CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9606 |
-0.0084 |
-0.9% |
0.9780 |
| High |
0.9690 |
0.9626 |
-0.0064 |
-0.7% |
0.9800 |
| Low |
0.9574 |
0.9580 |
0.0006 |
0.1% |
0.9695 |
| Close |
0.9604 |
0.9613 |
0.0009 |
0.1% |
0.9709 |
| Range |
0.0116 |
0.0046 |
-0.0070 |
-60.3% |
0.0105 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
4 |
156 |
152 |
3,800.0% |
673 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9744 |
0.9725 |
0.9638 |
|
| R3 |
0.9698 |
0.9679 |
0.9626 |
|
| R2 |
0.9652 |
0.9652 |
0.9621 |
|
| R1 |
0.9633 |
0.9633 |
0.9617 |
0.9643 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9611 |
| S1 |
0.9587 |
0.9587 |
0.9609 |
0.9597 |
| S2 |
0.9560 |
0.9560 |
0.9605 |
|
| S3 |
0.9514 |
0.9541 |
0.9600 |
|
| S4 |
0.9468 |
0.9495 |
0.9588 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
0.9984 |
0.9767 |
|
| R3 |
0.9945 |
0.9879 |
0.9738 |
|
| R2 |
0.9840 |
0.9840 |
0.9728 |
|
| R1 |
0.9774 |
0.9774 |
0.9719 |
0.9755 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9725 |
| S1 |
0.9669 |
0.9669 |
0.9699 |
0.9650 |
| S2 |
0.9630 |
0.9630 |
0.9690 |
|
| S3 |
0.9525 |
0.9564 |
0.9680 |
|
| S4 |
0.9420 |
0.9459 |
0.9651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9774 |
0.9574 |
0.0200 |
2.1% |
0.0062 |
0.6% |
20% |
False |
False |
162 |
| 10 |
0.9850 |
0.9574 |
0.0276 |
2.9% |
0.0049 |
0.5% |
14% |
False |
False |
92 |
| 20 |
1.0058 |
0.9574 |
0.0484 |
5.0% |
0.0058 |
0.6% |
8% |
False |
False |
57 |
| 40 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0054 |
0.6% |
36% |
False |
False |
60 |
| 60 |
1.0195 |
0.9360 |
0.0835 |
8.7% |
0.0047 |
0.5% |
30% |
False |
False |
59 |
| 80 |
1.0354 |
0.9360 |
0.0994 |
10.3% |
0.0039 |
0.4% |
25% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9822 |
|
2.618 |
0.9746 |
|
1.618 |
0.9700 |
|
1.000 |
0.9672 |
|
0.618 |
0.9654 |
|
HIGH |
0.9626 |
|
0.618 |
0.9608 |
|
0.500 |
0.9603 |
|
0.382 |
0.9598 |
|
LOW |
0.9580 |
|
0.618 |
0.9552 |
|
1.000 |
0.9534 |
|
1.618 |
0.9506 |
|
2.618 |
0.9460 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9648 |
| PP |
0.9606 |
0.9636 |
| S1 |
0.9603 |
0.9625 |
|