CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9687 |
0.9792 |
0.0105 |
1.1% |
0.9700 |
| High |
0.9851 |
0.9840 |
-0.0011 |
-0.1% |
0.9700 |
| Low |
0.9635 |
0.9758 |
0.0123 |
1.3% |
0.9485 |
| Close |
0.9781 |
0.9832 |
0.0051 |
0.5% |
0.9508 |
| Range |
0.0216 |
0.0082 |
-0.0134 |
-62.0% |
0.0215 |
| ATR |
0.0117 |
0.0115 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
6,184 |
3,178 |
-3,006 |
-48.6% |
3,534 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
1.0026 |
0.9877 |
|
| R3 |
0.9974 |
0.9944 |
0.9855 |
|
| R2 |
0.9892 |
0.9892 |
0.9847 |
|
| R1 |
0.9862 |
0.9862 |
0.9840 |
0.9877 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9818 |
| S1 |
0.9780 |
0.9780 |
0.9824 |
0.9795 |
| S2 |
0.9728 |
0.9728 |
0.9817 |
|
| S3 |
0.9646 |
0.9698 |
0.9809 |
|
| S4 |
0.9564 |
0.9616 |
0.9787 |
|
|
| 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% |
0.0109 |
1.1% |
95% |
False |
False |
2,982 |
| 10 |
0.9851 |
0.9485 |
0.0366 |
3.7% |
0.0098 |
1.0% |
95% |
False |
False |
1,735 |
| 20 |
0.9915 |
0.9485 |
0.0430 |
4.4% |
0.0102 |
1.0% |
81% |
False |
False |
1,008 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0112 |
1.1% |
59% |
False |
False |
689 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0110 |
1.1% |
57% |
False |
False |
562 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0098 |
1.0% |
53% |
False |
False |
447 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0088 |
0.9% |
40% |
False |
False |
370 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0079 |
0.8% |
40% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0189 |
|
2.618 |
1.0055 |
|
1.618 |
0.9973 |
|
1.000 |
0.9922 |
|
0.618 |
0.9891 |
|
HIGH |
0.9840 |
|
0.618 |
0.9809 |
|
0.500 |
0.9799 |
|
0.382 |
0.9789 |
|
LOW |
0.9758 |
|
0.618 |
0.9707 |
|
1.000 |
0.9676 |
|
1.618 |
0.9625 |
|
2.618 |
0.9543 |
|
4.250 |
0.9410 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9802 |
| PP |
0.9810 |
0.9773 |
| S1 |
0.9799 |
0.9743 |
|