CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9799 |
0.0019 |
0.2% |
0.9604 |
| High |
0.9807 |
0.9858 |
0.0051 |
0.5% |
0.9805 |
| Low |
0.9758 |
0.9738 |
-0.0020 |
-0.2% |
0.9582 |
| Close |
0.9805 |
0.9750 |
-0.0055 |
-0.6% |
0.9802 |
| Range |
0.0049 |
0.0120 |
0.0071 |
144.9% |
0.0223 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.0% |
0.0000 |
| Volume |
14,392 |
43,154 |
28,762 |
199.8% |
239,339 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0142 |
1.0066 |
0.9816 |
|
| R3 |
1.0022 |
0.9946 |
0.9783 |
|
| R2 |
0.9902 |
0.9902 |
0.9772 |
|
| R1 |
0.9826 |
0.9826 |
0.9761 |
0.9804 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9771 |
| S1 |
0.9706 |
0.9706 |
0.9739 |
0.9684 |
| S2 |
0.9662 |
0.9662 |
0.9728 |
|
| S3 |
0.9542 |
0.9586 |
0.9717 |
|
| S4 |
0.9422 |
0.9466 |
0.9684 |
|
|
| 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 |
0.9858 |
0.9681 |
0.0177 |
1.8% |
0.0075 |
0.8% |
39% |
True |
False |
39,118 |
| 10 |
0.9858 |
0.9573 |
0.0285 |
2.9% |
0.0084 |
0.9% |
62% |
True |
False |
42,777 |
| 20 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0098 |
1.0% |
51% |
False |
False |
26,190 |
| 40 |
0.9986 |
0.9485 |
0.0501 |
5.1% |
0.0101 |
1.0% |
53% |
False |
False |
13,386 |
| 60 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0107 |
1.1% |
55% |
False |
False |
9,045 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0105 |
1.1% |
47% |
False |
False |
6,854 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0098 |
1.0% |
44% |
False |
False |
5,509 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0088 |
0.9% |
33% |
False |
False |
4,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0368 |
|
2.618 |
1.0172 |
|
1.618 |
1.0052 |
|
1.000 |
0.9978 |
|
0.618 |
0.9932 |
|
HIGH |
0.9858 |
|
0.618 |
0.9812 |
|
0.500 |
0.9798 |
|
0.382 |
0.9784 |
|
LOW |
0.9738 |
|
0.618 |
0.9664 |
|
1.000 |
0.9618 |
|
1.618 |
0.9544 |
|
2.618 |
0.9424 |
|
4.250 |
0.9228 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9798 |
| PP |
0.9782 |
0.9782 |
| S1 |
0.9766 |
0.9766 |
|