CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9906 |
0.9768 |
-0.0138 |
-1.4% |
0.9814 |
| High |
0.9945 |
0.9831 |
-0.0114 |
-1.1% |
0.9945 |
| Low |
0.9768 |
0.9742 |
-0.0026 |
-0.3% |
0.9742 |
| Close |
0.9797 |
0.9818 |
0.0021 |
0.2% |
0.9818 |
| Range |
0.0177 |
0.0089 |
-0.0088 |
-49.7% |
0.0203 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
93,653 |
74,815 |
-18,838 |
-20.1% |
359,504 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0064 |
1.0030 |
0.9867 |
|
| R3 |
0.9975 |
0.9941 |
0.9842 |
|
| R2 |
0.9886 |
0.9886 |
0.9834 |
|
| R1 |
0.9852 |
0.9852 |
0.9826 |
0.9869 |
| PP |
0.9797 |
0.9797 |
0.9797 |
0.9806 |
| S1 |
0.9763 |
0.9763 |
0.9810 |
0.9780 |
| S2 |
0.9708 |
0.9708 |
0.9802 |
|
| S3 |
0.9619 |
0.9674 |
0.9794 |
|
| S4 |
0.9530 |
0.9585 |
0.9769 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0444 |
1.0334 |
0.9930 |
|
| R3 |
1.0241 |
1.0131 |
0.9874 |
|
| R2 |
1.0038 |
1.0038 |
0.9855 |
|
| R1 |
0.9928 |
0.9928 |
0.9837 |
0.9983 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9863 |
| S1 |
0.9725 |
0.9725 |
0.9799 |
0.9780 |
| S2 |
0.9632 |
0.9632 |
0.9781 |
|
| S3 |
0.9429 |
0.9522 |
0.9762 |
|
| S4 |
0.9226 |
0.9319 |
0.9706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9945 |
0.9742 |
0.0203 |
2.1% |
0.0106 |
1.1% |
37% |
False |
True |
71,900 |
| 10 |
0.9945 |
0.9523 |
0.0422 |
4.3% |
0.0123 |
1.3% |
70% |
False |
False |
77,243 |
| 20 |
0.9945 |
0.9497 |
0.0448 |
4.6% |
0.0113 |
1.1% |
72% |
False |
False |
71,185 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.1% |
0.0124 |
1.3% |
54% |
False |
False |
77,889 |
| 60 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0129 |
1.3% |
54% |
False |
False |
87,663 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0120 |
1.2% |
51% |
False |
False |
68,002 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0117 |
1.2% |
37% |
False |
False |
54,506 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0111 |
1.1% |
37% |
False |
False |
45,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0209 |
|
2.618 |
1.0064 |
|
1.618 |
0.9975 |
|
1.000 |
0.9920 |
|
0.618 |
0.9886 |
|
HIGH |
0.9831 |
|
0.618 |
0.9797 |
|
0.500 |
0.9787 |
|
0.382 |
0.9776 |
|
LOW |
0.9742 |
|
0.618 |
0.9687 |
|
1.000 |
0.9653 |
|
1.618 |
0.9598 |
|
2.618 |
0.9509 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9844 |
| PP |
0.9797 |
0.9835 |
| S1 |
0.9787 |
0.9827 |
|