CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9674 |
-0.0059 |
-0.6% |
0.9814 |
| High |
0.9773 |
0.9687 |
-0.0086 |
-0.9% |
0.9945 |
| Low |
0.9660 |
0.9592 |
-0.0068 |
-0.7% |
0.9742 |
| Close |
0.9687 |
0.9610 |
-0.0077 |
-0.8% |
0.9818 |
| Range |
0.0113 |
0.0095 |
-0.0018 |
-15.9% |
0.0203 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
91,135 |
78,091 |
-13,044 |
-14.3% |
359,504 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9915 |
0.9857 |
0.9662 |
|
| R3 |
0.9820 |
0.9762 |
0.9636 |
|
| R2 |
0.9725 |
0.9725 |
0.9627 |
|
| R1 |
0.9667 |
0.9667 |
0.9619 |
0.9649 |
| PP |
0.9630 |
0.9630 |
0.9630 |
0.9620 |
| S1 |
0.9572 |
0.9572 |
0.9601 |
0.9554 |
| S2 |
0.9535 |
0.9535 |
0.9593 |
|
| S3 |
0.9440 |
0.9477 |
0.9584 |
|
| S4 |
0.9345 |
0.9382 |
0.9558 |
|
|
| 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 |
0.9592 |
0.0353 |
3.7% |
0.0114 |
1.2% |
5% |
False |
True |
81,768 |
| 10 |
0.9945 |
0.9592 |
0.0353 |
3.7% |
0.0103 |
1.1% |
5% |
False |
True |
76,352 |
| 20 |
0.9945 |
0.9497 |
0.0448 |
4.7% |
0.0111 |
1.2% |
25% |
False |
False |
75,231 |
| 40 |
1.0097 |
0.9497 |
0.0600 |
6.2% |
0.0120 |
1.2% |
19% |
False |
False |
77,459 |
| 60 |
1.0097 |
0.9367 |
0.0730 |
7.6% |
0.0129 |
1.3% |
33% |
False |
False |
87,695 |
| 80 |
1.0257 |
0.9367 |
0.0890 |
9.3% |
0.0120 |
1.2% |
27% |
False |
False |
70,979 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0118 |
1.2% |
20% |
False |
False |
56,903 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0112 |
1.2% |
20% |
False |
False |
47,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0091 |
|
2.618 |
0.9936 |
|
1.618 |
0.9841 |
|
1.000 |
0.9782 |
|
0.618 |
0.9746 |
|
HIGH |
0.9687 |
|
0.618 |
0.9651 |
|
0.500 |
0.9640 |
|
0.382 |
0.9628 |
|
LOW |
0.9592 |
|
0.618 |
0.9533 |
|
1.000 |
0.9497 |
|
1.618 |
0.9438 |
|
2.618 |
0.9343 |
|
4.250 |
0.9188 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9640 |
0.9705 |
| PP |
0.9630 |
0.9673 |
| S1 |
0.9620 |
0.9642 |
|