CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9885 |
0.0075 |
0.8% |
0.9542 |
| High |
0.9893 |
0.9915 |
0.0022 |
0.2% |
0.9895 |
| Low |
0.9775 |
0.9845 |
0.0070 |
0.7% |
0.9542 |
| Close |
0.9889 |
0.9869 |
-0.0020 |
-0.2% |
0.9800 |
| Range |
0.0118 |
0.0070 |
-0.0048 |
-40.7% |
0.0353 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
2,427 |
8,285 |
5,858 |
241.4% |
19,436 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0048 |
0.9908 |
|
| R3 |
1.0016 |
0.9978 |
0.9888 |
|
| R2 |
0.9946 |
0.9946 |
0.9882 |
|
| R1 |
0.9908 |
0.9908 |
0.9875 |
0.9892 |
| PP |
0.9876 |
0.9876 |
0.9876 |
0.9869 |
| S1 |
0.9838 |
0.9838 |
0.9863 |
0.9822 |
| S2 |
0.9806 |
0.9806 |
0.9856 |
|
| S3 |
0.9736 |
0.9768 |
0.9850 |
|
| S4 |
0.9666 |
0.9698 |
0.9831 |
|
|
| 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 |
0.9915 |
0.9758 |
0.0157 |
1.6% |
0.0089 |
0.9% |
71% |
True |
False |
4,417 |
| 10 |
0.9915 |
0.9485 |
0.0430 |
4.4% |
0.0100 |
1.0% |
89% |
True |
False |
3,424 |
| 20 |
0.9915 |
0.9485 |
0.0430 |
4.4% |
0.0098 |
1.0% |
89% |
True |
False |
1,896 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0110 |
1.1% |
65% |
False |
False |
1,138 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0111 |
1.1% |
62% |
False |
False |
865 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0098 |
1.0% |
58% |
False |
False |
668 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0090 |
0.9% |
43% |
False |
False |
558 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0081 |
0.8% |
43% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0098 |
|
1.618 |
1.0028 |
|
1.000 |
0.9985 |
|
0.618 |
0.9958 |
|
HIGH |
0.9915 |
|
0.618 |
0.9888 |
|
0.500 |
0.9880 |
|
0.382 |
0.9872 |
|
LOW |
0.9845 |
|
0.618 |
0.9802 |
|
1.000 |
0.9775 |
|
1.618 |
0.9732 |
|
2.618 |
0.9662 |
|
4.250 |
0.9548 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9880 |
0.9861 |
| PP |
0.9876 |
0.9853 |
| S1 |
0.9873 |
0.9845 |
|