CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 0.9700 0.9811 0.0111 1.1% 0.9724
High 0.9874 0.9861 -0.0013 -0.1% 0.9726
Low 0.9645 0.9778 0.0133 1.4% 0.9497
Close 0.9801 0.9852 0.0051 0.5% 0.9523
Range 0.0229 0.0083 -0.0146 -63.8% 0.0229
ATR 0.0127 0.0124 -0.0003 -2.5% 0.0000
Volume 116,078 88,851 -27,227 -23.5% 268,735
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0079 1.0049 0.9898
R3 0.9996 0.9966 0.9875
R2 0.9913 0.9913 0.9867
R1 0.9883 0.9883 0.9860 0.9898
PP 0.9830 0.9830 0.9830 0.9838
S1 0.9800 0.9800 0.9844 0.9815
S2 0.9747 0.9747 0.9837
S3 0.9664 0.9717 0.9829
S4 0.9581 0.9634 0.9806
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% 0.0133 1.3% 94% False False 79,588
10 0.9874 0.9497 0.0377 3.8% 0.0117 1.2% 94% False False 75,417
20 0.9935 0.9497 0.0438 4.4% 0.0118 1.2% 81% False False 73,153
40 1.0097 0.9497 0.0600 6.1% 0.0127 1.3% 59% False False 79,813
60 1.0204 0.9367 0.0837 8.5% 0.0129 1.3% 58% False False 83,111
80 1.0257 0.9367 0.0890 9.0% 0.0119 1.2% 54% False False 62,629
100 1.0593 0.9367 0.1226 12.4% 0.0116 1.2% 40% False False 50,181
120 1.0593 0.9367 0.1226 12.4% 0.0111 1.1% 40% False False 41,844
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0214
2.618 1.0078
1.618 0.9995
1.000 0.9944
0.618 0.9912
HIGH 0.9861
0.618 0.9829
0.500 0.9820
0.382 0.9810
LOW 0.9778
0.618 0.9727
1.000 0.9695
1.618 0.9644
2.618 0.9561
4.250 0.9425
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 0.9841 0.9821
PP 0.9830 0.9790
S1 0.9820 0.9759

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

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