CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9810 |
-0.0022 |
-0.2% |
0.9542 |
| High |
0.9895 |
0.9855 |
-0.0040 |
-0.4% |
0.9895 |
| Low |
0.9785 |
0.9790 |
0.0005 |
0.1% |
0.9542 |
| Close |
0.9800 |
0.9810 |
0.0010 |
0.1% |
0.9800 |
| Range |
0.0110 |
0.0065 |
-0.0045 |
-40.9% |
0.0353 |
| ATR |
0.0114 |
0.0111 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
6,799 |
1,398 |
-5,401 |
-79.4% |
19,436 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9977 |
0.9846 |
|
| R3 |
0.9948 |
0.9912 |
0.9828 |
|
| R2 |
0.9883 |
0.9883 |
0.9822 |
|
| R1 |
0.9847 |
0.9847 |
0.9816 |
0.9843 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9816 |
| S1 |
0.9782 |
0.9782 |
0.9804 |
0.9778 |
| S2 |
0.9753 |
0.9753 |
0.9798 |
|
| S3 |
0.9688 |
0.9717 |
0.9792 |
|
| S4 |
0.9623 |
0.9652 |
0.9774 |
|
|
| 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 |
0.9635 |
0.0260 |
2.7% |
0.0112 |
1.1% |
67% |
False |
False |
3,836 |
| 10 |
0.9895 |
0.9485 |
0.0410 |
4.2% |
0.0099 |
1.0% |
79% |
False |
False |
2,436 |
| 20 |
0.9895 |
0.9485 |
0.0410 |
4.2% |
0.0096 |
1.0% |
79% |
False |
False |
1,395 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0110 |
1.1% |
55% |
False |
False |
882 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0111 |
1.1% |
54% |
False |
False |
696 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
51% |
False |
False |
544 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0088 |
0.9% |
38% |
False |
False |
452 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0079 |
0.8% |
38% |
False |
False |
379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0131 |
|
2.618 |
1.0025 |
|
1.618 |
0.9960 |
|
1.000 |
0.9920 |
|
0.618 |
0.9895 |
|
HIGH |
0.9855 |
|
0.618 |
0.9830 |
|
0.500 |
0.9823 |
|
0.382 |
0.9815 |
|
LOW |
0.9790 |
|
0.618 |
0.9750 |
|
1.000 |
0.9725 |
|
1.618 |
0.9685 |
|
2.618 |
0.9620 |
|
4.250 |
0.9514 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9823 |
0.9827 |
| PP |
0.9818 |
0.9821 |
| S1 |
0.9814 |
0.9816 |
|