CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9716 |
-0.0043 |
-0.4% |
0.9881 |
| High |
0.9800 |
0.9798 |
-0.0002 |
0.0% |
0.9903 |
| Low |
0.9706 |
0.9699 |
-0.0007 |
-0.1% |
0.9699 |
| Close |
0.9719 |
0.9733 |
0.0014 |
0.1% |
0.9733 |
| Range |
0.0094 |
0.0099 |
0.0005 |
5.3% |
0.0204 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
81,366 |
65,945 |
-15,421 |
-19.0% |
331,789 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0040 |
0.9986 |
0.9787 |
|
| R3 |
0.9941 |
0.9887 |
0.9760 |
|
| R2 |
0.9842 |
0.9842 |
0.9751 |
|
| R1 |
0.9788 |
0.9788 |
0.9742 |
0.9815 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9757 |
| S1 |
0.9689 |
0.9689 |
0.9724 |
0.9716 |
| S2 |
0.9644 |
0.9644 |
0.9715 |
|
| S3 |
0.9545 |
0.9590 |
0.9706 |
|
| S4 |
0.9446 |
0.9491 |
0.9679 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0390 |
1.0266 |
0.9845 |
|
| R3 |
1.0186 |
1.0062 |
0.9789 |
|
| R2 |
0.9982 |
0.9982 |
0.9770 |
|
| R1 |
0.9858 |
0.9858 |
0.9752 |
0.9818 |
| PP |
0.9778 |
0.9778 |
0.9778 |
0.9759 |
| S1 |
0.9654 |
0.9654 |
0.9714 |
0.9614 |
| S2 |
0.9574 |
0.9574 |
0.9696 |
|
| S3 |
0.9370 |
0.9450 |
0.9677 |
|
| S4 |
0.9166 |
0.9246 |
0.9621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9903 |
0.9699 |
0.0204 |
2.1% |
0.0101 |
1.0% |
17% |
False |
True |
66,357 |
| 10 |
0.9914 |
0.9699 |
0.0215 |
2.2% |
0.0107 |
1.1% |
16% |
False |
True |
68,386 |
| 20 |
1.0097 |
0.9699 |
0.0398 |
4.1% |
0.0126 |
1.3% |
9% |
False |
True |
77,661 |
| 40 |
1.0097 |
0.9367 |
0.0730 |
7.5% |
0.0131 |
1.3% |
50% |
False |
False |
88,266 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0124 |
1.3% |
41% |
False |
False |
73,265 |
| 80 |
1.0500 |
0.9367 |
0.1133 |
11.6% |
0.0120 |
1.2% |
32% |
False |
False |
55,103 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0112 |
1.2% |
30% |
False |
False |
44,127 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0106 |
1.1% |
30% |
False |
False |
36,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0057 |
|
1.618 |
0.9958 |
|
1.000 |
0.9897 |
|
0.618 |
0.9859 |
|
HIGH |
0.9798 |
|
0.618 |
0.9760 |
|
0.500 |
0.9749 |
|
0.382 |
0.9737 |
|
LOW |
0.9699 |
|
0.618 |
0.9638 |
|
1.000 |
0.9600 |
|
1.618 |
0.9539 |
|
2.618 |
0.9440 |
|
4.250 |
0.9278 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9749 |
0.9761 |
| PP |
0.9743 |
0.9752 |
| S1 |
0.9738 |
0.9742 |
|