CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9814 |
0.9831 |
0.0017 |
0.2% |
0.9566 |
| High |
0.9877 |
0.9914 |
0.0037 |
0.4% |
0.9917 |
| Low |
0.9806 |
0.9793 |
-0.0013 |
-0.1% |
0.9523 |
| Close |
0.9829 |
0.9909 |
0.0080 |
0.8% |
0.9820 |
| Range |
0.0071 |
0.0121 |
0.0050 |
70.4% |
0.0394 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.1% |
0.0000 |
| Volume |
53,826 |
72,118 |
18,292 |
34.0% |
412,929 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0235 |
1.0193 |
0.9976 |
|
| R3 |
1.0114 |
1.0072 |
0.9942 |
|
| R2 |
0.9993 |
0.9993 |
0.9931 |
|
| R1 |
0.9951 |
0.9951 |
0.9920 |
0.9972 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9883 |
| S1 |
0.9830 |
0.9830 |
0.9898 |
0.9851 |
| S2 |
0.9751 |
0.9751 |
0.9887 |
|
| S3 |
0.9630 |
0.9709 |
0.9876 |
|
| S4 |
0.9509 |
0.9588 |
0.9842 |
|
|
| 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 |
0.9645 |
0.0272 |
2.7% |
0.0124 |
1.2% |
97% |
False |
False |
81,134 |
| 10 |
0.9917 |
0.9497 |
0.0420 |
4.2% |
0.0115 |
1.2% |
98% |
False |
False |
73,725 |
| 20 |
0.9917 |
0.9497 |
0.0420 |
4.2% |
0.0114 |
1.1% |
98% |
False |
False |
71,773 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.1% |
0.0125 |
1.3% |
69% |
False |
False |
78,258 |
| 60 |
1.0204 |
0.9367 |
0.0837 |
8.4% |
0.0129 |
1.3% |
65% |
False |
False |
85,870 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0119 |
1.2% |
61% |
False |
False |
65,093 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0116 |
1.2% |
44% |
False |
False |
52,178 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0110 |
1.1% |
44% |
False |
False |
43,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0231 |
|
1.618 |
1.0110 |
|
1.000 |
1.0035 |
|
0.618 |
0.9989 |
|
HIGH |
0.9914 |
|
0.618 |
0.9868 |
|
0.500 |
0.9854 |
|
0.382 |
0.9839 |
|
LOW |
0.9793 |
|
0.618 |
0.9718 |
|
1.000 |
0.9672 |
|
1.618 |
0.9597 |
|
2.618 |
0.9476 |
|
4.250 |
0.9279 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9891 |
0.9891 |
| PP |
0.9872 |
0.9873 |
| S1 |
0.9854 |
0.9855 |
|