CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9850 |
0.9835 |
-0.0015 |
-0.2% |
0.9588 |
| High |
0.9870 |
0.9840 |
-0.0030 |
-0.3% |
0.9870 |
| Low |
0.9785 |
0.9781 |
-0.0004 |
0.0% |
0.9568 |
| Close |
0.9786 |
0.9796 |
0.0010 |
0.1% |
0.9786 |
| Range |
0.0085 |
0.0059 |
-0.0026 |
-30.6% |
0.0302 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
39 |
26 |
-13 |
-33.3% |
1,055 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9983 |
0.9948 |
0.9828 |
|
| R3 |
0.9924 |
0.9889 |
0.9812 |
|
| R2 |
0.9865 |
0.9865 |
0.9807 |
|
| R1 |
0.9830 |
0.9830 |
0.9801 |
0.9818 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9800 |
| S1 |
0.9771 |
0.9771 |
0.9791 |
0.9759 |
| S2 |
0.9747 |
0.9747 |
0.9785 |
|
| S3 |
0.9688 |
0.9712 |
0.9780 |
|
| S4 |
0.9629 |
0.9653 |
0.9764 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0519 |
0.9952 |
|
| R3 |
1.0345 |
1.0217 |
0.9869 |
|
| R2 |
1.0043 |
1.0043 |
0.9841 |
|
| R1 |
0.9915 |
0.9915 |
0.9814 |
0.9979 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9774 |
| S1 |
0.9613 |
0.9613 |
0.9758 |
0.9677 |
| S2 |
0.9439 |
0.9439 |
0.9731 |
|
| S3 |
0.9137 |
0.9311 |
0.9703 |
|
| S4 |
0.8835 |
0.9009 |
0.9620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9870 |
0.9625 |
0.0245 |
2.5% |
0.0083 |
0.8% |
70% |
False |
False |
80 |
| 10 |
0.9870 |
0.9484 |
0.0386 |
3.9% |
0.0079 |
0.8% |
81% |
False |
False |
156 |
| 20 |
0.9880 |
0.9484 |
0.0396 |
4.0% |
0.0062 |
0.6% |
79% |
False |
False |
119 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0058 |
0.6% |
54% |
False |
False |
82 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0056 |
0.6% |
55% |
False |
False |
80 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0044 |
0.5% |
52% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0091 |
|
2.618 |
0.9994 |
|
1.618 |
0.9935 |
|
1.000 |
0.9899 |
|
0.618 |
0.9876 |
|
HIGH |
0.9840 |
|
0.618 |
0.9817 |
|
0.500 |
0.9811 |
|
0.382 |
0.9804 |
|
LOW |
0.9781 |
|
0.618 |
0.9745 |
|
1.000 |
0.9722 |
|
1.618 |
0.9686 |
|
2.618 |
0.9627 |
|
4.250 |
0.9530 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9826 |
| PP |
0.9806 |
0.9816 |
| S1 |
0.9801 |
0.9806 |
|