CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9625 |
-0.0005 |
-0.1% |
0.9835 |
| High |
0.9630 |
0.9650 |
0.0020 |
0.2% |
0.9905 |
| Low |
0.9570 |
0.9616 |
0.0046 |
0.5% |
0.9715 |
| Close |
0.9581 |
0.9623 |
0.0042 |
0.4% |
0.9782 |
| Range |
0.0060 |
0.0034 |
-0.0026 |
-43.3% |
0.0190 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
197 |
254 |
57 |
28.9% |
456 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9732 |
0.9711 |
0.9642 |
|
| R3 |
0.9698 |
0.9677 |
0.9632 |
|
| R2 |
0.9664 |
0.9664 |
0.9629 |
|
| R1 |
0.9643 |
0.9643 |
0.9626 |
0.9637 |
| PP |
0.9630 |
0.9630 |
0.9630 |
0.9626 |
| S1 |
0.9609 |
0.9609 |
0.9620 |
0.9603 |
| S2 |
0.9596 |
0.9596 |
0.9617 |
|
| S3 |
0.9562 |
0.9575 |
0.9614 |
|
| S4 |
0.9528 |
0.9541 |
0.9604 |
|
|
| 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 |
0.9786 |
0.9570 |
0.0216 |
2.2% |
0.0058 |
0.6% |
25% |
False |
False |
250 |
| 10 |
0.9905 |
0.9570 |
0.0335 |
3.5% |
0.0076 |
0.8% |
16% |
False |
False |
144 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.4% |
0.0075 |
0.8% |
33% |
False |
False |
170 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
6.0% |
0.0065 |
0.7% |
24% |
False |
False |
104 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0063 |
0.7% |
38% |
False |
False |
97 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.7% |
0.0051 |
0.5% |
31% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9795 |
|
2.618 |
0.9739 |
|
1.618 |
0.9705 |
|
1.000 |
0.9684 |
|
0.618 |
0.9671 |
|
HIGH |
0.9650 |
|
0.618 |
0.9637 |
|
0.500 |
0.9633 |
|
0.382 |
0.9629 |
|
LOW |
0.9616 |
|
0.618 |
0.9595 |
|
1.000 |
0.9582 |
|
1.618 |
0.9561 |
|
2.618 |
0.9527 |
|
4.250 |
0.9472 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9648 |
| PP |
0.9630 |
0.9639 |
| S1 |
0.9626 |
0.9631 |
|