CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9588 |
0.9675 |
0.0087 |
0.9% |
0.9690 |
| High |
0.9667 |
0.9700 |
0.0033 |
0.3% |
0.9690 |
| Low |
0.9568 |
0.9655 |
0.0087 |
0.9% |
0.9484 |
| Close |
0.9617 |
0.9673 |
0.0056 |
0.6% |
0.9500 |
| Range |
0.0099 |
0.0045 |
-0.0054 |
-54.5% |
0.0206 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
681 |
52 |
-629 |
-92.4% |
487 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9787 |
0.9698 |
|
| R3 |
0.9766 |
0.9742 |
0.9685 |
|
| R2 |
0.9721 |
0.9721 |
0.9681 |
|
| R1 |
0.9697 |
0.9697 |
0.9677 |
0.9687 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9671 |
| S1 |
0.9652 |
0.9652 |
0.9669 |
0.9642 |
| S2 |
0.9631 |
0.9631 |
0.9665 |
|
| S3 |
0.9586 |
0.9607 |
0.9661 |
|
| S4 |
0.9541 |
0.9562 |
0.9648 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0044 |
0.9613 |
|
| R3 |
0.9970 |
0.9838 |
0.9557 |
|
| R2 |
0.9764 |
0.9764 |
0.9538 |
|
| R1 |
0.9632 |
0.9632 |
0.9519 |
0.9595 |
| PP |
0.9558 |
0.9558 |
0.9558 |
0.9540 |
| S1 |
0.9426 |
0.9426 |
0.9481 |
0.9389 |
| S2 |
0.9352 |
0.9352 |
0.9462 |
|
| S3 |
0.9146 |
0.9220 |
0.9443 |
|
| S4 |
0.8940 |
0.9014 |
0.9387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9484 |
0.0216 |
2.2% |
0.0062 |
0.6% |
88% |
True |
False |
243 |
| 10 |
0.9774 |
0.9484 |
0.0290 |
3.0% |
0.0060 |
0.6% |
65% |
False |
False |
189 |
| 20 |
0.9950 |
0.9484 |
0.0466 |
4.8% |
0.0059 |
0.6% |
41% |
False |
False |
105 |
| 40 |
1.0058 |
0.9360 |
0.0698 |
7.2% |
0.0055 |
0.6% |
45% |
False |
False |
81 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.3% |
0.0051 |
0.5% |
39% |
False |
False |
76 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0040 |
0.4% |
37% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9891 |
|
2.618 |
0.9818 |
|
1.618 |
0.9773 |
|
1.000 |
0.9745 |
|
0.618 |
0.9728 |
|
HIGH |
0.9700 |
|
0.618 |
0.9683 |
|
0.500 |
0.9678 |
|
0.382 |
0.9672 |
|
LOW |
0.9655 |
|
0.618 |
0.9627 |
|
1.000 |
0.9610 |
|
1.618 |
0.9582 |
|
2.618 |
0.9537 |
|
4.250 |
0.9464 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9646 |
| PP |
0.9676 |
0.9619 |
| S1 |
0.9675 |
0.9592 |
|