CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9603 |
0.9600 |
-0.0003 |
0.0% |
0.9875 |
| High |
0.9642 |
0.9600 |
-0.0042 |
-0.4% |
0.9885 |
| Low |
0.9587 |
0.9505 |
-0.0082 |
-0.9% |
0.9685 |
| Close |
0.9620 |
0.9520 |
-0.0100 |
-1.0% |
0.9717 |
| Range |
0.0055 |
0.0095 |
0.0040 |
72.7% |
0.0200 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
611 |
425 |
-186 |
-30.4% |
2,249 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9827 |
0.9768 |
0.9572 |
|
| R3 |
0.9732 |
0.9673 |
0.9546 |
|
| R2 |
0.9637 |
0.9637 |
0.9537 |
|
| R1 |
0.9578 |
0.9578 |
0.9529 |
0.9560 |
| PP |
0.9542 |
0.9542 |
0.9542 |
0.9533 |
| S1 |
0.9483 |
0.9483 |
0.9511 |
0.9465 |
| S2 |
0.9447 |
0.9447 |
0.9503 |
|
| S3 |
0.9352 |
0.9388 |
0.9494 |
|
| S4 |
0.9257 |
0.9293 |
0.9468 |
|
|
| 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 |
0.9775 |
0.9505 |
0.0270 |
2.8% |
0.0086 |
0.9% |
6% |
False |
True |
487 |
| 10 |
0.9885 |
0.9505 |
0.0380 |
4.0% |
0.0091 |
1.0% |
4% |
False |
True |
403 |
| 20 |
1.0075 |
0.9505 |
0.0570 |
6.0% |
0.0106 |
1.1% |
3% |
False |
True |
367 |
| 40 |
1.0075 |
0.9359 |
0.0716 |
7.5% |
0.0113 |
1.2% |
22% |
False |
False |
366 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.3% |
0.0106 |
1.1% |
18% |
False |
False |
317 |
| 80 |
1.0390 |
0.9359 |
0.1031 |
10.8% |
0.0099 |
1.0% |
16% |
False |
False |
272 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.4% |
0.0085 |
0.9% |
14% |
False |
False |
222 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.4% |
0.0075 |
0.8% |
14% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0004 |
|
2.618 |
0.9849 |
|
1.618 |
0.9754 |
|
1.000 |
0.9695 |
|
0.618 |
0.9659 |
|
HIGH |
0.9600 |
|
0.618 |
0.9564 |
|
0.500 |
0.9553 |
|
0.382 |
0.9541 |
|
LOW |
0.9505 |
|
0.618 |
0.9446 |
|
1.000 |
0.9410 |
|
1.618 |
0.9351 |
|
2.618 |
0.9256 |
|
4.250 |
0.9101 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9553 |
0.9603 |
| PP |
0.9542 |
0.9575 |
| S1 |
0.9531 |
0.9548 |
|