CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9625 |
0.9660 |
0.0035 |
0.4% |
0.9725 |
| High |
0.9650 |
0.9675 |
0.0025 |
0.3% |
0.9725 |
| Low |
0.9616 |
0.9585 |
-0.0031 |
-0.3% |
0.9570 |
| Close |
0.9623 |
0.9602 |
-0.0021 |
-0.2% |
0.9602 |
| Range |
0.0034 |
0.0090 |
0.0056 |
164.7% |
0.0155 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.1% |
0.0000 |
| Volume |
254 |
62 |
-192 |
-75.6% |
1,015 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9891 |
0.9836 |
0.9652 |
|
| R3 |
0.9801 |
0.9746 |
0.9627 |
|
| R2 |
0.9711 |
0.9711 |
0.9619 |
|
| R1 |
0.9656 |
0.9656 |
0.9610 |
0.9639 |
| PP |
0.9621 |
0.9621 |
0.9621 |
0.9612 |
| S1 |
0.9566 |
0.9566 |
0.9594 |
0.9549 |
| S2 |
0.9531 |
0.9531 |
0.9586 |
|
| S3 |
0.9441 |
0.9476 |
0.9577 |
|
| S4 |
0.9351 |
0.9386 |
0.9553 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0005 |
0.9687 |
|
| R3 |
0.9942 |
0.9850 |
0.9645 |
|
| R2 |
0.9787 |
0.9787 |
0.9630 |
|
| R1 |
0.9695 |
0.9695 |
0.9616 |
0.9664 |
| PP |
0.9632 |
0.9632 |
0.9632 |
0.9617 |
| S1 |
0.9540 |
0.9540 |
0.9588 |
0.9509 |
| S2 |
0.9477 |
0.9477 |
0.9574 |
|
| S3 |
0.9322 |
0.9385 |
0.9559 |
|
| S4 |
0.9167 |
0.9230 |
0.9517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9725 |
0.9570 |
0.0155 |
1.6% |
0.0062 |
0.6% |
21% |
False |
False |
203 |
| 10 |
0.9905 |
0.9570 |
0.0335 |
3.5% |
0.0077 |
0.8% |
10% |
False |
False |
147 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.4% |
0.0076 |
0.8% |
28% |
False |
False |
151 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
6.0% |
0.0065 |
0.7% |
21% |
False |
False |
105 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0063 |
0.7% |
35% |
False |
False |
95 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.7% |
0.0052 |
0.5% |
29% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0058 |
|
2.618 |
0.9911 |
|
1.618 |
0.9821 |
|
1.000 |
0.9765 |
|
0.618 |
0.9731 |
|
HIGH |
0.9675 |
|
0.618 |
0.9641 |
|
0.500 |
0.9630 |
|
0.382 |
0.9619 |
|
LOW |
0.9585 |
|
0.618 |
0.9529 |
|
1.000 |
0.9495 |
|
1.618 |
0.9439 |
|
2.618 |
0.9349 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9630 |
0.9623 |
| PP |
0.9621 |
0.9616 |
| S1 |
0.9611 |
0.9609 |
|