CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9702 |
0.9770 |
0.0068 |
0.7% |
0.9575 |
| High |
0.9768 |
0.9789 |
0.0021 |
0.2% |
0.9789 |
| Low |
0.9702 |
0.9770 |
0.0068 |
0.7% |
0.9575 |
| Close |
0.9759 |
0.9788 |
0.0029 |
0.3% |
0.9788 |
| Range |
0.0066 |
0.0019 |
-0.0047 |
-71.2% |
0.0214 |
| ATR |
0.0087 |
0.0083 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
114 |
182 |
68 |
59.6% |
549 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9839 |
0.9833 |
0.9798 |
|
| R3 |
0.9820 |
0.9814 |
0.9793 |
|
| R2 |
0.9801 |
0.9801 |
0.9791 |
|
| R1 |
0.9795 |
0.9795 |
0.9790 |
0.9798 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9784 |
| S1 |
0.9776 |
0.9776 |
0.9786 |
0.9779 |
| S2 |
0.9763 |
0.9763 |
0.9785 |
|
| S3 |
0.9744 |
0.9757 |
0.9783 |
|
| S4 |
0.9725 |
0.9738 |
0.9778 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0359 |
1.0288 |
0.9906 |
|
| R3 |
1.0145 |
1.0074 |
0.9847 |
|
| R2 |
0.9931 |
0.9931 |
0.9827 |
|
| R1 |
0.9860 |
0.9860 |
0.9808 |
0.9896 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9735 |
| S1 |
0.9646 |
0.9646 |
0.9768 |
0.9682 |
| S2 |
0.9503 |
0.9503 |
0.9749 |
|
| S3 |
0.9289 |
0.9432 |
0.9729 |
|
| S4 |
0.9075 |
0.9218 |
0.9670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9789 |
0.9575 |
0.0214 |
2.2% |
0.0059 |
0.6% |
100% |
True |
False |
109 |
| 10 |
0.9789 |
0.9570 |
0.0219 |
2.2% |
0.0060 |
0.6% |
100% |
True |
False |
156 |
| 20 |
0.9905 |
0.9568 |
0.0337 |
3.4% |
0.0076 |
0.8% |
65% |
False |
False |
153 |
| 40 |
1.0019 |
0.9484 |
0.0535 |
5.5% |
0.0066 |
0.7% |
57% |
False |
False |
112 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0061 |
0.6% |
61% |
False |
False |
95 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0056 |
0.6% |
51% |
False |
False |
86 |
| 100 |
1.0226 |
0.9360 |
0.0866 |
8.8% |
0.0047 |
0.5% |
49% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9870 |
|
2.618 |
0.9839 |
|
1.618 |
0.9820 |
|
1.000 |
0.9808 |
|
0.618 |
0.9801 |
|
HIGH |
0.9789 |
|
0.618 |
0.9782 |
|
0.500 |
0.9780 |
|
0.382 |
0.9777 |
|
LOW |
0.9770 |
|
0.618 |
0.9758 |
|
1.000 |
0.9751 |
|
1.618 |
0.9739 |
|
2.618 |
0.9720 |
|
4.250 |
0.9689 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9768 |
| PP |
0.9782 |
0.9749 |
| S1 |
0.9780 |
0.9729 |
|