CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9630 |
-0.0095 |
-1.0% |
0.9835 |
| High |
0.9725 |
0.9630 |
-0.0095 |
-1.0% |
0.9905 |
| Low |
0.9635 |
0.9570 |
-0.0065 |
-0.7% |
0.9715 |
| Close |
0.9655 |
0.9581 |
-0.0074 |
-0.8% |
0.9782 |
| Range |
0.0090 |
0.0060 |
-0.0030 |
-33.3% |
0.0190 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
247 |
197 |
-50 |
-20.2% |
456 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9774 |
0.9737 |
0.9614 |
|
| R3 |
0.9714 |
0.9677 |
0.9598 |
|
| R2 |
0.9654 |
0.9654 |
0.9592 |
|
| R1 |
0.9617 |
0.9617 |
0.9587 |
0.9606 |
| PP |
0.9594 |
0.9594 |
0.9594 |
0.9588 |
| S1 |
0.9557 |
0.9557 |
0.9576 |
0.9546 |
| S2 |
0.9534 |
0.9534 |
0.9570 |
|
| S3 |
0.9474 |
0.9497 |
0.9565 |
|
| S4 |
0.9414 |
0.9437 |
0.9548 |
|
|
| 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 |
0.9570 |
0.0335 |
3.5% |
0.0085 |
0.9% |
3% |
False |
True |
211 |
| 10 |
0.9905 |
0.9570 |
0.0335 |
3.5% |
0.0077 |
0.8% |
3% |
False |
True |
134 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.4% |
0.0077 |
0.8% |
23% |
False |
False |
167 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
6.0% |
0.0067 |
0.7% |
17% |
False |
False |
99 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0065 |
0.7% |
32% |
False |
False |
93 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.7% |
0.0051 |
0.5% |
26% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9885 |
|
2.618 |
0.9787 |
|
1.618 |
0.9727 |
|
1.000 |
0.9690 |
|
0.618 |
0.9667 |
|
HIGH |
0.9630 |
|
0.618 |
0.9607 |
|
0.500 |
0.9600 |
|
0.382 |
0.9593 |
|
LOW |
0.9570 |
|
0.618 |
0.9533 |
|
1.000 |
0.9510 |
|
1.618 |
0.9473 |
|
2.618 |
0.9413 |
|
4.250 |
0.9315 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9600 |
0.9648 |
| PP |
0.9594 |
0.9625 |
| S1 |
0.9587 |
0.9603 |
|