CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9801 |
0.9900 |
0.0099 |
1.0% |
0.9588 |
| High |
0.9877 |
0.9900 |
0.0023 |
0.2% |
0.9870 |
| Low |
0.9780 |
0.9835 |
0.0055 |
0.6% |
0.9568 |
| Close |
0.9877 |
0.9856 |
-0.0021 |
-0.2% |
0.9786 |
| Range |
0.0097 |
0.0065 |
-0.0032 |
-33.0% |
0.0302 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
12 |
59 |
47 |
391.7% |
1,055 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0022 |
0.9892 |
|
| R3 |
0.9994 |
0.9957 |
0.9874 |
|
| R2 |
0.9929 |
0.9929 |
0.9868 |
|
| R1 |
0.9892 |
0.9892 |
0.9862 |
0.9878 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9857 |
| S1 |
0.9827 |
0.9827 |
0.9850 |
0.9813 |
| S2 |
0.9799 |
0.9799 |
0.9844 |
|
| S3 |
0.9734 |
0.9762 |
0.9838 |
|
| S4 |
0.9669 |
0.9697 |
0.9820 |
|
|
| 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 |
0.9900 |
0.9780 |
0.0120 |
1.2% |
0.0068 |
0.7% |
63% |
True |
False |
57 |
| 10 |
0.9900 |
0.9484 |
0.0416 |
4.2% |
0.0079 |
0.8% |
89% |
True |
False |
147 |
| 20 |
0.9900 |
0.9484 |
0.0416 |
4.2% |
0.0064 |
0.7% |
89% |
True |
False |
119 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0062 |
0.6% |
65% |
False |
False |
83 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.1% |
0.0058 |
0.6% |
62% |
False |
False |
77 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0046 |
0.5% |
59% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0176 |
|
2.618 |
1.0070 |
|
1.618 |
1.0005 |
|
1.000 |
0.9965 |
|
0.618 |
0.9940 |
|
HIGH |
0.9900 |
|
0.618 |
0.9875 |
|
0.500 |
0.9868 |
|
0.382 |
0.9860 |
|
LOW |
0.9835 |
|
0.618 |
0.9795 |
|
1.000 |
0.9770 |
|
1.618 |
0.9730 |
|
2.618 |
0.9665 |
|
4.250 |
0.9559 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9868 |
0.9851 |
| PP |
0.9864 |
0.9845 |
| S1 |
0.9860 |
0.9840 |
|