CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9669 |
0.9702 |
0.0033 |
0.3% |
0.9725 |
| High |
0.9760 |
0.9768 |
0.0008 |
0.1% |
0.9725 |
| Low |
0.9669 |
0.9702 |
0.0033 |
0.3% |
0.9570 |
| Close |
0.9696 |
0.9759 |
0.0063 |
0.6% |
0.9602 |
| Range |
0.0091 |
0.0066 |
-0.0025 |
-27.5% |
0.0155 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
80 |
114 |
34 |
42.5% |
1,015 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9941 |
0.9916 |
0.9795 |
|
| R3 |
0.9875 |
0.9850 |
0.9777 |
|
| R2 |
0.9809 |
0.9809 |
0.9771 |
|
| R1 |
0.9784 |
0.9784 |
0.9765 |
0.9797 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9749 |
| S1 |
0.9718 |
0.9718 |
0.9753 |
0.9731 |
| S2 |
0.9677 |
0.9677 |
0.9747 |
|
| S3 |
0.9611 |
0.9652 |
0.9741 |
|
| S4 |
0.9545 |
0.9586 |
0.9723 |
|
|
| 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 |
0.9768 |
0.9575 |
0.0193 |
2.0% |
0.0073 |
0.8% |
95% |
True |
False |
85 |
| 10 |
0.9786 |
0.9570 |
0.0216 |
2.2% |
0.0066 |
0.7% |
88% |
False |
False |
168 |
| 20 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0077 |
0.8% |
65% |
False |
False |
157 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0067 |
0.7% |
48% |
False |
False |
109 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.2% |
0.0061 |
0.6% |
57% |
False |
False |
93 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0056 |
0.6% |
48% |
False |
False |
84 |
| 100 |
1.0315 |
0.9360 |
0.0955 |
9.8% |
0.0047 |
0.5% |
42% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9941 |
|
1.618 |
0.9875 |
|
1.000 |
0.9834 |
|
0.618 |
0.9809 |
|
HIGH |
0.9768 |
|
0.618 |
0.9743 |
|
0.500 |
0.9735 |
|
0.382 |
0.9727 |
|
LOW |
0.9702 |
|
0.618 |
0.9661 |
|
1.000 |
0.9636 |
|
1.618 |
0.9595 |
|
2.618 |
0.9529 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9742 |
| PP |
0.9743 |
0.9724 |
| S1 |
0.9735 |
0.9707 |
|