CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9664 |
0.9605 |
-0.0059 |
-0.6% |
0.9810 |
| High |
0.9664 |
0.9670 |
0.0006 |
0.1% |
0.9923 |
| Low |
0.9573 |
0.9591 |
0.0018 |
0.2% |
0.9723 |
| Close |
0.9592 |
0.9635 |
0.0043 |
0.4% |
0.9798 |
| Range |
0.0091 |
0.0079 |
-0.0012 |
-13.2% |
0.0200 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
35,569 |
39,335 |
3,766 |
10.6% |
26,414 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9831 |
0.9678 |
|
| R3 |
0.9790 |
0.9752 |
0.9657 |
|
| R2 |
0.9711 |
0.9711 |
0.9649 |
|
| R1 |
0.9673 |
0.9673 |
0.9642 |
0.9692 |
| PP |
0.9632 |
0.9632 |
0.9632 |
0.9642 |
| S1 |
0.9594 |
0.9594 |
0.9628 |
0.9613 |
| S2 |
0.9553 |
0.9553 |
0.9621 |
|
| S3 |
0.9474 |
0.9515 |
0.9613 |
|
| S4 |
0.9395 |
0.9436 |
0.9592 |
|
|
| 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 |
0.9810 |
0.9573 |
0.0237 |
2.5% |
0.0092 |
1.0% |
26% |
False |
False |
26,954 |
| 10 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0100 |
1.0% |
18% |
False |
False |
16,158 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0099 |
1.0% |
34% |
False |
False |
8,946 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.1% |
0.0106 |
1.1% |
25% |
False |
False |
4,630 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0113 |
1.2% |
39% |
False |
False |
3,218 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0103 |
1.1% |
31% |
False |
False |
2,448 |
| 100 |
1.0486 |
0.9359 |
0.1127 |
11.7% |
0.0096 |
1.0% |
24% |
False |
False |
1,983 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0085 |
0.9% |
23% |
False |
False |
1,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0006 |
|
2.618 |
0.9877 |
|
1.618 |
0.9798 |
|
1.000 |
0.9749 |
|
0.618 |
0.9719 |
|
HIGH |
0.9670 |
|
0.618 |
0.9640 |
|
0.500 |
0.9631 |
|
0.382 |
0.9621 |
|
LOW |
0.9591 |
|
0.618 |
0.9542 |
|
1.000 |
0.9512 |
|
1.618 |
0.9463 |
|
2.618 |
0.9384 |
|
4.250 |
0.9255 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9634 |
0.9663 |
| PP |
0.9632 |
0.9653 |
| S1 |
0.9631 |
0.9644 |
|