CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 0.9657 0.9700 0.0043 0.4% 0.9724
High 0.9742 0.9874 0.0132 1.4% 0.9726
Low 0.9644 0.9645 0.0001 0.0% 0.9497
Close 0.9702 0.9801 0.0099 1.0% 0.9523
Range 0.0098 0.0229 0.0131 133.7% 0.0229
ATR 0.0120 0.0127 0.0008 6.5% 0.0000
Volume 67,738 116,078 48,340 71.4% 268,735
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0460 1.0360 0.9927
R3 1.0231 1.0131 0.9864
R2 1.0002 1.0002 0.9843
R1 0.9902 0.9902 0.9822 0.9952
PP 0.9773 0.9773 0.9773 0.9799
S1 0.9673 0.9673 0.9780 0.9723
S2 0.9544 0.9544 0.9759
S3 0.9315 0.9444 0.9738
S4 0.9086 0.9215 0.9675
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 0.9874 0.9497 0.0377 3.8% 0.0139 1.4% 81% True False 76,745
10 0.9874 0.9497 0.0377 3.8% 0.0119 1.2% 81% True False 74,110
20 0.9935 0.9497 0.0438 4.5% 0.0119 1.2% 69% False False 72,182
40 1.0097 0.9442 0.0655 6.7% 0.0129 1.3% 55% False False 80,553
60 1.0204 0.9367 0.0837 8.5% 0.0129 1.3% 52% False False 81,706
80 1.0257 0.9367 0.0890 9.1% 0.0121 1.2% 49% False False 61,532
100 1.0593 0.9367 0.1226 12.5% 0.0116 1.2% 35% False False 49,294
120 1.0593 0.9367 0.1226 12.5% 0.0110 1.1% 35% False False 41,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0847
2.618 1.0474
1.618 1.0245
1.000 1.0103
0.618 1.0016
HIGH 0.9874
0.618 0.9787
0.500 0.9760
0.382 0.9732
LOW 0.9645
0.618 0.9503
1.000 0.9416
1.618 0.9274
2.618 0.9045
4.250 0.8672
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 0.9787 0.9767
PP 0.9773 0.9733
S1 0.9760 0.9699

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These figures are updated between 7pm and 10pm EST after a trading day.

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