CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9621 |
0.9618 |
-0.0003 |
0.0% |
0.9528 |
| High |
0.9754 |
0.9739 |
-0.0015 |
-0.2% |
0.9754 |
| Low |
0.9583 |
0.9611 |
0.0028 |
0.3% |
0.9367 |
| Close |
0.9611 |
0.9723 |
0.0112 |
1.2% |
0.9611 |
| Range |
0.0171 |
0.0128 |
-0.0043 |
-25.1% |
0.0387 |
| ATR |
0.0135 |
0.0134 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
107,294 |
49,380 |
-57,914 |
-54.0% |
578,231 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0027 |
0.9793 |
|
| R3 |
0.9947 |
0.9899 |
0.9758 |
|
| R2 |
0.9819 |
0.9819 |
0.9746 |
|
| R1 |
0.9771 |
0.9771 |
0.9735 |
0.9795 |
| PP |
0.9691 |
0.9691 |
0.9691 |
0.9703 |
| S1 |
0.9643 |
0.9643 |
0.9711 |
0.9667 |
| S2 |
0.9563 |
0.9563 |
0.9700 |
|
| S3 |
0.9435 |
0.9515 |
0.9688 |
|
| S4 |
0.9307 |
0.9387 |
0.9653 |
|
|
| 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% |
0.0139 |
1.4% |
92% |
False |
False |
103,559 |
| 10 |
0.9839 |
0.9367 |
0.0472 |
4.9% |
0.0141 |
1.4% |
75% |
False |
False |
107,811 |
| 20 |
1.0204 |
0.9367 |
0.0837 |
8.6% |
0.0137 |
1.4% |
43% |
False |
False |
101,094 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.2% |
0.0112 |
1.2% |
40% |
False |
False |
51,928 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0110 |
1.1% |
29% |
False |
False |
34,792 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0103 |
1.1% |
29% |
False |
False |
26,141 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0095 |
1.0% |
29% |
False |
False |
20,938 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0089 |
0.9% |
29% |
False |
False |
17,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0283 |
|
2.618 |
1.0074 |
|
1.618 |
0.9946 |
|
1.000 |
0.9867 |
|
0.618 |
0.9818 |
|
HIGH |
0.9739 |
|
0.618 |
0.9690 |
|
0.500 |
0.9675 |
|
0.382 |
0.9660 |
|
LOW |
0.9611 |
|
0.618 |
0.9532 |
|
1.000 |
0.9483 |
|
1.618 |
0.9404 |
|
2.618 |
0.9276 |
|
4.250 |
0.9067 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9707 |
0.9695 |
| PP |
0.9691 |
0.9667 |
| S1 |
0.9675 |
0.9639 |
|