CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9735 |
0.9725 |
-0.0010 |
-0.1% |
0.9835 |
| High |
0.9786 |
0.9725 |
-0.0061 |
-0.6% |
0.9905 |
| Low |
0.9715 |
0.9690 |
-0.0025 |
-0.3% |
0.9715 |
| Close |
0.9782 |
0.9707 |
-0.0075 |
-0.8% |
0.9782 |
| Range |
0.0071 |
0.0035 |
-0.0036 |
-50.7% |
0.0190 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.1% |
0.0000 |
| Volume |
298 |
255 |
-43 |
-14.4% |
456 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9812 |
0.9795 |
0.9726 |
|
| R3 |
0.9777 |
0.9760 |
0.9717 |
|
| R2 |
0.9742 |
0.9742 |
0.9713 |
|
| R1 |
0.9725 |
0.9725 |
0.9710 |
0.9716 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9703 |
| S1 |
0.9690 |
0.9690 |
0.9704 |
0.9681 |
| S2 |
0.9672 |
0.9672 |
0.9701 |
|
| S3 |
0.9637 |
0.9655 |
0.9697 |
|
| S4 |
0.9602 |
0.9620 |
0.9688 |
|
|
| 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 |
0.9690 |
0.0215 |
2.2% |
0.0087 |
0.9% |
8% |
False |
True |
137 |
| 10 |
0.9905 |
0.9625 |
0.0280 |
2.9% |
0.0085 |
0.9% |
29% |
False |
False |
108 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0071 |
0.7% |
53% |
False |
False |
146 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0066 |
0.7% |
39% |
False |
False |
90 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.2% |
0.0062 |
0.6% |
50% |
False |
False |
86 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0049 |
0.5% |
42% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9874 |
|
2.618 |
0.9817 |
|
1.618 |
0.9782 |
|
1.000 |
0.9760 |
|
0.618 |
0.9747 |
|
HIGH |
0.9725 |
|
0.618 |
0.9712 |
|
0.500 |
0.9708 |
|
0.382 |
0.9703 |
|
LOW |
0.9690 |
|
0.618 |
0.9668 |
|
1.000 |
0.9655 |
|
1.618 |
0.9633 |
|
2.618 |
0.9598 |
|
4.250 |
0.9541 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9708 |
0.9798 |
| PP |
0.9707 |
0.9767 |
| S1 |
0.9707 |
0.9737 |
|