1 |
0.9524 |
0.9524 |
0.9591 |
0.9480 |
| S2 |
0.9436 |
0.9436 |
0.9571 |
|
| S3 |
0.9211 |
0.9299 |
0.9550 |
|
| S4 |
0.8986 |
0.9074 |
0.9488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9783 |
0.9582 |
0.0201 |
2.1% |
0.0093 |
1.0% |
95% |
True |
False |
53,529 |
| 10 |
0.9810 |
0.9573 |
0.0237 |
2.4% |
0.0093 |
0.9% |
84% |
False |
False |
40,241 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0101 |
1.0% |
66% |
False |
False |
22,207 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0103 |
1.1% |
49% |
False |
False |
11,287 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0109 |
1.1% |
58% |
False |
False |
7,646 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0104 |
1.1% |
47% |
False |
False |
5,790 |
| 100 |
1.0390 |
0.9359 |
0.1031 |
10.5% |
0.0099 |
1.0% |
40% |
False |
False |
4,659 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0087 |
0.9% |
35% |
False |
False |
3,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0102 |
|
2.618 |
0.9979 |
|
1.618 |
0.9904 |
|
1.000 |
0.9858 |
|
0.618 |
0.9829 |
|
HIGH |
0.9783 |
|
0.618 |
0.9754 |
|
0.500 |
0.9746 |
|
0.382 |
0.9737 |
|
LOW |
0.9708 |
|
0.618 |
0.9662 |
|
1.000 |
0.9633 |
|
1.618 |
0.9587 |
|
2.618 |
0.9512 |
|
4.250 |
0.9389 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9747 |
| PP |
0.9755 |
0.9721 |
| S1 |
0.9746 |
0.9696 |
|