CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9848 |
0.0068 |
0.7% |
0.9780 |
| High |
0.9828 |
0.9908 |
0.0080 |
0.8% |
0.9858 |
| Low |
0.9768 |
0.9848 |
0.0080 |
0.8% |
0.9721 |
| Close |
0.9821 |
0.9883 |
0.0062 |
0.6% |
0.9821 |
| Range |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0137 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
33,316 |
46,836 |
13,520 |
40.6% |
123,954 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0031 |
0.9916 |
|
| R3 |
1.0000 |
0.9971 |
0.9900 |
|
| R2 |
0.9940 |
0.9940 |
0.9894 |
|
| R1 |
0.9911 |
0.9911 |
0.9889 |
0.9926 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9887 |
| S1 |
0.9851 |
0.9851 |
0.9878 |
0.9866 |
| S2 |
0.9820 |
0.9820 |
0.9872 |
|
| S3 |
0.9760 |
0.9791 |
0.9867 |
|
| S4 |
0.9700 |
0.9731 |
0.9850 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0153 |
0.9896 |
|
| R3 |
1.0074 |
1.0016 |
0.9859 |
|
| R2 |
0.9937 |
0.9937 |
0.9846 |
|
| R1 |
0.9879 |
0.9879 |
0.9834 |
0.9908 |
| PP |
0.9800 |
0.9800 |
0.9800 |
0.9815 |
| S1 |
0.9742 |
0.9742 |
0.9808 |
0.9771 |
| S2 |
0.9663 |
0.9663 |
0.9796 |
|
| S3 |
0.9526 |
0.9605 |
0.9783 |
|
| S4 |
0.9389 |
0.9468 |
0.9746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9908 |
0.9721 |
0.0187 |
1.9% |
0.0071 |
0.7% |
87% |
True |
False |
34,158 |
| 10 |
0.9908 |
0.9582 |
0.0326 |
3.3% |
0.0075 |
0.8% |
92% |
True |
False |
41,012 |
| 20 |
0.9923 |
0.9573 |
0.0350 |
3.5% |
0.0087 |
0.9% |
89% |
False |
False |
31,044 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.4% |
0.0094 |
0.9% |
91% |
False |
False |
16,191 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0104 |
1.0% |
67% |
False |
False |
10,917 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0105 |
1.1% |
63% |
False |
False |
8,267 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0095 |
1.0% |
59% |
False |
False |
6,633 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0088 |
0.9% |
44% |
False |
False |
5,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0065 |
|
1.618 |
1.0005 |
|
1.000 |
0.9968 |
|
0.618 |
0.9945 |
|
HIGH |
0.9908 |
|
0.618 |
0.9885 |
|
0.500 |
0.9878 |
|
0.382 |
0.9871 |
|
LOW |
0.9848 |
|
0.618 |
0.9811 |
|
1.000 |
0.9788 |
|
1.618 |
0.9751 |
|
2.618 |
0.9691 |
|
4.250 |
0.9593 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9881 |
0.9860 |
| PP |
0.9880 |
0.9837 |
| S1 |
0.9878 |
0.9815 |
|