CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9799 |
0.9742 |
-0.0057 |
-0.6% |
0.9604 |
| High |
0.9858 |
0.9785 |
-0.0073 |
-0.7% |
0.9805 |
| Low |
0.9738 |
0.9721 |
-0.0017 |
-0.2% |
0.9582 |
| Close |
0.9750 |
0.9772 |
0.0022 |
0.2% |
0.9802 |
| Range |
0.0120 |
0.0064 |
-0.0056 |
-46.7% |
0.0223 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
43,154 |
33,092 |
-10,062 |
-23.3% |
239,339 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9926 |
0.9807 |
|
| R3 |
0.9887 |
0.9862 |
0.9790 |
|
| R2 |
0.9823 |
0.9823 |
0.9784 |
|
| R1 |
0.9798 |
0.9798 |
0.9778 |
0.9811 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9766 |
| S1 |
0.9734 |
0.9734 |
0.9766 |
0.9747 |
| S2 |
0.9695 |
0.9695 |
0.9760 |
|
| S3 |
0.9631 |
0.9670 |
0.9754 |
|
| S4 |
0.9567 |
0.9606 |
0.9737 |
|
|
| 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 |
0.9708 |
0.0150 |
1.5% |
0.0068 |
0.7% |
43% |
False |
False |
32,602 |
| 10 |
0.9858 |
0.9582 |
0.0276 |
2.8% |
0.0081 |
0.8% |
69% |
False |
False |
42,529 |
| 20 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0091 |
0.9% |
57% |
False |
False |
27,536 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0097 |
1.0% |
66% |
False |
False |
14,209 |
| 60 |
1.0075 |
0.9440 |
0.0635 |
6.5% |
0.0106 |
1.1% |
52% |
False |
False |
9,591 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0105 |
1.1% |
50% |
False |
False |
7,267 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0098 |
1.0% |
47% |
False |
False |
5,835 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0088 |
0.9% |
35% |
False |
False |
4,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0057 |
|
2.618 |
0.9953 |
|
1.618 |
0.9889 |
|
1.000 |
0.9849 |
|
0.618 |
0.9825 |
|
HIGH |
0.9785 |
|
0.618 |
0.9761 |
|
0.500 |
0.9753 |
|
0.382 |
0.9745 |
|
LOW |
0.9721 |
|
0.618 |
0.9681 |
|
1.000 |
0.9657 |
|
1.618 |
0.9617 |
|
2.618 |
0.9553 |
|
4.250 |
0.9449 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9766 |
0.9790 |
| PP |
0.9759 |
0.9784 |
| S1 |
0.9753 |
0.9778 |
|