CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9717 |
0.9664 |
-0.0053 |
-0.5% |
0.9810 |
| High |
0.9752 |
0.9664 |
-0.0088 |
-0.9% |
0.9923 |
| Low |
0.9643 |
0.9573 |
-0.0070 |
-0.7% |
0.9723 |
| Close |
0.9668 |
0.9592 |
-0.0076 |
-0.8% |
0.9798 |
| Range |
0.0109 |
0.0091 |
-0.0018 |
-16.5% |
0.0200 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
36,316 |
35,569 |
-747 |
-2.1% |
26,414 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9883 |
0.9828 |
0.9642 |
|
| R3 |
0.9792 |
0.9737 |
0.9617 |
|
| R2 |
0.9701 |
0.9701 |
0.9609 |
|
| R1 |
0.9646 |
0.9646 |
0.9600 |
0.9628 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9601 |
| S1 |
0.9555 |
0.9555 |
0.9584 |
0.9537 |
| S2 |
0.9519 |
0.9519 |
0.9575 |
|
| S3 |
0.9428 |
0.9464 |
0.9567 |
|
| S4 |
0.9337 |
0.9373 |
0.9542 |
|
|
| 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 |
0.9573 |
0.0350 |
3.6% |
0.0112 |
1.2% |
5% |
False |
True |
20,667 |
| 10 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0100 |
1.0% |
5% |
False |
True |
12,542 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.6% |
0.0100 |
1.0% |
24% |
False |
False |
7,020 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.2% |
0.0107 |
1.1% |
18% |
False |
False |
3,657 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.5% |
0.0114 |
1.2% |
33% |
False |
False |
2,567 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0102 |
1.1% |
26% |
False |
False |
1,957 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.4% |
0.0095 |
1.0% |
20% |
False |
False |
1,590 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.4% |
0.0085 |
0.9% |
20% |
False |
False |
1,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0051 |
|
2.618 |
0.9902 |
|
1.618 |
0.9811 |
|
1.000 |
0.9755 |
|
0.618 |
0.9720 |
|
HIGH |
0.9664 |
|
0.618 |
0.9629 |
|
0.500 |
0.9619 |
|
0.382 |
0.9608 |
|
LOW |
0.9573 |
|
0.618 |
0.9517 |
|
1.000 |
0.9482 |
|
1.618 |
0.9426 |
|
2.618 |
0.9335 |
|
4.250 |
0.9186 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9619 |
0.9686 |
| PP |
0.9610 |
0.9654 |
| S1 |
0.9601 |
0.9623 |
|