CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9720 |
0.9766 |
0.0046 |
0.5% |
0.9760 |
| High |
0.9765 |
0.9813 |
0.0048 |
0.5% |
0.9840 |
| Low |
0.9706 |
0.9766 |
0.0060 |
0.6% |
0.9706 |
| Close |
0.9756 |
0.9804 |
0.0048 |
0.5% |
0.9804 |
| Range |
0.0059 |
0.0047 |
-0.0012 |
-20.3% |
0.0134 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
117 |
59 |
-58 |
-49.6% |
239 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9935 |
0.9917 |
0.9830 |
|
| R3 |
0.9888 |
0.9870 |
0.9817 |
|
| R2 |
0.9841 |
0.9841 |
0.9813 |
|
| R1 |
0.9823 |
0.9823 |
0.9808 |
0.9832 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9799 |
| S1 |
0.9776 |
0.9776 |
0.9800 |
0.9785 |
| S2 |
0.9747 |
0.9747 |
0.9795 |
|
| S3 |
0.9700 |
0.9729 |
0.9791 |
|
| S4 |
0.9653 |
0.9682 |
0.9778 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0129 |
0.9878 |
|
| R3 |
1.0051 |
0.9995 |
0.9841 |
|
| R2 |
0.9917 |
0.9917 |
0.9829 |
|
| R1 |
0.9861 |
0.9861 |
0.9816 |
0.9889 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9798 |
| S1 |
0.9727 |
0.9727 |
0.9792 |
0.9755 |
| S2 |
0.9649 |
0.9649 |
0.9779 |
|
| S3 |
0.9515 |
0.9593 |
0.9767 |
|
| S4 |
0.9381 |
0.9459 |
0.9730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9840 |
0.9706 |
0.0134 |
1.4% |
0.0054 |
0.6% |
73% |
False |
False |
84 |
| 10 |
0.9840 |
0.9575 |
0.0265 |
2.7% |
0.0064 |
0.6% |
86% |
False |
False |
85 |
| 20 |
0.9905 |
0.9570 |
0.0335 |
3.4% |
0.0070 |
0.7% |
70% |
False |
False |
114 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0065 |
0.7% |
76% |
False |
False |
116 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0061 |
0.6% |
56% |
False |
False |
96 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0058 |
0.6% |
56% |
False |
False |
89 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0048 |
0.5% |
53% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0013 |
|
2.618 |
0.9936 |
|
1.618 |
0.9889 |
|
1.000 |
0.9860 |
|
0.618 |
0.9842 |
|
HIGH |
0.9813 |
|
0.618 |
0.9795 |
|
0.500 |
0.9790 |
|
0.382 |
0.9784 |
|
LOW |
0.9766 |
|
0.618 |
0.9737 |
|
1.000 |
0.9719 |
|
1.618 |
0.9690 |
|
2.618 |
0.9643 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9794 |
| PP |
0.9794 |
0.9783 |
| S1 |
0.9790 |
0.9773 |
|