CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9899 |
0.9906 |
0.0007 |
0.1% |
0.9566 |
| High |
0.9936 |
0.9945 |
0.0009 |
0.1% |
0.9917 |
| Low |
0.9865 |
0.9768 |
-0.0097 |
-1.0% |
0.9523 |
| Close |
0.9890 |
0.9797 |
-0.0093 |
-0.9% |
0.9820 |
| Range |
0.0071 |
0.0177 |
0.0106 |
149.3% |
0.0394 |
| ATR |
0.0116 |
0.0121 |
0.0004 |
3.7% |
0.0000 |
| Volume |
65,092 |
93,653 |
28,561 |
43.9% |
412,929 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0259 |
0.9894 |
|
| R3 |
1.0191 |
1.0082 |
0.9846 |
|
| R2 |
1.0014 |
1.0014 |
0.9829 |
|
| R1 |
0.9905 |
0.9905 |
0.9813 |
0.9871 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9820 |
| S1 |
0.9728 |
0.9728 |
0.9781 |
0.9694 |
| S2 |
0.9660 |
0.9660 |
0.9765 |
|
| S3 |
0.9483 |
0.9551 |
0.9748 |
|
| S4 |
0.9306 |
0.9374 |
0.9700 |
|
|
| 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 |
0.9945 |
0.9768 |
0.0177 |
1.8% |
0.0111 |
1.1% |
16% |
True |
True |
71,897 |
| 10 |
0.9945 |
0.9497 |
0.0448 |
4.6% |
0.0122 |
1.2% |
67% |
True |
False |
75,742 |
| 20 |
0.9945 |
0.9497 |
0.0448 |
4.6% |
0.0113 |
1.2% |
67% |
True |
False |
71,829 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.1% |
0.0125 |
1.3% |
50% |
False |
False |
78,031 |
| 60 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0130 |
1.3% |
51% |
False |
False |
87,467 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0120 |
1.2% |
48% |
False |
False |
67,069 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0117 |
1.2% |
35% |
False |
False |
53,760 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0111 |
1.1% |
35% |
False |
False |
44,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0408 |
|
1.618 |
1.0231 |
|
1.000 |
1.0122 |
|
0.618 |
1.0054 |
|
HIGH |
0.9945 |
|
0.618 |
0.9877 |
|
0.500 |
0.9857 |
|
0.382 |
0.9836 |
|
LOW |
0.9768 |
|
0.618 |
0.9659 |
|
1.000 |
0.9591 |
|
1.618 |
0.9482 |
|
2.618 |
0.9305 |
|
4.250 |
0.9016 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9857 |
| PP |
0.9837 |
0.9837 |
| S1 |
0.9817 |
0.9817 |
|