CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9810 |
0.0000 |
0.0% |
0.9542 |
| High |
0.9855 |
0.9893 |
0.0038 |
0.4% |
0.9895 |
| Low |
0.9790 |
0.9775 |
-0.0015 |
-0.2% |
0.9542 |
| Close |
0.9810 |
0.9889 |
0.0079 |
0.8% |
0.9800 |
| Range |
0.0065 |
0.0118 |
0.0053 |
81.5% |
0.0353 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,398 |
2,427 |
1,029 |
73.6% |
19,436 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0166 |
0.9954 |
|
| R3 |
1.0088 |
1.0048 |
0.9921 |
|
| R2 |
0.9970 |
0.9970 |
0.9911 |
|
| R1 |
0.9930 |
0.9930 |
0.9900 |
0.9950 |
| PP |
0.9852 |
0.9852 |
0.9852 |
0.9863 |
| S1 |
0.9812 |
0.9812 |
0.9878 |
0.9832 |
| S2 |
0.9734 |
0.9734 |
0.9867 |
|
| S3 |
0.9616 |
0.9694 |
0.9857 |
|
| S4 |
0.9498 |
0.9576 |
0.9824 |
|
|
| 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 |
2.6% |
0.0118 |
1.2% |
98% |
False |
False |
3,997 |
| 10 |
0.9895 |
0.9485 |
0.0410 |
4.1% |
0.0099 |
1.0% |
99% |
False |
False |
2,657 |
| 20 |
0.9895 |
0.9485 |
0.0410 |
4.1% |
0.0099 |
1.0% |
99% |
False |
False |
1,495 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0110 |
1.1% |
68% |
False |
False |
935 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0112 |
1.1% |
64% |
False |
False |
733 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0098 |
1.0% |
60% |
False |
False |
565 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0090 |
0.9% |
45% |
False |
False |
475 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0080 |
0.8% |
45% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0395 |
|
2.618 |
1.0202 |
|
1.618 |
1.0084 |
|
1.000 |
1.0011 |
|
0.618 |
0.9966 |
|
HIGH |
0.9893 |
|
0.618 |
0.9848 |
|
0.500 |
0.9834 |
|
0.382 |
0.9820 |
|
LOW |
0.9775 |
|
0.618 |
0.9702 |
|
1.000 |
0.9657 |
|
1.618 |
0.9584 |
|
2.618 |
0.9466 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9871 |
0.9871 |
| PP |
0.9852 |
0.9853 |
| S1 |
0.9834 |
0.9835 |
|