CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9648 |
0.9604 |
-0.0044 |
-0.5% |
0.9787 |
| High |
0.9692 |
0.9657 |
-0.0035 |
-0.4% |
0.9798 |
| Low |
0.9589 |
0.9582 |
-0.0007 |
-0.1% |
0.9573 |
| Close |
0.9612 |
0.9630 |
0.0018 |
0.2% |
0.9612 |
| Range |
0.0103 |
0.0075 |
-0.0028 |
-27.2% |
0.0225 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
55,984 |
42,254 |
-13,730 |
-24.5% |
184,353 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9848 |
0.9814 |
0.9671 |
|
| R3 |
0.9773 |
0.9739 |
0.9651 |
|
| R2 |
0.9698 |
0.9698 |
0.9644 |
|
| R1 |
0.9664 |
0.9664 |
0.9637 |
0.9681 |
| PP |
0.9623 |
0.9623 |
0.9623 |
0.9632 |
| S1 |
0.9589 |
0.9589 |
0.9623 |
0.9606 |
| S2 |
0.9548 |
0.9548 |
0.9616 |
|
| S3 |
0.9473 |
0.9514 |
0.9609 |
|
| S4 |
0.9398 |
0.9439 |
0.9589 |
|
|
| 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 |
0.9752 |
0.9573 |
0.0179 |
1.9% |
0.0091 |
0.9% |
32% |
False |
False |
41,891 |
| 10 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0100 |
1.0% |
16% |
False |
False |
25,162 |
| 20 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0100 |
1.0% |
33% |
False |
False |
13,799 |
| 40 |
1.0075 |
0.9485 |
0.0590 |
6.1% |
0.0106 |
1.1% |
25% |
False |
False |
7,079 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0110 |
1.1% |
38% |
False |
False |
4,836 |
| 80 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0104 |
1.1% |
31% |
False |
False |
3,675 |
| 100 |
1.0443 |
0.9359 |
0.1084 |
11.3% |
0.0097 |
1.0% |
25% |
False |
False |
2,965 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0086 |
0.9% |
23% |
False |
False |
2,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9976 |
|
2.618 |
0.9853 |
|
1.618 |
0.9778 |
|
1.000 |
0.9732 |
|
0.618 |
0.9703 |
|
HIGH |
0.9657 |
|
0.618 |
0.9628 |
|
0.500 |
0.9620 |
|
0.382 |
0.9611 |
|
LOW |
0.9582 |
|
0.618 |
0.9536 |
|
1.000 |
0.9507 |
|
1.618 |
0.9461 |
|
2.618 |
0.9386 |
|
4.250 |
0.9263 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9627 |
0.9637 |
| PP |
0.9623 |
0.9635 |
| S1 |
0.9620 |
0.9632 |
|