CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9759 |
-0.0028 |
-0.3% |
0.9830 |
| High |
0.9823 |
0.9800 |
-0.0023 |
-0.2% |
0.9914 |
| Low |
0.9711 |
0.9706 |
-0.0005 |
-0.1% |
0.9733 |
| Close |
0.9800 |
0.9719 |
-0.0081 |
-0.8% |
0.9869 |
| Range |
0.0112 |
0.0094 |
-0.0018 |
-16.1% |
0.0181 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
75,782 |
81,366 |
5,584 |
7.4% |
352,080 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0024 |
0.9965 |
0.9771 |
|
| R3 |
0.9930 |
0.9871 |
0.9745 |
|
| R2 |
0.9836 |
0.9836 |
0.9736 |
|
| R1 |
0.9777 |
0.9777 |
0.9728 |
0.9760 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9733 |
| S1 |
0.9683 |
0.9683 |
0.9710 |
0.9666 |
| S2 |
0.9648 |
0.9648 |
0.9702 |
|
| S3 |
0.9554 |
0.9589 |
0.9693 |
|
| S4 |
0.9460 |
0.9495 |
0.9667 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0306 |
0.9969 |
|
| R3 |
1.0201 |
1.0125 |
0.9919 |
|
| R2 |
1.0020 |
1.0020 |
0.9902 |
|
| R1 |
0.9944 |
0.9944 |
0.9886 |
0.9982 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9858 |
| S1 |
0.9763 |
0.9763 |
0.9852 |
0.9801 |
| S2 |
0.9658 |
0.9658 |
0.9836 |
|
| S3 |
0.9477 |
0.9582 |
0.9819 |
|
| S4 |
0.9296 |
0.9401 |
0.9769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9903 |
0.9706 |
0.0197 |
2.0% |
0.0107 |
1.1% |
7% |
False |
True |
63,321 |
| 10 |
0.9920 |
0.9706 |
0.0214 |
2.2% |
0.0113 |
1.2% |
6% |
False |
True |
69,731 |
| 20 |
1.0097 |
0.9706 |
0.0391 |
4.0% |
0.0127 |
1.3% |
3% |
False |
True |
78,039 |
| 40 |
1.0097 |
0.9367 |
0.0730 |
7.5% |
0.0132 |
1.4% |
48% |
False |
False |
90,270 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.2% |
0.0124 |
1.3% |
40% |
False |
False |
72,171 |
| 80 |
1.0535 |
0.9367 |
0.1168 |
12.0% |
0.0120 |
1.2% |
30% |
False |
False |
54,281 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0113 |
1.2% |
29% |
False |
False |
43,468 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0106 |
1.1% |
29% |
False |
False |
36,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0046 |
|
1.618 |
0.9952 |
|
1.000 |
0.9894 |
|
0.618 |
0.9858 |
|
HIGH |
0.9800 |
|
0.618 |
0.9764 |
|
0.500 |
0.9753 |
|
0.382 |
0.9742 |
|
LOW |
0.9706 |
|
0.618 |
0.9648 |
|
1.000 |
0.9612 |
|
1.618 |
0.9554 |
|
2.618 |
0.9460 |
|
4.250 |
0.9307 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9771 |
| PP |
0.9742 |
0.9754 |
| S1 |
0.9730 |
0.9736 |
|