CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9890 |
0.9750 |
-0.0140 |
-1.4% |
0.9810 |
| High |
0.9923 |
0.9810 |
-0.0113 |
-1.1% |
0.9923 |
| Low |
0.9748 |
0.9723 |
-0.0025 |
-0.3% |
0.9723 |
| Close |
0.9777 |
0.9798 |
0.0021 |
0.2% |
0.9798 |
| Range |
0.0175 |
0.0087 |
-0.0088 |
-50.3% |
0.0200 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
7,903 |
6,401 |
-1,502 |
-19.0% |
26,414 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
1.0005 |
0.9846 |
|
| R3 |
0.9951 |
0.9918 |
0.9822 |
|
| R2 |
0.9864 |
0.9864 |
0.9814 |
|
| R1 |
0.9831 |
0.9831 |
0.9806 |
0.9848 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9785 |
| S1 |
0.9744 |
0.9744 |
0.9790 |
0.9761 |
| S2 |
0.9690 |
0.9690 |
0.9782 |
|
| S3 |
0.9603 |
0.9657 |
0.9774 |
|
| S4 |
0.9516 |
0.9570 |
0.9750 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0306 |
0.9908 |
|
| R3 |
1.0215 |
1.0106 |
0.9853 |
|
| R2 |
1.0015 |
1.0015 |
0.9835 |
|
| R1 |
0.9906 |
0.9906 |
0.9816 |
0.9861 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9792 |
| S1 |
0.9706 |
0.9706 |
0.9780 |
0.9661 |
| S2 |
0.9615 |
0.9615 |
0.9761 |
|
| S3 |
0.9415 |
0.9506 |
0.9743 |
|
| S4 |
0.9215 |
0.9306 |
0.9688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9923 |
0.9723 |
0.0200 |
2.0% |
0.0103 |
1.1% |
38% |
False |
True |
5,282 |
| 10 |
0.9923 |
0.9542 |
0.0381 |
3.9% |
0.0115 |
1.2% |
67% |
False |
False |
4,585 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0099 |
1.0% |
71% |
False |
False |
2,587 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0110 |
1.1% |
53% |
False |
False |
1,463 |
| 60 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0112 |
1.1% |
53% |
False |
False |
1,094 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0101 |
1.0% |
50% |
False |
False |
847 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0092 |
0.9% |
37% |
False |
False |
700 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0082 |
0.8% |
37% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0180 |
|
2.618 |
1.0038 |
|
1.618 |
0.9951 |
|
1.000 |
0.9897 |
|
0.618 |
0.9864 |
|
HIGH |
0.9810 |
|
0.618 |
0.9777 |
|
0.500 |
0.9767 |
|
0.382 |
0.9756 |
|
LOW |
0.9723 |
|
0.618 |
0.9669 |
|
1.000 |
0.9636 |
|
1.618 |
0.9582 |
|
2.618 |
0.9495 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9823 |
| PP |
0.9777 |
0.9815 |
| S1 |
0.9767 |
0.9806 |
|