CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
0.9900 |
0.9861 |
-0.0039 |
-0.4% |
0.9588 |
High |
0.9900 |
0.9905 |
0.0005 |
0.1% |
0.9870 |
Low |
0.9835 |
0.9737 |
-0.0098 |
-1.0% |
0.9568 |
Close |
0.9856 |
0.9763 |
-0.0093 |
-0.9% |
0.9786 |
Range |
0.0065 |
0.0168 |
0.0103 |
158.5% |
0.0302 |
ATR |
0.0086 |
0.0092 |
0.0006 |
6.8% |
0.0000 |
Volume |
59 |
61 |
2 |
3.4% |
1,055 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0306 |
1.0202 |
0.9855 |
|
R3 |
1.0138 |
1.0034 |
0.9809 |
|
R2 |
0.9970 |
0.9970 |
0.9794 |
|
R1 |
0.9866 |
0.9866 |
0.9778 |
0.9834 |
PP |
0.9802 |
0.9802 |
0.9802 |
0.9786 |
S1 |
0.9698 |
0.9698 |
0.9748 |
0.9666 |
S2 |
0.9634 |
0.9634 |
0.9732 |
|
S3 |
0.9466 |
0.9530 |
0.9717 |
|
S4 |
0.9298 |
0.9362 |
0.9671 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0647 |
1.0519 |
0.9952 |
|
R3 |
1.0345 |
1.0217 |
0.9869 |
|
R2 |
1.0043 |
1.0043 |
0.9841 |
|
R1 |
0.9915 |
0.9915 |
0.9814 |
0.9979 |
PP |
0.9741 |
0.9741 |
0.9741 |
0.9774 |
S1 |
0.9613 |
0.9613 |
0.9758 |
0.9677 |
S2 |
0.9439 |
0.9439 |
0.9731 |
|
S3 |
0.9137 |
0.9311 |
0.9703 |
|
S4 |
0.8835 |
0.9009 |
0.9620 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9905 |
0.9737 |
0.0168 |
1.7% |
0.0095 |
1.0% |
15% |
True |
True |
39 |
10 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0089 |
0.9% |
66% |
True |
False |
146 |
20 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0069 |
0.7% |
66% |
True |
False |
121 |
40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0066 |
0.7% |
49% |
False |
False |
85 |
60 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0061 |
0.6% |
50% |
False |
False |
78 |
80 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0048 |
0.5% |
48% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0619 |
2.618 |
1.0345 |
1.618 |
1.0177 |
1.000 |
1.0073 |
0.618 |
1.0009 |
HIGH |
0.9905 |
0.618 |
0.9841 |
0.500 |
0.9821 |
0.382 |
0.9801 |
LOW |
0.9737 |
0.618 |
0.9633 |
1.000 |
0.9569 |
1.618 |
0.9465 |
2.618 |
0.9297 |
4.250 |
0.9023 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9821 |
0.9821 |
PP |
0.9802 |
0.9802 |
S1 |
0.9782 |
0.9782 |
|