CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9861 |
0.9735 |
-0.0126 |
-1.3% |
0.9835 |
| High |
0.9905 |
0.9786 |
-0.0119 |
-1.2% |
0.9905 |
| Low |
0.9737 |
0.9715 |
-0.0022 |
-0.2% |
0.9715 |
| Close |
0.9763 |
0.9782 |
0.0019 |
0.2% |
0.9782 |
| Range |
0.0168 |
0.0071 |
-0.0097 |
-57.7% |
0.0190 |
| ATR |
0.0092 |
0.0091 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
61 |
298 |
237 |
388.5% |
456 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9974 |
0.9949 |
0.9821 |
|
| R3 |
0.9903 |
0.9878 |
0.9802 |
|
| R2 |
0.9832 |
0.9832 |
0.9795 |
|
| R1 |
0.9807 |
0.9807 |
0.9789 |
0.9820 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9767 |
| S1 |
0.9736 |
0.9736 |
0.9775 |
0.9749 |
| S2 |
0.9690 |
0.9690 |
0.9769 |
|
| S3 |
0.9619 |
0.9665 |
0.9762 |
|
| S4 |
0.9548 |
0.9594 |
0.9743 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0266 |
0.9887 |
|
| R3 |
1.0181 |
1.0076 |
0.9834 |
|
| R2 |
0.9991 |
0.9991 |
0.9817 |
|
| R1 |
0.9886 |
0.9886 |
0.9799 |
0.9844 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9779 |
| S1 |
0.9696 |
0.9696 |
0.9765 |
0.9654 |
| S2 |
0.9611 |
0.9611 |
0.9747 |
|
| S3 |
0.9421 |
0.9506 |
0.9730 |
|
| S4 |
0.9231 |
0.9316 |
0.9678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9905 |
0.9715 |
0.0190 |
1.9% |
0.0092 |
0.9% |
35% |
False |
True |
91 |
| 10 |
0.9905 |
0.9568 |
0.0337 |
3.4% |
0.0091 |
0.9% |
64% |
False |
False |
151 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0071 |
0.7% |
71% |
False |
False |
135 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0065 |
0.7% |
52% |
False |
False |
85 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0062 |
0.6% |
53% |
False |
False |
82 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0049 |
0.5% |
51% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0088 |
|
2.618 |
0.9972 |
|
1.618 |
0.9901 |
|
1.000 |
0.9857 |
|
0.618 |
0.9830 |
|
HIGH |
0.9786 |
|
0.618 |
0.9759 |
|
0.500 |
0.9751 |
|
0.382 |
0.9742 |
|
LOW |
0.9715 |
|
0.618 |
0.9671 |
|
1.000 |
0.9644 |
|
1.618 |
0.9600 |
|
2.618 |
0.9529 |
|
4.250 |
0.9413 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9772 |
0.9810 |
| PP |
0.9761 |
0.9801 |
| S1 |
0.9751 |
0.9791 |
|