CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9675 |
0.9647 |
-0.0028 |
-0.3% |
0.9690 |
| High |
0.9700 |
0.9815 |
0.0115 |
1.2% |
0.9690 |
| Low |
0.9655 |
0.9625 |
-0.0030 |
-0.3% |
0.9484 |
| Close |
0.9673 |
0.9767 |
0.0094 |
1.0% |
0.9500 |
| Range |
0.0045 |
0.0190 |
0.0145 |
322.2% |
0.0206 |
| ATR |
0.0085 |
0.0092 |
0.0008 |
8.9% |
0.0000 |
| Volume |
52 |
133 |
81 |
155.8% |
487 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0226 |
0.9872 |
|
| R3 |
1.0116 |
1.0036 |
0.9819 |
|
| R2 |
0.9926 |
0.9926 |
0.9802 |
|
| R1 |
0.9846 |
0.9846 |
0.9784 |
0.9886 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9756 |
| S1 |
0.9656 |
0.9656 |
0.9750 |
0.9696 |
| S2 |
0.9546 |
0.9546 |
0.9732 |
|
| S3 |
0.9356 |
0.9466 |
0.9715 |
|
| S4 |
0.9166 |
0.9276 |
0.9663 |
|
|
| 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 |
0.9815 |
0.9484 |
0.0331 |
3.4% |
0.0091 |
0.9% |
85% |
True |
False |
238 |
| 10 |
0.9815 |
0.9484 |
0.0331 |
3.4% |
0.0077 |
0.8% |
85% |
True |
False |
200 |
| 20 |
0.9880 |
0.9484 |
0.0396 |
4.1% |
0.0060 |
0.6% |
71% |
False |
False |
111 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0058 |
0.6% |
49% |
False |
False |
84 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0054 |
0.5% |
51% |
False |
False |
78 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0042 |
0.4% |
49% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0623 |
|
2.618 |
1.0312 |
|
1.618 |
1.0122 |
|
1.000 |
1.0005 |
|
0.618 |
0.9932 |
|
HIGH |
0.9815 |
|
0.618 |
0.9742 |
|
0.500 |
0.9720 |
|
0.382 |
0.9698 |
|
LOW |
0.9625 |
|
0.618 |
0.9508 |
|
1.000 |
0.9435 |
|
1.618 |
0.9318 |
|
2.618 |
0.9128 |
|
4.250 |
0.8818 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9742 |
| PP |
0.9736 |
0.9717 |
| S1 |
0.9720 |
0.9692 |
|