CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9885 |
0.9890 |
0.0005 |
0.1% |
0.9542 |
| High |
0.9915 |
0.9923 |
0.0008 |
0.1% |
0.9895 |
| Low |
0.9845 |
0.9748 |
-0.0097 |
-1.0% |
0.9542 |
| Close |
0.9869 |
0.9777 |
-0.0092 |
-0.9% |
0.9800 |
| Range |
0.0070 |
0.0175 |
0.0105 |
150.0% |
0.0353 |
| ATR |
0.0108 |
0.0113 |
0.0005 |
4.4% |
0.0000 |
| Volume |
8,285 |
7,903 |
-382 |
-4.6% |
19,436 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0234 |
0.9873 |
|
| R3 |
1.0166 |
1.0059 |
0.9825 |
|
| R2 |
0.9991 |
0.9991 |
0.9809 |
|
| R1 |
0.9884 |
0.9884 |
0.9793 |
0.9850 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9799 |
| S1 |
0.9709 |
0.9709 |
0.9761 |
0.9675 |
| S2 |
0.9641 |
0.9641 |
0.9745 |
|
| S3 |
0.9466 |
0.9534 |
0.9729 |
|
| S4 |
0.9291 |
0.9359 |
0.9681 |
|
|
| 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 |
0.9923 |
0.9748 |
0.0175 |
1.8% |
0.0108 |
1.1% |
17% |
True |
True |
5,362 |
| 10 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0108 |
1.1% |
67% |
True |
False |
4,172 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0099 |
1.0% |
67% |
True |
False |
2,287 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0110 |
1.1% |
49% |
False |
False |
1,332 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0112 |
1.2% |
50% |
False |
False |
994 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0100 |
1.0% |
47% |
False |
False |
767 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0092 |
0.9% |
35% |
False |
False |
637 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0082 |
0.8% |
35% |
False |
False |
534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0667 |
|
2.618 |
1.0381 |
|
1.618 |
1.0206 |
|
1.000 |
1.0098 |
|
0.618 |
1.0031 |
|
HIGH |
0.9923 |
|
0.618 |
0.9856 |
|
0.500 |
0.9836 |
|
0.382 |
0.9815 |
|
LOW |
0.9748 |
|
0.618 |
0.9640 |
|
1.000 |
0.9573 |
|
1.618 |
0.9465 |
|
2.618 |
0.9290 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9836 |
0.9836 |
| PP |
0.9816 |
0.9816 |
| S1 |
0.9797 |
0.9797 |
|