CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9627 |
0.9539 |
-0.0088 |
-0.9% |
0.9724 |
| High |
0.9633 |
0.9574 |
-0.0059 |
-0.6% |
0.9726 |
| Low |
0.9520 |
0.9497 |
-0.0023 |
-0.2% |
0.9497 |
| Close |
0.9535 |
0.9523 |
-0.0012 |
-0.1% |
0.9523 |
| Range |
0.0113 |
0.0077 |
-0.0036 |
-31.9% |
0.0229 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
74,636 |
59,811 |
-14,825 |
-19.9% |
268,735 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9762 |
0.9720 |
0.9565 |
|
| R3 |
0.9685 |
0.9643 |
0.9544 |
|
| R2 |
0.9608 |
0.9608 |
0.9537 |
|
| R1 |
0.9566 |
0.9566 |
0.9530 |
0.9549 |
| PP |
0.9531 |
0.9531 |
0.9531 |
0.9523 |
| S1 |
0.9489 |
0.9489 |
0.9516 |
0.9472 |
| S2 |
0.9454 |
0.9454 |
0.9509 |
|
| S3 |
0.9377 |
0.9412 |
0.9502 |
|
| S4 |
0.9300 |
0.9335 |
0.9481 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0125 |
0.9649 |
|
| R3 |
1.0040 |
0.9896 |
0.9586 |
|
| R2 |
0.9811 |
0.9811 |
0.9565 |
|
| R1 |
0.9667 |
0.9667 |
0.9544 |
0.9625 |
| PP |
0.9582 |
0.9582 |
0.9582 |
0.9561 |
| S1 |
0.9438 |
0.9438 |
0.9502 |
0.9396 |
| S2 |
0.9353 |
0.9353 |
0.9481 |
|
| S3 |
0.9124 |
0.9209 |
0.9460 |
|
| S4 |
0.8895 |
0.8980 |
0.9397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9798 |
0.9497 |
0.0301 |
3.2% |
0.0097 |
1.0% |
9% |
False |
True |
66,936 |
| 10 |
0.9903 |
0.9497 |
0.0406 |
4.3% |
0.0102 |
1.1% |
6% |
False |
True |
65,128 |
| 20 |
1.0094 |
0.9497 |
0.0597 |
6.3% |
0.0115 |
1.2% |
4% |
False |
True |
72,492 |
| 40 |
1.0097 |
0.9367 |
0.0730 |
7.7% |
0.0126 |
1.3% |
21% |
False |
False |
83,468 |
| 60 |
1.0246 |
0.9367 |
0.0879 |
9.2% |
0.0125 |
1.3% |
18% |
False |
False |
77,658 |
| 80 |
1.0378 |
0.9367 |
0.1011 |
10.6% |
0.0121 |
1.3% |
15% |
False |
False |
58,453 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.9% |
0.0114 |
1.2% |
13% |
False |
False |
46,806 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.9% |
0.0107 |
1.1% |
13% |
False |
False |
39,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9901 |
|
2.618 |
0.9776 |
|
1.618 |
0.9699 |
|
1.000 |
0.9651 |
|
0.618 |
0.9622 |
|
HIGH |
0.9574 |
|
0.618 |
0.9545 |
|
0.500 |
0.9536 |
|
0.382 |
0.9526 |
|
LOW |
0.9497 |
|
0.618 |
0.9449 |
|
1.000 |
0.9420 |
|
1.618 |
0.9372 |
|
2.618 |
0.9295 |
|
4.250 |
0.9170 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9536 |
0.9578 |
| PP |
0.9531 |
0.9560 |
| S1 |
0.9527 |
0.9541 |
|