CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 0.9858 0.9814 -0.0044 -0.4% 0.9566
High 0.9917 0.9877 -0.0040 -0.4% 0.9917
Low 0.9802 0.9806 0.0004 0.0% 0.9523
Close 0.9820 0.9829 0.0009 0.1% 0.9820
Range 0.0115 0.0071 -0.0044 -38.3% 0.0394
ATR 0.0124 0.0120 -0.0004 -3.0% 0.0000
Volume 74,799 53,826 -20,973 -28.0% 412,929
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0050 1.0011 0.9868
R3 0.9979 0.9940 0.9849
R2 0.9908 0.9908 0.9842
R1 0.9869 0.9869 0.9836 0.9889
PP 0.9837 0.9837 0.9837 0.9847
S1 0.9798 0.9798 0.9822 0.9818
S2 0.9766 0.9766 0.9816
S3 0.9695 0.9727 0.9809
S4 0.9624 0.9656 0.9790
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 0.9644 0.0273 2.8% 0.0119 1.2% 68% False False 80,258
10 0.9917 0.9497 0.0420 4.3% 0.0116 1.2% 79% False False 73,549
20 0.9917 0.9497 0.0420 4.3% 0.0112 1.1% 79% False False 70,967
40 1.0097 0.9497 0.0600 6.1% 0.0125 1.3% 55% False False 77,689
60 1.0204 0.9367 0.0837 8.5% 0.0129 1.3% 55% False False 84,963
80 1.0257 0.9367 0.0890 9.1% 0.0118 1.2% 52% False False 64,200
100 1.0593 0.9367 0.1226 12.5% 0.0116 1.2% 38% False False 51,460
120 1.0593 0.9367 0.1226 12.5% 0.0110 1.1% 38% False False 42,914
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0179
2.618 1.0063
1.618 0.9992
1.000 0.9948
0.618 0.9921
HIGH 0.9877
0.618 0.9850
0.500 0.9842
0.382 0.9833
LOW 0.9806
0.618 0.9762
1.000 0.9735
1.618 0.9691
2.618 0.9620
4.250 0.9504
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 0.9842 0.9848
PP 0.9837 0.9841
S1 0.9833 0.9835

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

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