CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9605 |
0.9648 |
0.0043 |
0.4% |
0.9787 |
| High |
0.9670 |
0.9692 |
0.0022 |
0.2% |
0.9798 |
| Low |
0.9591 |
0.9589 |
-0.0002 |
0.0% |
0.9573 |
| Close |
0.9635 |
0.9612 |
-0.0023 |
-0.2% |
0.9612 |
| Range |
0.0079 |
0.0103 |
0.0024 |
30.4% |
0.0225 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
39,335 |
55,984 |
16,649 |
42.3% |
184,353 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9879 |
0.9669 |
|
| R3 |
0.9837 |
0.9776 |
0.9640 |
|
| R2 |
0.9734 |
0.9734 |
0.9631 |
|
| R1 |
0.9673 |
0.9673 |
0.9621 |
0.9652 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9621 |
| S1 |
0.9570 |
0.9570 |
0.9603 |
0.9549 |
| S2 |
0.9528 |
0.9528 |
0.9593 |
|
| S3 |
0.9425 |
0.9467 |
0.9584 |
|
| S4 |
0.9322 |
0.9364 |
0.9555 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0199 |
0.9736 |
|
| R3 |
1.0111 |
0.9974 |
0.9674 |
|
| R2 |
0.9886 |
0.9886 |
0.9653 |
|
| R1 |
0.9749 |
0.9749 |
0.9633 |
0.9705 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9639 |
| S1 |
0.9524 |
0.9524 |
0.9591 |
0.9480 |
| S2 |
0.9436 |
0.9436 |
0.9571 |
|
| S3 |
0.9211 |
0.9299 |
0.9550 |
|
| S4 |
0.8986 |
0.9074 |
0.9488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9798 |
0.9573 |
0.0225 |
2.3% |
0.0096 |
1.0% |
17% |
False |
False |
36,870 |
| 10 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0099 |
1.0% |
11% |
False |
False |
21,076 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.6% |
0.0101 |
1.0% |
29% |
False |
False |
11,716 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.1% |
0.0106 |
1.1% |
22% |
False |
False |
6,026 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0110 |
1.1% |
35% |
False |
False |
4,143 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0103 |
1.1% |
29% |
False |
False |
3,147 |
| 100 |
1.0486 |
0.9359 |
0.1127 |
11.7% |
0.0097 |
1.0% |
22% |
False |
False |
2,543 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0086 |
0.9% |
21% |
False |
False |
2,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0130 |
|
2.618 |
0.9962 |
|
1.618 |
0.9859 |
|
1.000 |
0.9795 |
|
0.618 |
0.9756 |
|
HIGH |
0.9692 |
|
0.618 |
0.9653 |
|
0.500 |
0.9641 |
|
0.382 |
0.9628 |
|
LOW |
0.9589 |
|
0.618 |
0.9525 |
|
1.000 |
0.9486 |
|
1.618 |
0.9422 |
|
2.618 |
0.9319 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9641 |
0.9633 |
| PP |
0.9631 |
0.9626 |
| S1 |
0.9622 |
0.9619 |
|