CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9831 |
0.9899 |
0.0068 |
0.7% |
0.9566 |
| High |
0.9914 |
0.9936 |
0.0022 |
0.2% |
0.9917 |
| Low |
0.9793 |
0.9865 |
0.0072 |
0.7% |
0.9523 |
| Close |
0.9909 |
0.9890 |
-0.0019 |
-0.2% |
0.9820 |
| Range |
0.0121 |
0.0071 |
-0.0050 |
-41.3% |
0.0394 |
| ATR |
0.0120 |
0.0116 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
72,118 |
65,092 |
-7,026 |
-9.7% |
412,929 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0071 |
0.9929 |
|
| R3 |
1.0039 |
1.0000 |
0.9910 |
|
| R2 |
0.9968 |
0.9968 |
0.9903 |
|
| R1 |
0.9929 |
0.9929 |
0.9897 |
0.9913 |
| PP |
0.9897 |
0.9897 |
0.9897 |
0.9889 |
| S1 |
0.9858 |
0.9858 |
0.9883 |
0.9842 |
| S2 |
0.9826 |
0.9826 |
0.9877 |
|
| S3 |
0.9755 |
0.9787 |
0.9870 |
|
| S4 |
0.9684 |
0.9716 |
0.9851 |
|
|
| 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 |
0.9936 |
0.9778 |
0.0158 |
1.6% |
0.0092 |
0.9% |
71% |
True |
False |
70,937 |
| 10 |
0.9936 |
0.9497 |
0.0439 |
4.4% |
0.0115 |
1.2% |
90% |
True |
False |
73,841 |
| 20 |
0.9936 |
0.9497 |
0.0439 |
4.4% |
0.0112 |
1.1% |
90% |
True |
False |
71,880 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.1% |
0.0125 |
1.3% |
66% |
False |
False |
78,130 |
| 60 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0128 |
1.3% |
62% |
False |
False |
86,550 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0118 |
1.2% |
59% |
False |
False |
65,902 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0116 |
1.2% |
43% |
False |
False |
52,825 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0110 |
1.1% |
43% |
False |
False |
44,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0238 |
|
2.618 |
1.0122 |
|
1.618 |
1.0051 |
|
1.000 |
1.0007 |
|
0.618 |
0.9980 |
|
HIGH |
0.9936 |
|
0.618 |
0.9909 |
|
0.500 |
0.9901 |
|
0.382 |
0.9892 |
|
LOW |
0.9865 |
|
0.618 |
0.9821 |
|
1.000 |
0.9794 |
|
1.618 |
0.9750 |
|
2.618 |
0.9679 |
|
4.250 |
0.9563 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9882 |
| PP |
0.9897 |
0.9873 |
| S1 |
0.9894 |
0.9865 |
|