CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9648 |
0.9687 |
0.0039 |
0.4% |
0.9700 |
| High |
0.9722 |
0.9851 |
0.0129 |
1.3% |
0.9700 |
| Low |
0.9636 |
0.9635 |
-0.0001 |
0.0% |
0.9485 |
| Close |
0.9684 |
0.9781 |
0.0097 |
1.0% |
0.9508 |
| Range |
0.0086 |
0.0216 |
0.0130 |
151.2% |
0.0215 |
| ATR |
0.0109 |
0.0117 |
0.0008 |
7.0% |
0.0000 |
| Volume |
1,621 |
6,184 |
4,563 |
281.5% |
3,534 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0404 |
1.0308 |
0.9900 |
|
| R3 |
1.0188 |
1.0092 |
0.9840 |
|
| R2 |
0.9972 |
0.9972 |
0.9821 |
|
| R1 |
0.9876 |
0.9876 |
0.9801 |
0.9924 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9780 |
| S1 |
0.9660 |
0.9660 |
0.9761 |
0.9708 |
| S2 |
0.9540 |
0.9540 |
0.9741 |
|
| S3 |
0.9324 |
0.9444 |
0.9722 |
|
| S4 |
0.9108 |
0.9228 |
0.9662 |
|
|
| 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 |
0.9851 |
0.9485 |
0.0366 |
3.7% |
0.0112 |
1.1% |
81% |
True |
False |
2,432 |
| 10 |
0.9851 |
0.9485 |
0.0366 |
3.7% |
0.0100 |
1.0% |
81% |
True |
False |
1,498 |
| 20 |
0.9915 |
0.9485 |
0.0430 |
4.4% |
0.0103 |
1.1% |
69% |
False |
False |
882 |
| 40 |
1.0075 |
0.9440 |
0.0635 |
6.5% |
0.0113 |
1.2% |
54% |
False |
False |
618 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0109 |
1.1% |
51% |
False |
False |
511 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0100 |
1.0% |
48% |
False |
False |
410 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0088 |
0.9% |
36% |
False |
False |
339 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0078 |
0.8% |
36% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0769 |
|
2.618 |
1.0416 |
|
1.618 |
1.0200 |
|
1.000 |
1.0067 |
|
0.618 |
0.9984 |
|
HIGH |
0.9851 |
|
0.618 |
0.9768 |
|
0.500 |
0.9743 |
|
0.382 |
0.9718 |
|
LOW |
0.9635 |
|
0.618 |
0.9502 |
|
1.000 |
0.9419 |
|
1.618 |
0.9286 |
|
2.618 |
0.9070 |
|
4.250 |
0.8717 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9753 |
| PP |
0.9756 |
0.9725 |
| S1 |
0.9743 |
0.9697 |
|