CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9603 |
-0.0097 |
-1.0% |
0.9875 |
| High |
0.9700 |
0.9642 |
-0.0058 |
-0.6% |
0.9885 |
| Low |
0.9577 |
0.9587 |
0.0010 |
0.1% |
0.9685 |
| Close |
0.9610 |
0.9620 |
0.0010 |
0.1% |
0.9717 |
| Range |
0.0123 |
0.0055 |
-0.0068 |
-55.3% |
0.0200 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
221 |
611 |
390 |
176.5% |
2,249 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9781 |
0.9756 |
0.9650 |
|
| R3 |
0.9726 |
0.9701 |
0.9635 |
|
| R2 |
0.9671 |
0.9671 |
0.9630 |
|
| R1 |
0.9646 |
0.9646 |
0.9625 |
0.9659 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9623 |
| S1 |
0.9591 |
0.9591 |
0.9615 |
0.9604 |
| S2 |
0.9561 |
0.9561 |
0.9610 |
|
| S3 |
0.9506 |
0.9536 |
0.9605 |
|
| S4 |
0.9451 |
0.9481 |
0.9590 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0240 |
0.9827 |
|
| R3 |
1.0162 |
1.0040 |
0.9772 |
|
| R2 |
0.9962 |
0.9962 |
0.9754 |
|
| R1 |
0.9840 |
0.9840 |
0.9735 |
0.9801 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9743 |
| S1 |
0.9640 |
0.9640 |
0.9699 |
0.9601 |
| S2 |
0.9562 |
0.9562 |
0.9680 |
|
| S3 |
0.9362 |
0.9440 |
0.9662 |
|
| S4 |
0.9162 |
0.9240 |
0.9607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9805 |
0.9577 |
0.0228 |
2.4% |
0.0089 |
0.9% |
19% |
False |
False |
564 |
| 10 |
0.9890 |
0.9577 |
0.0313 |
3.3% |
0.0096 |
1.0% |
14% |
False |
False |
368 |
| 20 |
1.0075 |
0.9577 |
0.0498 |
5.2% |
0.0108 |
1.1% |
9% |
False |
False |
369 |
| 40 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0114 |
1.2% |
36% |
False |
False |
363 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0105 |
1.1% |
29% |
False |
False |
311 |
| 80 |
1.0390 |
0.9359 |
0.1031 |
10.7% |
0.0098 |
1.0% |
25% |
False |
False |
267 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0084 |
0.9% |
22% |
False |
False |
218 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0074 |
0.8% |
22% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9876 |
|
2.618 |
0.9786 |
|
1.618 |
0.9731 |
|
1.000 |
0.9697 |
|
0.618 |
0.9676 |
|
HIGH |
0.9642 |
|
0.618 |
0.9621 |
|
0.500 |
0.9615 |
|
0.382 |
0.9608 |
|
LOW |
0.9587 |
|
0.618 |
0.9553 |
|
1.000 |
0.9532 |
|
1.618 |
0.9498 |
|
2.618 |
0.9443 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9618 |
0.9676 |
| PP |
0.9616 |
0.9657 |
| S1 |
0.9615 |
0.9639 |
|