CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9528 |
0.9477 |
-0.0051 |
-0.5% |
0.9702 |
| High |
0.9570 |
0.9498 |
-0.0072 |
-0.8% |
0.9839 |
| Low |
0.9465 |
0.9367 |
-0.0098 |
-1.0% |
0.9504 |
| Close |
0.9507 |
0.9376 |
-0.0131 |
-1.4% |
0.9561 |
| Range |
0.0105 |
0.0131 |
0.0026 |
24.8% |
0.0335 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.8% |
0.0000 |
| Volume |
109,813 |
136,383 |
26,570 |
24.2% |
580,310 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9722 |
0.9448 |
|
| R3 |
0.9676 |
0.9591 |
0.9412 |
|
| R2 |
0.9545 |
0.9545 |
0.9400 |
|
| R1 |
0.9460 |
0.9460 |
0.9388 |
0.9437 |
| PP |
0.9414 |
0.9414 |
0.9414 |
0.9402 |
| S1 |
0.9329 |
0.9329 |
0.9364 |
0.9306 |
| S2 |
0.9283 |
0.9283 |
0.9352 |
|
| S3 |
0.9152 |
0.9198 |
0.9340 |
|
| S4 |
0.9021 |
0.9067 |
0.9304 |
|
|
| 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 |
0.9814 |
0.9367 |
0.0447 |
4.8% |
0.0134 |
1.4% |
2% |
False |
True |
116,821 |
| 10 |
1.0065 |
0.9367 |
0.0698 |
7.4% |
0.0156 |
1.7% |
1% |
False |
True |
127,604 |
| 20 |
1.0204 |
0.9367 |
0.0837 |
8.9% |
0.0128 |
1.4% |
1% |
False |
True |
84,012 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.5% |
0.0113 |
1.2% |
1% |
False |
True |
42,511 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
13.1% |
0.0108 |
1.1% |
1% |
False |
True |
28,455 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
13.1% |
0.0100 |
1.1% |
1% |
False |
True |
21,380 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
13.1% |
0.0091 |
1.0% |
1% |
False |
True |
17,126 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
13.1% |
0.0087 |
0.9% |
1% |
False |
True |
14,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0055 |
|
2.618 |
0.9841 |
|
1.618 |
0.9710 |
|
1.000 |
0.9629 |
|
0.618 |
0.9579 |
|
HIGH |
0.9498 |
|
0.618 |
0.9448 |
|
0.500 |
0.9433 |
|
0.382 |
0.9417 |
|
LOW |
0.9367 |
|
0.618 |
0.9286 |
|
1.000 |
0.9236 |
|
1.618 |
0.9155 |
|
2.618 |
0.9024 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9433 |
0.9504 |
| PP |
0.9414 |
0.9461 |
| S1 |
0.9395 |
0.9419 |
|