CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9768 |
0.9802 |
0.0034 |
0.3% |
0.9814 |
| High |
0.9831 |
0.9818 |
-0.0013 |
-0.1% |
0.9945 |
| Low |
0.9742 |
0.9721 |
-0.0021 |
-0.2% |
0.9742 |
| Close |
0.9818 |
0.9741 |
-0.0077 |
-0.8% |
0.9818 |
| Range |
0.0089 |
0.0097 |
0.0008 |
9.0% |
0.0203 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
74,815 |
71,146 |
-3,669 |
-4.9% |
359,504 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0051 |
0.9993 |
0.9794 |
|
| R3 |
0.9954 |
0.9896 |
0.9768 |
|
| R2 |
0.9857 |
0.9857 |
0.9759 |
|
| R1 |
0.9799 |
0.9799 |
0.9750 |
0.9780 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9750 |
| S1 |
0.9702 |
0.9702 |
0.9732 |
0.9683 |
| S2 |
0.9663 |
0.9663 |
0.9723 |
|
| S3 |
0.9566 |
0.9605 |
0.9714 |
|
| S4 |
0.9469 |
0.9508 |
0.9688 |
|
|
| 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 |
0.9721 |
0.0224 |
2.3% |
0.0111 |
1.1% |
9% |
False |
True |
75,364 |
| 10 |
0.9945 |
0.9644 |
0.0301 |
3.1% |
0.0115 |
1.2% |
32% |
False |
False |
77,811 |
| 20 |
0.9945 |
0.9497 |
0.0448 |
4.6% |
0.0111 |
1.1% |
54% |
False |
False |
72,205 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.2% |
0.0123 |
1.3% |
41% |
False |
False |
77,783 |
| 60 |
1.0183 |
0.9367 |
0.0816 |
8.4% |
0.0129 |
1.3% |
46% |
False |
False |
87,596 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0119 |
1.2% |
42% |
False |
False |
68,884 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0118 |
1.2% |
31% |
False |
False |
55,216 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0112 |
1.1% |
31% |
False |
False |
46,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0230 |
|
2.618 |
1.0072 |
|
1.618 |
0.9975 |
|
1.000 |
0.9915 |
|
0.618 |
0.9878 |
|
HIGH |
0.9818 |
|
0.618 |
0.9781 |
|
0.500 |
0.9770 |
|
0.382 |
0.9758 |
|
LOW |
0.9721 |
|
0.618 |
0.9661 |
|
1.000 |
0.9624 |
|
1.618 |
0.9564 |
|
2.618 |
0.9467 |
|
4.250 |
0.9309 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9770 |
0.9833 |
| PP |
0.9760 |
0.9802 |
| S1 |
0.9751 |
0.9772 |
|