CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9725 |
0.0000 |
0.0% |
0.9835 |
| High |
0.9725 |
0.9725 |
0.0000 |
0.0% |
0.9905 |
| Low |
0.9690 |
0.9635 |
-0.0055 |
-0.6% |
0.9715 |
| Close |
0.9707 |
0.9655 |
-0.0052 |
-0.5% |
0.9782 |
| Range |
0.0035 |
0.0090 |
0.0055 |
157.1% |
0.0190 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
255 |
247 |
-8 |
-3.1% |
456 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9888 |
0.9705 |
|
| R3 |
0.9852 |
0.9798 |
0.9680 |
|
| R2 |
0.9762 |
0.9762 |
0.9672 |
|
| R1 |
0.9708 |
0.9708 |
0.9663 |
0.9690 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9663 |
| S1 |
0.9618 |
0.9618 |
0.9647 |
0.9600 |
| S2 |
0.9582 |
0.9582 |
0.9639 |
|
| S3 |
0.9492 |
0.9528 |
0.9630 |
|
| S4 |
0.9402 |
0.9438 |
0.9606 |
|
|
| 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 |
0.9635 |
0.0270 |
2.8% |
0.0086 |
0.9% |
7% |
False |
True |
184 |
| 10 |
0.9905 |
0.9625 |
0.0280 |
2.9% |
0.0090 |
0.9% |
11% |
False |
False |
128 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.4% |
0.0075 |
0.8% |
41% |
False |
False |
158 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0066 |
0.7% |
30% |
False |
False |
96 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.2% |
0.0064 |
0.7% |
42% |
False |
False |
90 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0050 |
0.5% |
35% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0108 |
|
2.618 |
0.9961 |
|
1.618 |
0.9871 |
|
1.000 |
0.9815 |
|
0.618 |
0.9781 |
|
HIGH |
0.9725 |
|
0.618 |
0.9691 |
|
0.500 |
0.9680 |
|
0.382 |
0.9669 |
|
LOW |
0.9635 |
|
0.618 |
0.9579 |
|
1.000 |
0.9545 |
|
1.618 |
0.9489 |
|
2.618 |
0.9399 |
|
4.250 |
0.9253 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9680 |
0.9711 |
| PP |
0.9672 |
0.9692 |
| S1 |
0.9663 |
0.9674 |
|