CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9733 |
-0.0069 |
-0.7% |
0.9814 |
| High |
0.9818 |
0.9773 |
-0.0045 |
-0.5% |
0.9945 |
| Low |
0.9721 |
0.9660 |
-0.0061 |
-0.6% |
0.9742 |
| Close |
0.9741 |
0.9687 |
-0.0054 |
-0.6% |
0.9818 |
| Range |
0.0097 |
0.0113 |
0.0016 |
16.5% |
0.0203 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
71,146 |
91,135 |
19,989 |
28.1% |
359,504 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
0.9979 |
0.9749 |
|
| R3 |
0.9933 |
0.9866 |
0.9718 |
|
| R2 |
0.9820 |
0.9820 |
0.9708 |
|
| R1 |
0.9753 |
0.9753 |
0.9697 |
0.9730 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9695 |
| S1 |
0.9640 |
0.9640 |
0.9677 |
0.9617 |
| S2 |
0.9594 |
0.9594 |
0.9666 |
|
| S3 |
0.9481 |
0.9527 |
0.9656 |
|
| S4 |
0.9368 |
0.9414 |
0.9625 |
|
|
| 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 |
0.9660 |
0.0285 |
2.9% |
0.0109 |
1.1% |
9% |
False |
True |
79,168 |
| 10 |
0.9945 |
0.9645 |
0.0300 |
3.1% |
0.0117 |
1.2% |
14% |
False |
False |
80,151 |
| 20 |
0.9945 |
0.9497 |
0.0448 |
4.6% |
0.0112 |
1.2% |
42% |
False |
False |
74,444 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.2% |
0.0121 |
1.3% |
32% |
False |
False |
78,092 |
| 60 |
1.0100 |
0.9367 |
0.0733 |
7.6% |
0.0129 |
1.3% |
44% |
False |
False |
87,716 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.2% |
0.0120 |
1.2% |
36% |
False |
False |
70,009 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.7% |
0.0118 |
1.2% |
26% |
False |
False |
56,126 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.7% |
0.0112 |
1.2% |
26% |
False |
False |
46,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0069 |
|
1.618 |
0.9956 |
|
1.000 |
0.9886 |
|
0.618 |
0.9843 |
|
HIGH |
0.9773 |
|
0.618 |
0.9730 |
|
0.500 |
0.9717 |
|
0.382 |
0.9703 |
|
LOW |
0.9660 |
|
0.618 |
0.9590 |
|
1.000 |
0.9547 |
|
1.618 |
0.9477 |
|
2.618 |
0.9364 |
|
4.250 |
0.9180 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9717 |
0.9746 |
| PP |
0.9707 |
0.9726 |
| S1 |
0.9697 |
0.9707 |
|