CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9650 |
0.9669 |
0.0019 |
0.2% |
0.9725 |
| High |
0.9705 |
0.9760 |
0.0055 |
0.6% |
0.9725 |
| Low |
0.9646 |
0.9669 |
0.0023 |
0.2% |
0.9570 |
| Close |
0.9667 |
0.9696 |
0.0029 |
0.3% |
0.9602 |
| Range |
0.0059 |
0.0091 |
0.0032 |
54.2% |
0.0155 |
| ATR |
0.0087 |
0.0088 |
0.0000 |
0.5% |
0.0000 |
| Volume |
80 |
80 |
0 |
0.0% |
1,015 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9930 |
0.9746 |
|
| R3 |
0.9890 |
0.9839 |
0.9721 |
|
| R2 |
0.9799 |
0.9799 |
0.9713 |
|
| R1 |
0.9748 |
0.9748 |
0.9704 |
0.9774 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9721 |
| S1 |
0.9657 |
0.9657 |
0.9688 |
0.9683 |
| S2 |
0.9617 |
0.9617 |
0.9679 |
|
| S3 |
0.9526 |
0.9566 |
0.9671 |
|
| S4 |
0.9435 |
0.9475 |
0.9646 |
|
|
| 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 |
0.9760 |
0.9575 |
0.0185 |
1.9% |
0.0067 |
0.7% |
65% |
True |
False |
113 |
| 10 |
0.9905 |
0.9570 |
0.0335 |
3.5% |
0.0076 |
0.8% |
38% |
False |
False |
162 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0078 |
0.8% |
50% |
False |
False |
155 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0068 |
0.7% |
37% |
False |
False |
106 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.2% |
0.0062 |
0.6% |
48% |
False |
False |
92 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0055 |
0.6% |
40% |
False |
False |
83 |
| 100 |
1.0354 |
0.9360 |
0.0994 |
10.3% |
0.0046 |
0.5% |
34% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0147 |
|
2.618 |
0.9998 |
|
1.618 |
0.9907 |
|
1.000 |
0.9851 |
|
0.618 |
0.9816 |
|
HIGH |
0.9760 |
|
0.618 |
0.9725 |
|
0.500 |
0.9715 |
|
0.382 |
0.9704 |
|
LOW |
0.9669 |
|
0.618 |
0.9613 |
|
1.000 |
0.9578 |
|
1.618 |
0.9522 |
|
2.618 |
0.9431 |
|
4.250 |
0.9282 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9687 |
| PP |
0.9708 |
0.9677 |
| S1 |
0.9702 |
0.9668 |
|