CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9534 |
0.9588 |
0.0054 |
0.6% |
0.9690 |
| High |
0.9534 |
0.9667 |
0.0133 |
1.4% |
0.9690 |
| Low |
0.9484 |
0.9568 |
0.0084 |
0.9% |
0.9484 |
| Close |
0.9500 |
0.9617 |
0.0117 |
1.2% |
0.9500 |
| Range |
0.0050 |
0.0099 |
0.0049 |
98.0% |
0.0206 |
| ATR |
0.0079 |
0.0085 |
0.0006 |
8.0% |
0.0000 |
| Volume |
249 |
681 |
432 |
173.5% |
487 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9865 |
0.9671 |
|
| R3 |
0.9815 |
0.9766 |
0.9644 |
|
| R2 |
0.9716 |
0.9716 |
0.9635 |
|
| R1 |
0.9667 |
0.9667 |
0.9626 |
0.9692 |
| PP |
0.9617 |
0.9617 |
0.9617 |
0.9630 |
| S1 |
0.9568 |
0.9568 |
0.9608 |
0.9593 |
| S2 |
0.9518 |
0.9518 |
0.9599 |
|
| S3 |
0.9419 |
0.9469 |
0.9590 |
|
| S4 |
0.9320 |
0.9370 |
0.9563 |
|
|
| 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 |
0.9690 |
0.9484 |
0.0206 |
2.1% |
0.0076 |
0.8% |
65% |
False |
False |
233 |
| 10 |
0.9800 |
0.9484 |
0.0316 |
3.3% |
0.0058 |
0.6% |
42% |
False |
False |
184 |
| 20 |
1.0010 |
0.9484 |
0.0526 |
5.5% |
0.0059 |
0.6% |
25% |
False |
False |
104 |
| 40 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0055 |
0.6% |
37% |
False |
False |
83 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.3% |
0.0051 |
0.5% |
32% |
False |
False |
75 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.7% |
0.0041 |
0.4% |
31% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0088 |
|
2.618 |
0.9926 |
|
1.618 |
0.9827 |
|
1.000 |
0.9766 |
|
0.618 |
0.9728 |
|
HIGH |
0.9667 |
|
0.618 |
0.9629 |
|
0.500 |
0.9618 |
|
0.382 |
0.9606 |
|
LOW |
0.9568 |
|
0.618 |
0.9507 |
|
1.000 |
0.9469 |
|
1.618 |
0.9408 |
|
2.618 |
0.9309 |
|
4.250 |
0.9147 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9618 |
0.9603 |
| PP |
0.9617 |
0.9589 |
| S1 |
0.9617 |
0.9576 |
|