CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9718 |
0.9778 |
0.0060 |
0.6% |
0.9604 |
| High |
0.9783 |
0.9805 |
0.0022 |
0.2% |
0.9805 |
| Low |
0.9708 |
0.9771 |
0.0063 |
0.6% |
0.9582 |
| Close |
0.9773 |
0.9802 |
0.0029 |
0.3% |
0.9802 |
| Range |
0.0075 |
0.0034 |
-0.0041 |
-54.7% |
0.0223 |
| ATR |
0.0102 |
0.0097 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
44,697 |
27,678 |
-17,019 |
-38.1% |
239,339 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9895 |
0.9882 |
0.9821 |
|
| R3 |
0.9861 |
0.9848 |
0.9811 |
|
| R2 |
0.9827 |
0.9827 |
0.9808 |
|
| R1 |
0.9814 |
0.9814 |
0.9805 |
0.9821 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9796 |
| S1 |
0.9780 |
0.9780 |
0.9799 |
0.9787 |
| S2 |
0.9759 |
0.9759 |
0.9796 |
|
| S3 |
0.9725 |
0.9746 |
0.9793 |
|
| S4 |
0.9691 |
0.9712 |
0.9783 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0323 |
0.9925 |
|
| R3 |
1.0176 |
1.0100 |
0.9863 |
|
| R2 |
0.9953 |
0.9953 |
0.9843 |
|
| R1 |
0.9877 |
0.9877 |
0.9822 |
0.9915 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9749 |
| S1 |
0.9654 |
0.9654 |
0.9782 |
0.9692 |
| S2 |
0.9507 |
0.9507 |
0.9761 |
|
| S3 |
0.9284 |
0.9431 |
0.9741 |
|
| S4 |
0.9061 |
0.9208 |
0.9679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9805 |
0.9582 |
0.0223 |
2.3% |
0.0079 |
0.8% |
99% |
True |
False |
47,867 |
| 10 |
0.9805 |
0.9573 |
0.0232 |
2.4% |
0.0087 |
0.9% |
99% |
True |
False |
42,369 |
| 20 |
0.9923 |
0.9542 |
0.0381 |
3.9% |
0.0101 |
1.0% |
68% |
False |
False |
23,477 |
| 40 |
1.0056 |
0.9485 |
0.0571 |
5.8% |
0.0100 |
1.0% |
56% |
False |
False |
11,975 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0107 |
1.1% |
62% |
False |
False |
8,101 |
| 80 |
1.0223 |
0.9359 |
0.0864 |
8.8% |
0.0104 |
1.1% |
51% |
False |
False |
6,135 |
| 100 |
1.0310 |
0.9359 |
0.0951 |
9.7% |
0.0099 |
1.0% |
47% |
False |
False |
4,935 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0088 |
0.9% |
37% |
False |
False |
4,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9950 |
|
2.618 |
0.9894 |
|
1.618 |
0.9860 |
|
1.000 |
0.9839 |
|
0.618 |
0.9826 |
|
HIGH |
0.9805 |
|
0.618 |
0.9792 |
|
0.500 |
0.9788 |
|
0.382 |
0.9784 |
|
LOW |
0.9771 |
|
0.618 |
0.9750 |
|
1.000 |
0.9737 |
|
1.618 |
0.9716 |
|
2.618 |
0.9682 |
|
4.250 |
0.9627 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9797 |
0.9782 |
| PP |
0.9793 |
0.9763 |
| S1 |
0.9788 |
0.9743 |
|