CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9790 |
0.0030 |
0.3% |
0.9575 |
| High |
0.9790 |
0.9840 |
0.0050 |
0.5% |
0.9789 |
| Low |
0.9760 |
0.9725 |
-0.0035 |
-0.4% |
0.9575 |
| Close |
0.9789 |
0.9734 |
-0.0055 |
-0.6% |
0.9788 |
| Range |
0.0030 |
0.0115 |
0.0085 |
283.3% |
0.0214 |
| ATR |
0.0079 |
0.0081 |
0.0003 |
3.3% |
0.0000 |
| Volume |
38 |
25 |
-13 |
-34.2% |
549 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0038 |
0.9797 |
|
| R3 |
0.9996 |
0.9923 |
0.9766 |
|
| R2 |
0.9881 |
0.9881 |
0.9755 |
|
| R1 |
0.9808 |
0.9808 |
0.9745 |
0.9787 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9756 |
| S1 |
0.9693 |
0.9693 |
0.9723 |
0.9672 |
| S2 |
0.9651 |
0.9651 |
0.9713 |
|
| S3 |
0.9536 |
0.9578 |
0.9702 |
|
| S4 |
0.9421 |
0.9463 |
0.9671 |
|
|
| 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 |
0.9840 |
0.9669 |
0.0171 |
1.8% |
0.0064 |
0.7% |
38% |
True |
False |
87 |
| 10 |
0.9840 |
0.9570 |
0.0270 |
2.8% |
0.0062 |
0.6% |
61% |
True |
False |
112 |
| 20 |
0.9905 |
0.9570 |
0.0335 |
3.4% |
0.0076 |
0.8% |
49% |
False |
False |
120 |
| 40 |
0.9950 |
0.9484 |
0.0466 |
4.8% |
0.0067 |
0.7% |
54% |
False |
False |
112 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.2% |
0.0062 |
0.6% |
54% |
False |
False |
94 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0057 |
0.6% |
47% |
False |
False |
87 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0047 |
0.5% |
45% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0141 |
|
1.618 |
1.0026 |
|
1.000 |
0.9955 |
|
0.618 |
0.9911 |
|
HIGH |
0.9840 |
|
0.618 |
0.9796 |
|
0.500 |
0.9783 |
|
0.382 |
0.9769 |
|
LOW |
0.9725 |
|
0.618 |
0.9654 |
|
1.000 |
0.9610 |
|
1.618 |
0.9539 |
|
2.618 |
0.9424 |
|
4.250 |
0.9236 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9783 |
0.9783 |
| PP |
0.9766 |
0.9766 |
| S1 |
0.9750 |
0.9750 |
|