CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9720 |
-0.0070 |
-0.7% |
0.9575 |
| High |
0.9840 |
0.9765 |
-0.0075 |
-0.8% |
0.9789 |
| Low |
0.9725 |
0.9706 |
-0.0019 |
-0.2% |
0.9575 |
| Close |
0.9734 |
0.9756 |
0.0022 |
0.2% |
0.9788 |
| Range |
0.0115 |
0.0059 |
-0.0056 |
-48.7% |
0.0214 |
| ATR |
0.0081 |
0.0080 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
25 |
117 |
92 |
368.0% |
549 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9919 |
0.9897 |
0.9788 |
|
| R3 |
0.9860 |
0.9838 |
0.9772 |
|
| R2 |
0.9801 |
0.9801 |
0.9767 |
|
| R1 |
0.9779 |
0.9779 |
0.9761 |
0.9790 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9748 |
| S1 |
0.9720 |
0.9720 |
0.9751 |
0.9731 |
| S2 |
0.9683 |
0.9683 |
0.9745 |
|
| S3 |
0.9624 |
0.9661 |
0.9740 |
|
| S4 |
0.9565 |
0.9602 |
0.9724 |
|
|
| 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 |
0.9702 |
0.0138 |
1.4% |
0.0058 |
0.6% |
39% |
False |
False |
95 |
| 10 |
0.9840 |
0.9575 |
0.0265 |
2.7% |
0.0062 |
0.6% |
68% |
False |
False |
104 |
| 20 |
0.9905 |
0.9570 |
0.0335 |
3.4% |
0.0069 |
0.7% |
56% |
False |
False |
119 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0065 |
0.7% |
65% |
False |
False |
115 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0062 |
0.6% |
47% |
False |
False |
96 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0058 |
0.6% |
50% |
False |
False |
88 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0048 |
0.5% |
47% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0016 |
|
2.618 |
0.9919 |
|
1.618 |
0.9860 |
|
1.000 |
0.9824 |
|
0.618 |
0.9801 |
|
HIGH |
0.9765 |
|
0.618 |
0.9742 |
|
0.500 |
0.9736 |
|
0.382 |
0.9729 |
|
LOW |
0.9706 |
|
0.618 |
0.9670 |
|
1.000 |
0.9647 |
|
1.618 |
0.9611 |
|
2.618 |
0.9552 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9749 |
0.9773 |
| PP |
0.9742 |
0.9767 |
| S1 |
0.9736 |
0.9762 |
|