CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	0.9627	0.9539	-0.0088	-0.9%	0.9724
High	0.9633	0.9574	-0.0059	-0.6%	0.9726
Low	0.9520	0.9497	-0.0023	-0.2%	0.9497
Close	0.9535	0.9523	-0.0012	-0.1%	0.9523
Range	0.0113	0.0077	-0.0036	-31.9%	0.0229
ATR	0.0120	0.0117	-0.0003	-2.6%	0.0000
Volume	74,636	59,811	-14,825	-19.9%	268,735

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9762	0.9720	0.9565
R3	0.9685	0.9643	0.9544
R2	0.9608	0.9608	0.9537
R1	0.9566	0.9566	0.9530	0.9549
PP	0.9531	0.9531	0.9531	0.9523
S1	0.9489	0.9489	0.9516	0.9472
S2	0.9454	0.9454	0.9509
S3	0.9377	0.9412	0.9502
S4	0.9300	0.9335	0.9481

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0125	0.9649
R3	1.0040	0.9896	0.9586
R2	0.9811	0.9811	0.9565
R1	0.9667	0.9667	0.9544	0.9625
PP	0.9582	0.9582	0.9582	0.9561
S1	0.9438	0.9438	0.9502	0.9396
S2	0.9353	0.9353	0.9481
S3	0.9124	0.9209	0.9460
S4	0.8895	0.8980	0.9397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9798	0.9497	0.0301	3.2%	0.0097	1.0%	9%	False	True	66,936
10	0.9903	0.9497	0.0406	4.3%	0.0102	1.1%	6%	False	True	65,128
20	1.0094	0.9497	0.0597	6.3%	0.0115	1.2%	4%	False	True	72,492
40	1.0097	0.9367	0.0730	7.7%	0.0126	1.3%	21%	False	False	83,468
60	1.0246	0.9367	0.0879	9.2%	0.0125	1.3%	18%	False	False	77,658
80	1.0378	0.9367	0.1011	10.6%	0.0121	1.3%	15%	False	False	58,453
100	1.0593	0.9367	0.1226	12.9%	0.0114	1.2%	13%	False	False	46,806
120	1.0593	0.9367	0.1226	12.9%	0.0107	1.1%	13%	False	False	39,031

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9901
2.618	0.9776
1.618	0.9699
1.000	0.9651
0.618	0.9622
HIGH	0.9574
0.618	0.9545
0.500	0.9536
0.382	0.9526
LOW	0.9497
0.618	0.9449
1.000	0.9420
1.618	0.9372
2.618	0.9295
4.250	0.9170

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	0.9536	0.9578
PP	0.9531	0.9560
S1	0.9527	0.9541

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