CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9801 |
-0.0034 |
-0.3% |
0.9588 |
| High |
0.9840 |
0.9877 |
0.0037 |
0.4% |
0.9870 |
| Low |
0.9781 |
0.9780 |
-0.0001 |
0.0% |
0.9568 |
| Close |
0.9796 |
0.9877 |
0.0081 |
0.8% |
0.9786 |
| Range |
0.0059 |
0.0097 |
0.0038 |
64.4% |
0.0302 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.8% |
0.0000 |
| Volume |
26 |
12 |
-14 |
-53.8% |
1,055 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0103 |
0.9930 |
|
| R3 |
1.0039 |
1.0006 |
0.9904 |
|
| R2 |
0.9942 |
0.9942 |
0.9895 |
|
| R1 |
0.9909 |
0.9909 |
0.9886 |
0.9926 |
| PP |
0.9845 |
0.9845 |
0.9845 |
0.9853 |
| S1 |
0.9812 |
0.9812 |
0.9868 |
0.9829 |
| S2 |
0.9748 |
0.9748 |
0.9859 |
|
| S3 |
0.9651 |
0.9715 |
0.9850 |
|
| S4 |
0.9554 |
0.9618 |
0.9824 |
|
|
| 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 |
0.9877 |
0.9625 |
0.0252 |
2.6% |
0.0093 |
0.9% |
100% |
True |
False |
72 |
| 10 |
0.9877 |
0.9484 |
0.0393 |
4.0% |
0.0078 |
0.8% |
100% |
True |
False |
157 |
| 20 |
0.9880 |
0.9484 |
0.0396 |
4.0% |
0.0064 |
0.6% |
99% |
False |
False |
118 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0061 |
0.6% |
68% |
False |
False |
82 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.1% |
0.0058 |
0.6% |
65% |
False |
False |
77 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0045 |
0.5% |
62% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0289 |
|
2.618 |
1.0131 |
|
1.618 |
1.0034 |
|
1.000 |
0.9974 |
|
0.618 |
0.9937 |
|
HIGH |
0.9877 |
|
0.618 |
0.9840 |
|
0.500 |
0.9829 |
|
0.382 |
0.9817 |
|
LOW |
0.9780 |
|
0.618 |
0.9720 |
|
1.000 |
0.9683 |
|
1.618 |
0.9623 |
|
2.618 |
0.9526 |
|
4.250 |
0.9368 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9861 |
0.9861 |
| PP |
0.9845 |
0.9845 |
| S1 |
0.9829 |
0.9829 |
|