CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	0.9716	0.9724	0.0008	0.1%	0.9881
High	0.9798	0.9726	-0.0072	-0.7%	0.9903
Low	0.9699	0.9592	-0.0107	-1.1%	0.9699
Close	0.9733	0.9625	-0.0108	-1.1%	0.9733
Range	0.0099	0.0134	0.0035	35.4%	0.0204
ATR	0.0124	0.0125	0.0001	1.0%	0.0000
Volume	65,945	70,353	4,408	6.7%	331,789

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0050	0.9971	0.9699
R3	0.9916	0.9837	0.9662
R2	0.9782	0.9782	0.9650
R1	0.9703	0.9703	0.9637	0.9676
PP	0.9648	0.9648	0.9648	0.9634
S1	0.9569	0.9569	0.9613	0.9542
S2	0.9514	0.9514	0.9600
S3	0.9380	0.9435	0.9588
S4	0.9246	0.9301	0.9551

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0390	1.0266	0.9845
R3	1.0186	1.0062	0.9789
R2	0.9982	0.9982	0.9770
R1	0.9858	0.9858	0.9752	0.9818
PP	0.9778	0.9778	0.9778	0.9759
S1	0.9654	0.9654	0.9714	0.9614
S2	0.9574	0.9574	0.9696
S3	0.9370	0.9450	0.9677
S4	0.9166	0.9246	0.9621

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9836	0.9592	0.0244	2.5%	0.0108	1.1%	14%	False	True	71,157
10	0.9914	0.9592	0.0322	3.3%	0.0113	1.2%	10%	False	True	69,822
20	1.0097	0.9592	0.0505	5.2%	0.0129	1.3%	7%	False	True	77,889
40	1.0097	0.9367	0.0730	7.6%	0.0132	1.4%	35%	False	False	86,779
60	1.0257	0.9367	0.0890	9.2%	0.0124	1.3%	29%	False	False	74,431
80	1.0500	0.9367	0.1133	11.8%	0.0121	1.3%	23%	False	False	55,979
100	1.0593	0.9367	0.1226	12.7%	0.0113	1.2%	21%	False	False	44,827
120	1.0593	0.9367	0.1226	12.7%	0.0107	1.1%	21%	False	False	37,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0296
2.618	1.0077
1.618	0.9943
1.000	0.9860
0.618	0.9809
HIGH	0.9726
0.618	0.9675
0.500	0.9659
0.382	0.9643
LOW	0.9592
0.618	0.9509
1.000	0.9458
1.618	0.9375
2.618	0.9241
4.250	0.9023

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	0.9659	0.9696
PP	0.9648	0.9672
S1	0.9636	0.9649

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols