CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9717 |
-0.0070 |
-0.7% |
0.9810 |
| High |
0.9798 |
0.9752 |
-0.0046 |
-0.5% |
0.9923 |
| Low |
0.9702 |
0.9643 |
-0.0059 |
-0.6% |
0.9723 |
| Close |
0.9721 |
0.9668 |
-0.0053 |
-0.5% |
0.9798 |
| Range |
0.0096 |
0.0109 |
0.0013 |
13.5% |
0.0200 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
17,149 |
36,316 |
19,167 |
111.8% |
26,414 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9950 |
0.9728 |
|
| R3 |
0.9906 |
0.9841 |
0.9698 |
|
| R2 |
0.9797 |
0.9797 |
0.9688 |
|
| R1 |
0.9732 |
0.9732 |
0.9678 |
0.9710 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9677 |
| S1 |
0.9623 |
0.9623 |
0.9658 |
0.9601 |
| S2 |
0.9579 |
0.9579 |
0.9648 |
|
| S3 |
0.9470 |
0.9514 |
0.9638 |
|
| S4 |
0.9361 |
0.9405 |
0.9608 |
|
|
| 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 |
0.9643 |
0.0280 |
2.9% |
0.0107 |
1.1% |
9% |
False |
True |
15,210 |
| 10 |
0.9923 |
0.9635 |
0.0288 |
3.0% |
0.0113 |
1.2% |
11% |
False |
False |
9,604 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0099 |
1.0% |
42% |
False |
False |
5,246 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.1% |
0.0108 |
1.1% |
31% |
False |
False |
2,783 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0113 |
1.2% |
43% |
False |
False |
1,980 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0101 |
1.0% |
35% |
False |
False |
1,514 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0094 |
1.0% |
26% |
False |
False |
1,235 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0084 |
0.9% |
26% |
False |
False |
1,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0215 |
|
2.618 |
1.0037 |
|
1.618 |
0.9928 |
|
1.000 |
0.9861 |
|
0.618 |
0.9819 |
|
HIGH |
0.9752 |
|
0.618 |
0.9710 |
|
0.500 |
0.9698 |
|
0.382 |
0.9685 |
|
LOW |
0.9643 |
|
0.618 |
0.9576 |
|
1.000 |
0.9534 |
|
1.618 |
0.9467 |
|
2.618 |
0.9358 |
|
4.250 |
0.9180 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9727 |
| PP |
0.9688 |
0.9707 |
| S1 |
0.9678 |
0.9688 |
|