CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9770 |
0.9760 |
-0.0010 |
-0.1% |
0.9575 |
| High |
0.9789 |
0.9790 |
0.0001 |
0.0% |
0.9789 |
| Low |
0.9770 |
0.9760 |
-0.0010 |
-0.1% |
0.9575 |
| Close |
0.9788 |
0.9789 |
0.0001 |
0.0% |
0.9788 |
| Range |
0.0019 |
0.0030 |
0.0011 |
57.9% |
0.0214 |
| ATR |
0.0083 |
0.0079 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
182 |
38 |
-144 |
-79.1% |
549 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9859 |
0.9806 |
|
| R3 |
0.9840 |
0.9829 |
0.9797 |
|
| R2 |
0.9810 |
0.9810 |
0.9795 |
|
| R1 |
0.9799 |
0.9799 |
0.9792 |
0.9805 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9782 |
| S1 |
0.9769 |
0.9769 |
0.9786 |
0.9775 |
| S2 |
0.9750 |
0.9750 |
0.9784 |
|
| S3 |
0.9720 |
0.9739 |
0.9781 |
|
| S4 |
0.9690 |
0.9709 |
0.9773 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0359 |
1.0288 |
0.9906 |
|
| R3 |
1.0145 |
1.0074 |
0.9847 |
|
| R2 |
0.9931 |
0.9931 |
0.9827 |
|
| R1 |
0.9860 |
0.9860 |
0.9808 |
0.9896 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9735 |
| S1 |
0.9646 |
0.9646 |
0.9768 |
0.9682 |
| S2 |
0.9503 |
0.9503 |
0.9749 |
|
| S3 |
0.9289 |
0.9432 |
0.9729 |
|
| S4 |
0.9075 |
0.9218 |
0.9670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9790 |
0.9646 |
0.0144 |
1.5% |
0.0053 |
0.5% |
99% |
True |
False |
98 |
| 10 |
0.9790 |
0.9570 |
0.0220 |
2.2% |
0.0060 |
0.6% |
100% |
True |
False |
134 |
| 20 |
0.9905 |
0.9570 |
0.0335 |
3.4% |
0.0072 |
0.7% |
65% |
False |
False |
121 |
| 40 |
1.0010 |
0.9484 |
0.0526 |
5.4% |
0.0066 |
0.7% |
58% |
False |
False |
112 |
| 60 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0061 |
0.6% |
61% |
False |
False |
95 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0056 |
0.6% |
54% |
False |
False |
87 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0047 |
0.5% |
51% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9918 |
|
2.618 |
0.9869 |
|
1.618 |
0.9839 |
|
1.000 |
0.9820 |
|
0.618 |
0.9809 |
|
HIGH |
0.9790 |
|
0.618 |
0.9779 |
|
0.500 |
0.9775 |
|
0.382 |
0.9771 |
|
LOW |
0.9760 |
|
0.618 |
0.9741 |
|
1.000 |
0.9730 |
|
1.618 |
0.9711 |
|
2.618 |
0.9681 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9775 |
| PP |
0.9780 |
0.9760 |
| S1 |
0.9775 |
0.9746 |
|