CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9594 |
0.9621 |
0.0027 |
0.3% |
0.9528 |
| High |
0.9628 |
0.9754 |
0.0126 |
1.3% |
0.9754 |
| Low |
0.9523 |
0.9583 |
0.0060 |
0.6% |
0.9367 |
| Close |
0.9609 |
0.9611 |
0.0002 |
0.0% |
0.9611 |
| Range |
0.0105 |
0.0171 |
0.0066 |
62.9% |
0.0387 |
| ATR |
0.0132 |
0.0135 |
0.0003 |
2.1% |
0.0000 |
| Volume |
106,295 |
107,294 |
999 |
0.9% |
578,231 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0162 |
1.0058 |
0.9705 |
|
| R3 |
0.9991 |
0.9887 |
0.9658 |
|
| R2 |
0.9820 |
0.9820 |
0.9642 |
|
| R1 |
0.9716 |
0.9716 |
0.9627 |
0.9683 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9633 |
| S1 |
0.9545 |
0.9545 |
0.9595 |
0.9512 |
| S2 |
0.9478 |
0.9478 |
0.9580 |
|
| S3 |
0.9307 |
0.9374 |
0.9564 |
|
| S4 |
0.9136 |
0.9203 |
0.9517 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0738 |
1.0562 |
0.9824 |
|
| R3 |
1.0351 |
1.0175 |
0.9717 |
|
| R2 |
0.9964 |
0.9964 |
0.9682 |
|
| R1 |
0.9788 |
0.9788 |
0.9646 |
0.9876 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9622 |
| S1 |
0.9401 |
0.9401 |
0.9576 |
0.9489 |
| S2 |
0.9190 |
0.9190 |
0.9540 |
|
| S3 |
0.8803 |
0.9014 |
0.9505 |
|
| S4 |
0.8416 |
0.8627 |
0.9398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9754 |
0.9367 |
0.0387 |
4.0% |
0.0135 |
1.4% |
63% |
True |
False |
115,646 |
| 10 |
0.9839 |
0.9367 |
0.0472 |
4.9% |
0.0141 |
1.5% |
52% |
False |
False |
115,854 |
| 20 |
1.0204 |
0.9367 |
0.0837 |
8.7% |
0.0137 |
1.4% |
29% |
False |
False |
99,512 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.3% |
0.0111 |
1.2% |
27% |
False |
False |
50,711 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0110 |
1.1% |
20% |
False |
False |
33,973 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0103 |
1.1% |
20% |
False |
False |
25,527 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0094 |
1.0% |
20% |
False |
False |
20,445 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.8% |
0.0089 |
0.9% |
20% |
False |
False |
17,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0481 |
|
2.618 |
1.0202 |
|
1.618 |
1.0031 |
|
1.000 |
0.9925 |
|
0.618 |
0.9860 |
|
HIGH |
0.9754 |
|
0.618 |
0.9689 |
|
0.500 |
0.9669 |
|
0.382 |
0.9648 |
|
LOW |
0.9583 |
|
0.618 |
0.9477 |
|
1.000 |
0.9412 |
|
1.618 |
0.9306 |
|
2.618 |
0.9135 |
|
4.250 |
0.8856 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9669 |
0.9607 |
| PP |
0.9649 |
0.9602 |
| S1 |
0.9630 |
0.9598 |
|