CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9618 |
-0.0106 |
-1.1% |
0.9881 |
| High |
0.9726 |
0.9659 |
-0.0067 |
-0.7% |
0.9903 |
| Low |
0.9592 |
0.9597 |
0.0005 |
0.1% |
0.9699 |
| Close |
0.9625 |
0.9635 |
0.0010 |
0.1% |
0.9733 |
| Range |
0.0134 |
0.0062 |
-0.0072 |
-53.7% |
0.0204 |
| ATR |
0.0125 |
0.0121 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
70,353 |
63,935 |
-6,418 |
-9.1% |
331,789 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9816 |
0.9788 |
0.9669 |
|
| R3 |
0.9754 |
0.9726 |
0.9652 |
|
| R2 |
0.9692 |
0.9692 |
0.9646 |
|
| R1 |
0.9664 |
0.9664 |
0.9641 |
0.9678 |
| PP |
0.9630 |
0.9630 |
0.9630 |
0.9638 |
| S1 |
0.9602 |
0.9602 |
0.9629 |
0.9616 |
| S2 |
0.9568 |
0.9568 |
0.9624 |
|
| S3 |
0.9506 |
0.9540 |
0.9618 |
|
| S4 |
0.9444 |
0.9478 |
0.9601 |
|
|
| 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 |
0.9823 |
0.9592 |
0.0231 |
2.4% |
0.0100 |
1.0% |
19% |
False |
False |
71,476 |
| 10 |
0.9912 |
0.9592 |
0.0320 |
3.3% |
0.0109 |
1.1% |
13% |
False |
False |
69,920 |
| 20 |
1.0097 |
0.9592 |
0.0505 |
5.2% |
0.0121 |
1.3% |
9% |
False |
False |
75,335 |
| 40 |
1.0097 |
0.9367 |
0.0730 |
7.6% |
0.0129 |
1.3% |
37% |
False |
False |
85,563 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.2% |
0.0124 |
1.3% |
30% |
False |
False |
75,478 |
| 80 |
1.0429 |
0.9367 |
0.1062 |
11.0% |
0.0120 |
1.2% |
25% |
False |
False |
56,776 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.7% |
0.0113 |
1.2% |
22% |
False |
False |
45,464 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.7% |
0.0107 |
1.1% |
22% |
False |
False |
37,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9821 |
|
1.618 |
0.9759 |
|
1.000 |
0.9721 |
|
0.618 |
0.9697 |
|
HIGH |
0.9659 |
|
0.618 |
0.9635 |
|
0.500 |
0.9628 |
|
0.382 |
0.9621 |
|
LOW |
0.9597 |
|
0.618 |
0.9559 |
|
1.000 |
0.9535 |
|
1.618 |
0.9497 |
|
2.618 |
0.9435 |
|
4.250 |
0.9334 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9695 |
| PP |
0.9630 |
0.9675 |
| S1 |
0.9628 |
0.9655 |
|