CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9828 |
0.0070 |
0.7% |
0.9830 |
| High |
0.9831 |
0.9895 |
0.0064 |
0.7% |
0.9914 |
| Low |
0.9733 |
0.9766 |
0.0033 |
0.3% |
0.9733 |
| Close |
0.9803 |
0.9869 |
0.0066 |
0.7% |
0.9869 |
| Range |
0.0098 |
0.0129 |
0.0031 |
31.6% |
0.0181 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
87,684 |
50,761 |
-36,923 |
-42.1% |
352,080 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0179 |
0.9940 |
|
| R3 |
1.0101 |
1.0050 |
0.9904 |
|
| R2 |
0.9972 |
0.9972 |
0.9893 |
|
| R1 |
0.9921 |
0.9921 |
0.9881 |
0.9947 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9856 |
| S1 |
0.9792 |
0.9792 |
0.9857 |
0.9818 |
| S2 |
0.9714 |
0.9714 |
0.9845 |
|
| S3 |
0.9585 |
0.9663 |
0.9834 |
|
| S4 |
0.9456 |
0.9534 |
0.9798 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0306 |
0.9969 |
|
| R3 |
1.0201 |
1.0125 |
0.9919 |
|
| R2 |
1.0020 |
1.0020 |
0.9902 |
|
| R1 |
0.9944 |
0.9944 |
0.9886 |
0.9982 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9858 |
| S1 |
0.9763 |
0.9763 |
0.9852 |
0.9801 |
| S2 |
0.9658 |
0.9658 |
0.9836 |
|
| S3 |
0.9477 |
0.9582 |
0.9819 |
|
| S4 |
0.9296 |
0.9401 |
0.9769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9914 |
0.9733 |
0.0181 |
1.8% |
0.0113 |
1.1% |
75% |
False |
False |
70,416 |
| 10 |
1.0076 |
0.9733 |
0.0343 |
3.5% |
0.0134 |
1.4% |
40% |
False |
False |
78,963 |
| 20 |
1.0097 |
0.9727 |
0.0370 |
3.7% |
0.0136 |
1.4% |
38% |
False |
False |
83,361 |
| 40 |
1.0183 |
0.9367 |
0.0816 |
8.3% |
0.0138 |
1.4% |
62% |
False |
False |
95,292 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0122 |
1.2% |
56% |
False |
False |
67,777 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0119 |
1.2% |
41% |
False |
False |
50,969 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0112 |
1.1% |
41% |
False |
False |
40,818 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0104 |
1.1% |
41% |
False |
False |
34,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0443 |
|
2.618 |
1.0233 |
|
1.618 |
1.0104 |
|
1.000 |
1.0024 |
|
0.618 |
0.9975 |
|
HIGH |
0.9895 |
|
0.618 |
0.9846 |
|
0.500 |
0.9831 |
|
0.382 |
0.9815 |
|
LOW |
0.9766 |
|
0.618 |
0.9686 |
|
1.000 |
0.9637 |
|
1.618 |
0.9557 |
|
2.618 |
0.9428 |
|
4.250 |
0.9218 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9854 |
| PP |
0.9843 |
0.9838 |
| S1 |
0.9831 |
0.9823 |
|