CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9832 |
0.0040 |
0.4% |
0.9542 |
| High |
0.9840 |
0.9895 |
0.0055 |
0.6% |
0.9895 |
| Low |
0.9758 |
0.9785 |
0.0027 |
0.3% |
0.9542 |
| Close |
0.9832 |
0.9800 |
-0.0032 |
-0.3% |
0.9800 |
| Range |
0.0082 |
0.0110 |
0.0028 |
34.1% |
0.0353 |
| ATR |
0.0115 |
0.0114 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
3,178 |
6,799 |
3,621 |
113.9% |
19,436 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0157 |
1.0088 |
0.9861 |
|
| R3 |
1.0047 |
0.9978 |
0.9830 |
|
| R2 |
0.9937 |
0.9937 |
0.9820 |
|
| R1 |
0.9868 |
0.9868 |
0.9810 |
0.9848 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9816 |
| S1 |
0.9758 |
0.9758 |
0.9790 |
0.9738 |
| S2 |
0.9717 |
0.9717 |
0.9780 |
|
| S3 |
0.9607 |
0.9648 |
0.9770 |
|
| S4 |
0.9497 |
0.9538 |
0.9740 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0805 |
1.0655 |
0.9994 |
|
| R3 |
1.0452 |
1.0302 |
0.9897 |
|
| R2 |
1.0099 |
1.0099 |
0.9865 |
|
| R1 |
0.9949 |
0.9949 |
0.9832 |
1.0024 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9783 |
| S1 |
0.9596 |
0.9596 |
0.9768 |
0.9671 |
| S2 |
0.9393 |
0.9393 |
0.9735 |
|
| S3 |
0.9040 |
0.9243 |
0.9703 |
|
| S4 |
0.8687 |
0.8890 |
0.9606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9895 |
0.9542 |
0.0353 |
3.6% |
0.0126 |
1.3% |
73% |
True |
False |
3,887 |
| 10 |
0.9895 |
0.9485 |
0.0410 |
4.2% |
0.0102 |
1.0% |
77% |
True |
False |
2,356 |
| 20 |
0.9895 |
0.9485 |
0.0410 |
4.2% |
0.0100 |
1.0% |
77% |
True |
False |
1,338 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0112 |
1.1% |
53% |
False |
False |
854 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0111 |
1.1% |
53% |
False |
False |
675 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
50% |
False |
False |
530 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0088 |
0.9% |
37% |
False |
False |
438 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0080 |
0.8% |
37% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0363 |
|
2.618 |
1.0183 |
|
1.618 |
1.0073 |
|
1.000 |
1.0005 |
|
0.618 |
0.9963 |
|
HIGH |
0.9895 |
|
0.618 |
0.9853 |
|
0.500 |
0.9840 |
|
0.382 |
0.9827 |
|
LOW |
0.9785 |
|
0.618 |
0.9717 |
|
1.000 |
0.9675 |
|
1.618 |
0.9607 |
|
2.618 |
0.9497 |
|
4.250 |
0.9318 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9840 |
0.9788 |
| PP |
0.9827 |
0.9777 |
| S1 |
0.9813 |
0.9765 |
|