CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9528 |
-0.0072 |
-0.8% |
0.9700 |
| High |
0.9600 |
0.9508 |
-0.0092 |
-1.0% |
0.9700 |
| Low |
0.9505 |
0.9485 |
-0.0020 |
-0.2% |
0.9485 |
| Close |
0.9520 |
0.9508 |
-0.0012 |
-0.1% |
0.9508 |
| Range |
0.0095 |
0.0023 |
-0.0072 |
-75.8% |
0.0215 |
| ATR |
0.0111 |
0.0106 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
425 |
2,277 |
1,852 |
435.8% |
3,534 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9562 |
0.9521 |
|
| R3 |
0.9546 |
0.9539 |
0.9514 |
|
| R2 |
0.9523 |
0.9523 |
0.9512 |
|
| R1 |
0.9516 |
0.9516 |
0.9510 |
0.9508 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9497 |
| S1 |
0.9493 |
0.9493 |
0.9506 |
0.9485 |
| S2 |
0.9477 |
0.9477 |
0.9504 |
|
| S3 |
0.9454 |
0.9470 |
0.9502 |
|
| S4 |
0.9431 |
0.9447 |
0.9495 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0074 |
0.9626 |
|
| R3 |
0.9994 |
0.9859 |
0.9567 |
|
| R2 |
0.9779 |
0.9779 |
0.9547 |
|
| R1 |
0.9644 |
0.9644 |
0.9528 |
0.9604 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9545 |
| S1 |
0.9429 |
0.9429 |
0.9488 |
0.9389 |
| S2 |
0.9349 |
0.9349 |
0.9469 |
|
| S3 |
0.9134 |
0.9214 |
0.9449 |
|
| S4 |
0.8919 |
0.8999 |
0.9390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9775 |
0.9485 |
0.0290 |
3.1% |
0.0077 |
0.8% |
8% |
False |
True |
825 |
| 10 |
0.9885 |
0.9485 |
0.0400 |
4.2% |
0.0084 |
0.9% |
6% |
False |
True |
590 |
| 20 |
1.0056 |
0.9485 |
0.0571 |
6.0% |
0.0100 |
1.1% |
4% |
False |
True |
474 |
| 40 |
1.0075 |
0.9359 |
0.0716 |
7.5% |
0.0110 |
1.2% |
21% |
False |
False |
413 |
| 60 |
1.0223 |
0.9359 |
0.0864 |
9.1% |
0.0105 |
1.1% |
17% |
False |
False |
355 |
| 80 |
1.0310 |
0.9359 |
0.0951 |
10.0% |
0.0098 |
1.0% |
16% |
False |
False |
300 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.5% |
0.0085 |
0.9% |
13% |
False |
False |
245 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.5% |
0.0075 |
0.8% |
13% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9606 |
|
2.618 |
0.9568 |
|
1.618 |
0.9545 |
|
1.000 |
0.9531 |
|
0.618 |
0.9522 |
|
HIGH |
0.9508 |
|
0.618 |
0.9499 |
|
0.500 |
0.9497 |
|
0.382 |
0.9494 |
|
LOW |
0.9485 |
|
0.618 |
0.9471 |
|
1.000 |
0.9462 |
|
1.618 |
0.9448 |
|
2.618 |
0.9425 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9564 |
| PP |
0.9500 |
0.9545 |
| S1 |
0.9497 |
0.9527 |
|