CME Canadian Dollar Future June 2012
| 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 |
0.9700 |
0.9690 |
-0.0010 |
-0.1% |
0.9780 |
| High |
0.9721 |
0.9690 |
-0.0031 |
-0.3% |
0.9800 |
| Low |
0.9700 |
0.9574 |
-0.0126 |
-1.3% |
0.9695 |
| Close |
0.9709 |
0.9604 |
-0.0105 |
-1.1% |
0.9709 |
| Range |
0.0021 |
0.0116 |
0.0095 |
452.4% |
0.0105 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.4% |
0.0000 |
| Volume |
17 |
4 |
-13 |
-76.5% |
673 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9971 |
0.9903 |
0.9668 |
|
| R3 |
0.9855 |
0.9787 |
0.9636 |
|
| R2 |
0.9739 |
0.9739 |
0.9625 |
|
| R1 |
0.9671 |
0.9671 |
0.9615 |
0.9647 |
| PP |
0.9623 |
0.9623 |
0.9623 |
0.9611 |
| S1 |
0.9555 |
0.9555 |
0.9593 |
0.9531 |
| S2 |
0.9507 |
0.9507 |
0.9583 |
|
| S3 |
0.9391 |
0.9439 |
0.9572 |
|
| S4 |
0.9275 |
0.9323 |
0.9540 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
0.9984 |
0.9767 |
|
| R3 |
0.9945 |
0.9879 |
0.9738 |
|
| R2 |
0.9840 |
0.9840 |
0.9728 |
|
| R1 |
0.9774 |
0.9774 |
0.9719 |
0.9755 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9725 |
| S1 |
0.9669 |
0.9669 |
0.9699 |
0.9650 |
| S2 |
0.9630 |
0.9630 |
0.9690 |
|
| S3 |
0.9525 |
0.9564 |
0.9680 |
|
| S4 |
0.9420 |
0.9459 |
0.9651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9774 |
0.9574 |
0.0200 |
2.1% |
0.0058 |
0.6% |
15% |
False |
True |
134 |
| 10 |
0.9880 |
0.9574 |
0.0306 |
3.2% |
0.0050 |
0.5% |
10% |
False |
True |
78 |
| 20 |
1.0058 |
0.9574 |
0.0484 |
5.0% |
0.0058 |
0.6% |
6% |
False |
True |
52 |
| 40 |
1.0058 |
0.9360 |
0.0698 |
7.3% |
0.0056 |
0.6% |
35% |
False |
False |
58 |
| 60 |
1.0195 |
0.9360 |
0.0835 |
8.7% |
0.0046 |
0.5% |
29% |
False |
False |
57 |
| 80 |
1.0374 |
0.9360 |
0.1014 |
10.6% |
0.0038 |
0.4% |
24% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0183 |
|
2.618 |
0.9994 |
|
1.618 |
0.9878 |
|
1.000 |
0.9806 |
|
0.618 |
0.9762 |
|
HIGH |
0.9690 |
|
0.618 |
0.9646 |
|
0.500 |
0.9632 |
|
0.382 |
0.9618 |
|
LOW |
0.9574 |
|
0.618 |
0.9502 |
|
1.000 |
0.9458 |
|
1.618 |
0.9386 |
|
2.618 |
0.9270 |
|
4.250 |
0.9081 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9632 |
0.9665 |
| PP |
0.9623 |
0.9644 |
| S1 |
0.9613 |
0.9624 |
|