CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9795 |
0.9850 |
0.0055 |
0.6% |
0.9588 |
| High |
0.9825 |
0.9870 |
0.0045 |
0.5% |
0.9870 |
| Low |
0.9790 |
0.9785 |
-0.0005 |
-0.1% |
0.9568 |
| Close |
0.9816 |
0.9786 |
-0.0030 |
-0.3% |
0.9786 |
| Range |
0.0035 |
0.0085 |
0.0050 |
142.9% |
0.0302 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
150 |
39 |
-111 |
-74.0% |
1,055 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0012 |
0.9833 |
|
| R3 |
0.9984 |
0.9927 |
0.9809 |
|
| R2 |
0.9899 |
0.9899 |
0.9802 |
|
| R1 |
0.9842 |
0.9842 |
0.9794 |
0.9828 |
| PP |
0.9814 |
0.9814 |
0.9814 |
0.9807 |
| S1 |
0.9757 |
0.9757 |
0.9778 |
0.9743 |
| S2 |
0.9729 |
0.9729 |
0.9770 |
|
| S3 |
0.9644 |
0.9672 |
0.9763 |
|
| S4 |
0.9559 |
0.9587 |
0.9739 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0519 |
0.9952 |
|
| R3 |
1.0345 |
1.0217 |
0.9869 |
|
| R2 |
1.0043 |
1.0043 |
0.9841 |
|
| R1 |
0.9915 |
0.9915 |
0.9814 |
0.9979 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9774 |
| S1 |
0.9613 |
0.9613 |
0.9758 |
0.9677 |
| S2 |
0.9439 |
0.9439 |
0.9731 |
|
| S3 |
0.9137 |
0.9311 |
0.9703 |
|
| S4 |
0.8835 |
0.9009 |
0.9620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9870 |
0.9568 |
0.0302 |
3.1% |
0.0091 |
0.9% |
72% |
True |
False |
211 |
| 10 |
0.9870 |
0.9484 |
0.0386 |
3.9% |
0.0076 |
0.8% |
78% |
True |
False |
155 |
| 20 |
0.9880 |
0.9484 |
0.0396 |
4.0% |
0.0061 |
0.6% |
76% |
False |
False |
119 |
| 40 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0059 |
0.6% |
53% |
False |
False |
84 |
| 60 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0056 |
0.6% |
53% |
False |
False |
80 |
| 80 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0043 |
0.4% |
51% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0231 |
|
2.618 |
1.0093 |
|
1.618 |
1.0008 |
|
1.000 |
0.9955 |
|
0.618 |
0.9923 |
|
HIGH |
0.9870 |
|
0.618 |
0.9838 |
|
0.500 |
0.9828 |
|
0.382 |
0.9817 |
|
LOW |
0.9785 |
|
0.618 |
0.9732 |
|
1.000 |
0.9700 |
|
1.618 |
0.9647 |
|
2.618 |
0.9562 |
|
4.250 |
0.9424 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9828 |
0.9773 |
| PP |
0.9814 |
0.9760 |
| S1 |
0.9800 |
0.9748 |
|