CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9811 |
0.9858 |
0.0047 |
0.5% |
0.9566 |
| High |
0.9861 |
0.9917 |
0.0056 |
0.6% |
0.9917 |
| Low |
0.9778 |
0.9802 |
0.0024 |
0.2% |
0.9523 |
| Close |
0.9852 |
0.9820 |
-0.0032 |
-0.3% |
0.9820 |
| Range |
0.0083 |
0.0115 |
0.0032 |
38.6% |
0.0394 |
| ATR |
0.0124 |
0.0124 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
88,851 |
74,799 |
-14,052 |
-15.8% |
412,929 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0121 |
0.9883 |
|
| R3 |
1.0076 |
1.0006 |
0.9852 |
|
| R2 |
0.9961 |
0.9961 |
0.9841 |
|
| R1 |
0.9891 |
0.9891 |
0.9831 |
0.9869 |
| PP |
0.9846 |
0.9846 |
0.9846 |
0.9835 |
| S1 |
0.9776 |
0.9776 |
0.9809 |
0.9754 |
| S2 |
0.9731 |
0.9731 |
0.9799 |
|
| S3 |
0.9616 |
0.9661 |
0.9788 |
|
| S4 |
0.9501 |
0.9546 |
0.9757 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0772 |
1.0037 |
|
| R3 |
1.0541 |
1.0378 |
0.9928 |
|
| R2 |
1.0147 |
1.0147 |
0.9892 |
|
| R1 |
0.9984 |
0.9984 |
0.9856 |
1.0066 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9794 |
| S1 |
0.9590 |
0.9590 |
0.9784 |
0.9672 |
| S2 |
0.9359 |
0.9359 |
0.9748 |
|
| S3 |
0.8965 |
0.9196 |
0.9712 |
|
| S4 |
0.8571 |
0.8802 |
0.9603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9917 |
0.9523 |
0.0394 |
4.0% |
0.0140 |
1.4% |
75% |
True |
False |
82,585 |
| 10 |
0.9917 |
0.9497 |
0.0420 |
4.3% |
0.0119 |
1.2% |
77% |
True |
False |
74,760 |
| 20 |
0.9920 |
0.9497 |
0.0423 |
4.3% |
0.0116 |
1.2% |
76% |
False |
False |
72,246 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.1% |
0.0128 |
1.3% |
54% |
False |
False |
79,026 |
| 60 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0130 |
1.3% |
54% |
False |
False |
84,269 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0119 |
1.2% |
51% |
False |
False |
63,538 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0116 |
1.2% |
37% |
False |
False |
50,924 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0111 |
1.1% |
37% |
False |
False |
42,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0406 |
|
2.618 |
1.0218 |
|
1.618 |
1.0103 |
|
1.000 |
1.0032 |
|
0.618 |
0.9988 |
|
HIGH |
0.9917 |
|
0.618 |
0.9873 |
|
0.500 |
0.9860 |
|
0.382 |
0.9846 |
|
LOW |
0.9802 |
|
0.618 |
0.9731 |
|
1.000 |
0.9687 |
|
1.618 |
0.9616 |
|
2.618 |
0.9501 |
|
4.250 |
0.9313 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9860 |
0.9807 |
| PP |
0.9846 |
0.9794 |
| S1 |
0.9833 |
0.9781 |
|