CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9483 |
0.9594 |
0.0111 |
1.2% |
0.9702 |
| High |
0.9603 |
0.9628 |
0.0025 |
0.3% |
0.9839 |
| Low |
0.9442 |
0.9523 |
0.0081 |
0.9% |
0.9504 |
| Close |
0.9574 |
0.9609 |
0.0035 |
0.4% |
0.9561 |
| Range |
0.0161 |
0.0105 |
-0.0056 |
-34.8% |
0.0335 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
118,446 |
106,295 |
-12,151 |
-10.3% |
580,310 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9902 |
0.9860 |
0.9667 |
|
| R3 |
0.9797 |
0.9755 |
0.9638 |
|
| R2 |
0.9692 |
0.9692 |
0.9628 |
|
| R1 |
0.9650 |
0.9650 |
0.9619 |
0.9671 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9597 |
| S1 |
0.9545 |
0.9545 |
0.9599 |
0.9566 |
| S2 |
0.9482 |
0.9482 |
0.9590 |
|
| S3 |
0.9377 |
0.9440 |
0.9580 |
|
| S4 |
0.9272 |
0.9335 |
0.9551 |
|
|
| 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 |
0.9641 |
0.9367 |
0.0274 |
2.9% |
0.0128 |
1.3% |
88% |
False |
False |
118,124 |
| 10 |
0.9839 |
0.9367 |
0.0472 |
4.9% |
0.0135 |
1.4% |
51% |
False |
False |
119,738 |
| 20 |
1.0204 |
0.9367 |
0.0837 |
8.7% |
0.0134 |
1.4% |
29% |
False |
False |
94,756 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.3% |
0.0110 |
1.1% |
27% |
False |
False |
48,050 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0108 |
1.1% |
20% |
False |
False |
32,190 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0102 |
1.1% |
20% |
False |
False |
24,187 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0093 |
1.0% |
20% |
False |
False |
19,372 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0088 |
0.9% |
20% |
False |
False |
16,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0074 |
|
2.618 |
0.9903 |
|
1.618 |
0.9798 |
|
1.000 |
0.9733 |
|
0.618 |
0.9693 |
|
HIGH |
0.9628 |
|
0.618 |
0.9588 |
|
0.500 |
0.9576 |
|
0.382 |
0.9563 |
|
LOW |
0.9523 |
|
0.618 |
0.9458 |
|
1.000 |
0.9418 |
|
1.618 |
0.9353 |
|
2.618 |
0.9248 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9598 |
0.9572 |
| PP |
0.9587 |
0.9535 |
| S1 |
0.9576 |
0.9498 |
|