CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9742 |
0.9780 |
0.0038 |
0.4% |
0.9780 |
| High |
0.9785 |
0.9828 |
0.0043 |
0.4% |
0.9858 |
| Low |
0.9721 |
0.9768 |
0.0047 |
0.5% |
0.9721 |
| Close |
0.9772 |
0.9821 |
0.0049 |
0.5% |
0.9821 |
| Range |
0.0064 |
0.0060 |
-0.0004 |
-6.3% |
0.0137 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
33,092 |
33,316 |
224 |
0.7% |
123,954 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9963 |
0.9854 |
|
| R3 |
0.9926 |
0.9903 |
0.9838 |
|
| R2 |
0.9866 |
0.9866 |
0.9832 |
|
| R1 |
0.9843 |
0.9843 |
0.9827 |
0.9855 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9811 |
| S1 |
0.9783 |
0.9783 |
0.9816 |
0.9795 |
| S2 |
0.9746 |
0.9746 |
0.9810 |
|
| S3 |
0.9686 |
0.9723 |
0.9805 |
|
| S4 |
0.9626 |
0.9663 |
0.9788 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0153 |
0.9896 |
|
| R3 |
1.0074 |
1.0016 |
0.9859 |
|
| R2 |
0.9937 |
0.9937 |
0.9846 |
|
| R1 |
0.9879 |
0.9879 |
0.9834 |
0.9908 |
| PP |
0.9800 |
0.9800 |
0.9800 |
0.9815 |
| S1 |
0.9742 |
0.9742 |
0.9808 |
0.9771 |
| S2 |
0.9663 |
0.9663 |
0.9796 |
|
| S3 |
0.9526 |
0.9605 |
0.9783 |
|
| S4 |
0.9389 |
0.9468 |
0.9746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9858 |
0.9721 |
0.0137 |
1.4% |
0.0065 |
0.7% |
73% |
False |
False |
30,326 |
| 10 |
0.9858 |
0.9582 |
0.0276 |
2.8% |
0.0079 |
0.8% |
87% |
False |
False |
41,927 |
| 20 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0090 |
0.9% |
71% |
False |
False |
29,042 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0096 |
1.0% |
77% |
False |
False |
15,025 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0104 |
1.1% |
57% |
False |
False |
10,140 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0105 |
1.1% |
56% |
False |
False |
7,682 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
52% |
False |
False |
6,166 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0088 |
0.9% |
39% |
False |
False |
5,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0083 |
|
2.618 |
0.9985 |
|
1.618 |
0.9925 |
|
1.000 |
0.9888 |
|
0.618 |
0.9865 |
|
HIGH |
0.9828 |
|
0.618 |
0.9805 |
|
0.500 |
0.9798 |
|
0.382 |
0.9791 |
|
LOW |
0.9768 |
|
0.618 |
0.9731 |
|
1.000 |
0.9708 |
|
1.618 |
0.9671 |
|
2.618 |
0.9611 |
|
4.250 |
0.9513 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9811 |
| PP |
0.9806 |
0.9800 |
| S1 |
0.9798 |
0.9790 |
|