CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9572 |
0.9534 |
-0.0038 |
-0.4% |
0.9690 |
| High |
0.9572 |
0.9534 |
-0.0038 |
-0.4% |
0.9690 |
| Low |
0.9503 |
0.9484 |
-0.0019 |
-0.2% |
0.9484 |
| Close |
0.9514 |
0.9500 |
-0.0014 |
-0.1% |
0.9500 |
| Range |
0.0069 |
0.0050 |
-0.0019 |
-27.5% |
0.0206 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
78 |
249 |
171 |
219.2% |
487 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9656 |
0.9628 |
0.9528 |
|
| R3 |
0.9606 |
0.9578 |
0.9514 |
|
| R2 |
0.9556 |
0.9556 |
0.9509 |
|
| R1 |
0.9528 |
0.9528 |
0.9505 |
0.9517 |
| PP |
0.9506 |
0.9506 |
0.9506 |
0.9501 |
| S1 |
0.9478 |
0.9478 |
0.9495 |
0.9467 |
| S2 |
0.9456 |
0.9456 |
0.9491 |
|
| S3 |
0.9406 |
0.9428 |
0.9486 |
|
| S4 |
0.9356 |
0.9378 |
0.9473 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0044 |
0.9613 |
|
| R3 |
0.9970 |
0.9838 |
0.9557 |
|
| R2 |
0.9764 |
0.9764 |
0.9538 |
|
| R1 |
0.9632 |
0.9632 |
0.9519 |
0.9595 |
| PP |
0.9558 |
0.9558 |
0.9558 |
0.9540 |
| S1 |
0.9426 |
0.9426 |
0.9481 |
0.9389 |
| S2 |
0.9352 |
0.9352 |
0.9462 |
|
| S3 |
0.9146 |
0.9220 |
0.9443 |
|
| S4 |
0.8940 |
0.9014 |
0.9387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9721 |
0.9484 |
0.0237 |
2.5% |
0.0060 |
0.6% |
7% |
False |
True |
100 |
| 10 |
0.9850 |
0.9484 |
0.0366 |
3.9% |
0.0050 |
0.5% |
4% |
False |
True |
120 |
| 20 |
1.0019 |
0.9484 |
0.0535 |
5.6% |
0.0055 |
0.6% |
3% |
False |
True |
71 |
| 40 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0053 |
0.6% |
20% |
False |
False |
66 |
| 60 |
1.0195 |
0.9360 |
0.0835 |
8.8% |
0.0049 |
0.5% |
17% |
False |
False |
64 |
| 80 |
1.0226 |
0.9360 |
0.0866 |
9.1% |
0.0040 |
0.4% |
16% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9747 |
|
2.618 |
0.9665 |
|
1.618 |
0.9615 |
|
1.000 |
0.9584 |
|
0.618 |
0.9565 |
|
HIGH |
0.9534 |
|
0.618 |
0.9515 |
|
0.500 |
0.9509 |
|
0.382 |
0.9503 |
|
LOW |
0.9484 |
|
0.618 |
0.9453 |
|
1.000 |
0.9434 |
|
1.618 |
0.9403 |
|
2.618 |
0.9353 |
|
4.250 |
0.9272 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9555 |
| PP |
0.9506 |
0.9537 |
| S1 |
0.9503 |
0.9518 |
|