CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9566 |
0.9657 |
0.0091 |
1.0% |
0.9724 |
| High |
0.9699 |
0.9742 |
0.0043 |
0.4% |
0.9726 |
| Low |
0.9523 |
0.9644 |
0.0121 |
1.3% |
0.9497 |
| Close |
0.9643 |
0.9702 |
0.0059 |
0.6% |
0.9523 |
| Range |
0.0176 |
0.0098 |
-0.0078 |
-44.3% |
0.0229 |
| ATR |
0.0121 |
0.0120 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
65,463 |
67,738 |
2,275 |
3.5% |
268,735 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9990 |
0.9944 |
0.9756 |
|
| R3 |
0.9892 |
0.9846 |
0.9729 |
|
| R2 |
0.9794 |
0.9794 |
0.9720 |
|
| R1 |
0.9748 |
0.9748 |
0.9711 |
0.9771 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9708 |
| S1 |
0.9650 |
0.9650 |
0.9693 |
0.9673 |
| S2 |
0.9598 |
0.9598 |
0.9684 |
|
| S3 |
0.9500 |
0.9552 |
0.9675 |
|
| S4 |
0.9402 |
0.9454 |
0.9648 |
|
|
| 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 |
0.9742 |
0.9497 |
0.0245 |
2.5% |
0.0105 |
1.1% |
84% |
True |
False |
66,316 |
| 10 |
0.9836 |
0.9497 |
0.0339 |
3.5% |
0.0107 |
1.1% |
60% |
False |
False |
68,737 |
| 20 |
1.0014 |
0.9497 |
0.0517 |
5.3% |
0.0119 |
1.2% |
40% |
False |
False |
72,359 |
| 40 |
1.0097 |
0.9367 |
0.0730 |
7.5% |
0.0127 |
1.3% |
46% |
False |
False |
81,061 |
| 60 |
1.0204 |
0.9367 |
0.0837 |
8.6% |
0.0127 |
1.3% |
40% |
False |
False |
79,824 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.2% |
0.0120 |
1.2% |
38% |
False |
False |
60,090 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0115 |
1.2% |
27% |
False |
False |
48,135 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0109 |
1.1% |
27% |
False |
False |
40,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0159 |
|
2.618 |
0.9999 |
|
1.618 |
0.9901 |
|
1.000 |
0.9840 |
|
0.618 |
0.9803 |
|
HIGH |
0.9742 |
|
0.618 |
0.9705 |
|
0.500 |
0.9693 |
|
0.382 |
0.9681 |
|
LOW |
0.9644 |
|
0.618 |
0.9583 |
|
1.000 |
0.9546 |
|
1.618 |
0.9485 |
|
2.618 |
0.9387 |
|
4.250 |
0.9228 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9699 |
0.9675 |
| PP |
0.9696 |
0.9647 |
| S1 |
0.9693 |
0.9620 |
|