CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9627 |
0.9528 |
-0.0099 |
-1.0% |
0.9702 |
| High |
0.9641 |
0.9570 |
-0.0071 |
-0.7% |
0.9839 |
| Low |
0.9504 |
0.9465 |
-0.0039 |
-0.4% |
0.9504 |
| Close |
0.9561 |
0.9507 |
-0.0054 |
-0.6% |
0.9561 |
| Range |
0.0137 |
0.0105 |
-0.0032 |
-23.4% |
0.0335 |
| ATR |
0.0127 |
0.0126 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
119,687 |
109,813 |
-9,874 |
-8.2% |
580,310 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9773 |
0.9565 |
|
| R3 |
0.9724 |
0.9668 |
0.9536 |
|
| R2 |
0.9619 |
0.9619 |
0.9526 |
|
| R1 |
0.9563 |
0.9563 |
0.9517 |
0.9539 |
| PP |
0.9514 |
0.9514 |
0.9514 |
0.9502 |
| S1 |
0.9458 |
0.9458 |
0.9497 |
0.9434 |
| S2 |
0.9409 |
0.9409 |
0.9488 |
|
| S3 |
0.9304 |
0.9353 |
0.9478 |
|
| S4 |
0.9199 |
0.9248 |
0.9449 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0435 |
0.9745 |
|
| R3 |
1.0305 |
1.0100 |
0.9653 |
|
| R2 |
0.9970 |
0.9970 |
0.9622 |
|
| R1 |
0.9765 |
0.9765 |
0.9592 |
0.9700 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9602 |
| S1 |
0.9430 |
0.9430 |
0.9530 |
0.9365 |
| S2 |
0.9300 |
0.9300 |
0.9500 |
|
| S3 |
0.8965 |
0.9095 |
0.9469 |
|
| S4 |
0.8630 |
0.8760 |
0.9377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9839 |
0.9465 |
0.0374 |
3.9% |
0.0142 |
1.5% |
11% |
False |
True |
112,063 |
| 10 |
1.0100 |
0.9465 |
0.0635 |
6.7% |
0.0150 |
1.6% |
7% |
False |
True |
121,900 |
| 20 |
1.0204 |
0.9465 |
0.0739 |
7.8% |
0.0127 |
1.3% |
6% |
False |
True |
77,350 |
| 40 |
1.0257 |
0.9465 |
0.0792 |
8.3% |
0.0113 |
1.2% |
5% |
False |
True |
39,120 |
| 60 |
1.0593 |
0.9465 |
0.1128 |
11.9% |
0.0107 |
1.1% |
4% |
False |
True |
26,184 |
| 80 |
1.0593 |
0.9465 |
0.1128 |
11.9% |
0.0100 |
1.0% |
4% |
False |
True |
19,677 |
| 100 |
1.0593 |
0.9465 |
0.1128 |
11.9% |
0.0091 |
1.0% |
4% |
False |
True |
15,763 |
| 120 |
1.0593 |
0.9465 |
0.1128 |
11.9% |
0.0086 |
0.9% |
4% |
False |
True |
13,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0016 |
|
2.618 |
0.9845 |
|
1.618 |
0.9740 |
|
1.000 |
0.9675 |
|
0.618 |
0.9635 |
|
HIGH |
0.9570 |
|
0.618 |
0.9530 |
|
0.500 |
0.9518 |
|
0.382 |
0.9505 |
|
LOW |
0.9465 |
|
0.618 |
0.9400 |
|
1.000 |
0.9360 |
|
1.618 |
0.9295 |
|
2.618 |
0.9190 |
|
4.250 |
0.9019 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9518 |
0.9599 |
| PP |
0.9514 |
0.9568 |
| S1 |
0.9511 |
0.9538 |
|