CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9575 |
-0.0085 |
-0.9% |
0.9725 |
| High |
0.9675 |
0.9635 |
-0.0040 |
-0.4% |
0.9725 |
| Low |
0.9585 |
0.9575 |
-0.0010 |
-0.1% |
0.9570 |
| Close |
0.9602 |
0.9611 |
0.0009 |
0.1% |
0.9602 |
| Range |
0.0090 |
0.0060 |
-0.0030 |
-33.3% |
0.0155 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
62 |
93 |
31 |
50.0% |
1,015 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9759 |
0.9644 |
|
| R3 |
0.9727 |
0.9699 |
0.9628 |
|
| R2 |
0.9667 |
0.9667 |
0.9622 |
|
| R1 |
0.9639 |
0.9639 |
0.9617 |
0.9653 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9614 |
| S1 |
0.9579 |
0.9579 |
0.9606 |
0.9593 |
| S2 |
0.9547 |
0.9547 |
0.9600 |
|
| S3 |
0.9487 |
0.9519 |
0.9595 |
|
| S4 |
0.9427 |
0.9459 |
0.9578 |
|
|
| 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% |
0.0067 |
0.7% |
26% |
False |
False |
170 |
| 10 |
0.9905 |
0.9570 |
0.0335 |
3.5% |
0.0077 |
0.8% |
12% |
False |
False |
153 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.4% |
0.0078 |
0.8% |
30% |
False |
False |
155 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
6.0% |
0.0066 |
0.7% |
22% |
False |
False |
106 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0063 |
0.7% |
36% |
False |
False |
91 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.7% |
0.0053 |
0.6% |
30% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9890 |
|
2.618 |
0.9792 |
|
1.618 |
0.9732 |
|
1.000 |
0.9695 |
|
0.618 |
0.9672 |
|
HIGH |
0.9635 |
|
0.618 |
0.9612 |
|
0.500 |
0.9605 |
|
0.382 |
0.9598 |
|
LOW |
0.9575 |
|
0.618 |
0.9538 |
|
1.000 |
0.9515 |
|
1.618 |
0.9478 |
|
2.618 |
0.9418 |
|
4.250 |
0.9320 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9609 |
0.9625 |
| PP |
0.9607 |
0.9620 |
| S1 |
0.9605 |
0.9616 |
|