CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9539 |
0.9566 |
0.0027 |
0.3% |
0.9724 |
| High |
0.9574 |
0.9699 |
0.0125 |
1.3% |
0.9726 |
| Low |
0.9497 |
0.9523 |
0.0026 |
0.3% |
0.9497 |
| Close |
0.9523 |
0.9643 |
0.0120 |
1.3% |
0.9523 |
| Range |
0.0077 |
0.0176 |
0.0099 |
128.6% |
0.0229 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.6% |
0.0000 |
| Volume |
59,811 |
65,463 |
5,652 |
9.4% |
268,735 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0072 |
0.9740 |
|
| R3 |
0.9974 |
0.9896 |
0.9691 |
|
| R2 |
0.9798 |
0.9798 |
0.9675 |
|
| R1 |
0.9720 |
0.9720 |
0.9659 |
0.9759 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9641 |
| S1 |
0.9544 |
0.9544 |
0.9627 |
0.9583 |
| S2 |
0.9446 |
0.9446 |
0.9611 |
|
| S3 |
0.9270 |
0.9368 |
0.9595 |
|
| S4 |
0.9094 |
0.9192 |
0.9546 |
|
|
| 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 |
0.9726 |
0.9497 |
0.0229 |
2.4% |
0.0112 |
1.2% |
64% |
False |
False |
66,839 |
| 10 |
0.9903 |
0.9497 |
0.0406 |
4.2% |
0.0107 |
1.1% |
36% |
False |
False |
66,598 |
| 20 |
1.0076 |
0.9497 |
0.0579 |
6.0% |
0.0120 |
1.2% |
25% |
False |
False |
72,781 |
| 40 |
1.0097 |
0.9367 |
0.0730 |
7.6% |
0.0127 |
1.3% |
38% |
False |
False |
82,113 |
| 60 |
1.0228 |
0.9367 |
0.0861 |
8.9% |
0.0127 |
1.3% |
32% |
False |
False |
78,720 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.2% |
0.0120 |
1.2% |
31% |
False |
False |
59,266 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.7% |
0.0115 |
1.2% |
23% |
False |
False |
47,460 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.7% |
0.0109 |
1.1% |
23% |
False |
False |
39,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0160 |
|
1.618 |
0.9984 |
|
1.000 |
0.9875 |
|
0.618 |
0.9808 |
|
HIGH |
0.9699 |
|
0.618 |
0.9632 |
|
0.500 |
0.9611 |
|
0.382 |
0.9590 |
|
LOW |
0.9523 |
|
0.618 |
0.9414 |
|
1.000 |
0.9347 |
|
1.618 |
0.9238 |
|
2.618 |
0.9062 |
|
4.250 |
0.8775 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9632 |
0.9628 |
| PP |
0.9622 |
0.9613 |
| S1 |
0.9611 |
0.9598 |
|