CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9828 |
0.9881 |
0.0053 |
0.5% |
0.9830 |
| High |
0.9895 |
0.9903 |
0.0008 |
0.1% |
0.9914 |
| Low |
0.9766 |
0.9802 |
0.0036 |
0.4% |
0.9733 |
| Close |
0.9869 |
0.9818 |
-0.0051 |
-0.5% |
0.9869 |
| Range |
0.0129 |
0.0101 |
-0.0028 |
-21.7% |
0.0181 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
50,761 |
46,354 |
-4,407 |
-8.7% |
352,080 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0082 |
0.9874 |
|
| R3 |
1.0043 |
0.9981 |
0.9846 |
|
| R2 |
0.9942 |
0.9942 |
0.9837 |
|
| R1 |
0.9880 |
0.9880 |
0.9827 |
0.9861 |
| PP |
0.9841 |
0.9841 |
0.9841 |
0.9831 |
| S1 |
0.9779 |
0.9779 |
0.9809 |
0.9760 |
| S2 |
0.9740 |
0.9740 |
0.9799 |
|
| S3 |
0.9639 |
0.9678 |
0.9790 |
|
| S4 |
0.9538 |
0.9577 |
0.9762 |
|
|
| 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% |
0.0118 |
1.2% |
47% |
False |
False |
68,487 |
| 10 |
1.0014 |
0.9733 |
0.0281 |
2.9% |
0.0132 |
1.3% |
30% |
False |
False |
75,981 |
| 20 |
1.0097 |
0.9727 |
0.0370 |
3.8% |
0.0131 |
1.3% |
25% |
False |
False |
81,740 |
| 40 |
1.0100 |
0.9367 |
0.0733 |
7.5% |
0.0138 |
1.4% |
62% |
False |
False |
94,352 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0122 |
1.2% |
51% |
False |
False |
68,531 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0119 |
1.2% |
37% |
False |
False |
51,546 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0112 |
1.1% |
37% |
False |
False |
41,281 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0105 |
1.1% |
37% |
False |
False |
34,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0332 |
|
2.618 |
1.0167 |
|
1.618 |
1.0066 |
|
1.000 |
1.0004 |
|
0.618 |
0.9965 |
|
HIGH |
0.9903 |
|
0.618 |
0.9864 |
|
0.500 |
0.9853 |
|
0.382 |
0.9841 |
|
LOW |
0.9802 |
|
0.618 |
0.9740 |
|
1.000 |
0.9701 |
|
1.618 |
0.9639 |
|
2.618 |
0.9538 |
|
4.250 |
0.9373 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9853 |
0.9818 |
| PP |
0.9841 |
0.9818 |
| S1 |
0.9830 |
0.9818 |
|