CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9881 |
0.9829 |
-0.0052 |
-0.5% |
0.9830 |
| High |
0.9903 |
0.9836 |
-0.0067 |
-0.7% |
0.9914 |
| Low |
0.9802 |
0.9735 |
-0.0067 |
-0.7% |
0.9733 |
| Close |
0.9818 |
0.9796 |
-0.0022 |
-0.2% |
0.9869 |
| Range |
0.0101 |
0.0101 |
0.0000 |
0.0% |
0.0181 |
| ATR |
0.0132 |
0.0129 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
46,354 |
62,342 |
15,988 |
34.5% |
352,080 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0092 |
1.0045 |
0.9852 |
|
| R3 |
0.9991 |
0.9944 |
0.9824 |
|
| R2 |
0.9890 |
0.9890 |
0.9815 |
|
| R1 |
0.9843 |
0.9843 |
0.9805 |
0.9816 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9776 |
| S1 |
0.9742 |
0.9742 |
0.9787 |
0.9715 |
| S2 |
0.9688 |
0.9688 |
0.9777 |
|
| S3 |
0.9587 |
0.9641 |
0.9768 |
|
| S4 |
0.9486 |
0.9540 |
0.9740 |
|
|
| 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 |
0.9912 |
0.9733 |
0.0179 |
1.8% |
0.0118 |
1.2% |
35% |
False |
False |
68,365 |
| 10 |
0.9935 |
0.9733 |
0.0202 |
2.1% |
0.0119 |
1.2% |
31% |
False |
False |
70,254 |
| 20 |
1.0097 |
0.9733 |
0.0364 |
3.7% |
0.0129 |
1.3% |
17% |
False |
False |
79,687 |
| 40 |
1.0097 |
0.9367 |
0.0730 |
7.5% |
0.0139 |
1.4% |
59% |
False |
False |
93,927 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0122 |
1.2% |
48% |
False |
False |
69,562 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0119 |
1.2% |
35% |
False |
False |
52,321 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0112 |
1.1% |
35% |
False |
False |
41,901 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0105 |
1.1% |
35% |
False |
False |
34,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0265 |
|
2.618 |
1.0100 |
|
1.618 |
0.9999 |
|
1.000 |
0.9937 |
|
0.618 |
0.9898 |
|
HIGH |
0.9836 |
|
0.618 |
0.9797 |
|
0.500 |
0.9786 |
|
0.382 |
0.9774 |
|
LOW |
0.9735 |
|
0.618 |
0.9673 |
|
1.000 |
0.9634 |
|
1.618 |
0.9572 |
|
2.618 |
0.9471 |
|
4.250 |
0.9306 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9819 |
| PP |
0.9789 |
0.9811 |
| S1 |
0.9786 |
0.9804 |
|