CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9542 |
0.9648 |
0.0106 |
1.1% |
0.9700 |
| High |
0.9680 |
0.9722 |
0.0042 |
0.4% |
0.9700 |
| Low |
0.9542 |
0.9636 |
0.0094 |
1.0% |
0.9485 |
| Close |
0.9626 |
0.9684 |
0.0058 |
0.6% |
0.9508 |
| Range |
0.0138 |
0.0086 |
-0.0052 |
-37.7% |
0.0215 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,654 |
1,621 |
-33 |
-2.0% |
3,534 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9897 |
0.9731 |
|
| R3 |
0.9853 |
0.9811 |
0.9708 |
|
| R2 |
0.9767 |
0.9767 |
0.9700 |
|
| R1 |
0.9725 |
0.9725 |
0.9692 |
0.9746 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9691 |
| S1 |
0.9639 |
0.9639 |
0.9676 |
0.9660 |
| S2 |
0.9595 |
0.9595 |
0.9668 |
|
| S3 |
0.9509 |
0.9553 |
0.9660 |
|
| S4 |
0.9423 |
0.9467 |
0.9637 |
|
|
| 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 |
0.9722 |
0.9485 |
0.0237 |
2.4% |
0.0079 |
0.8% |
84% |
True |
False |
1,317 |
| 10 |
0.9805 |
0.9485 |
0.0320 |
3.3% |
0.0085 |
0.9% |
62% |
False |
False |
888 |
| 20 |
0.9986 |
0.9485 |
0.0501 |
5.2% |
0.0103 |
1.1% |
40% |
False |
False |
582 |
| 40 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0111 |
1.1% |
45% |
False |
False |
473 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.6% |
0.0107 |
1.1% |
39% |
False |
False |
409 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0098 |
1.0% |
37% |
False |
False |
339 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0086 |
0.9% |
27% |
False |
False |
277 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0077 |
0.8% |
27% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0088 |
|
2.618 |
0.9947 |
|
1.618 |
0.9861 |
|
1.000 |
0.9808 |
|
0.618 |
0.9775 |
|
HIGH |
0.9722 |
|
0.618 |
0.9689 |
|
0.500 |
0.9679 |
|
0.382 |
0.9669 |
|
LOW |
0.9636 |
|
0.618 |
0.9583 |
|
1.000 |
0.9550 |
|
1.618 |
0.9497 |
|
2.618 |
0.9411 |
|
4.250 |
0.9271 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9682 |
0.9657 |
| PP |
0.9681 |
0.9630 |
| S1 |
0.9679 |
0.9604 |
|