CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9618 |
0.9720 |
0.0102 |
1.1% |
0.9528 |
| High |
0.9739 |
0.9734 |
-0.0005 |
-0.1% |
0.9754 |
| Low |
0.9611 |
0.9656 |
0.0045 |
0.5% |
0.9367 |
| Close |
0.9723 |
0.9693 |
-0.0030 |
-0.3% |
0.9611 |
| Range |
0.0128 |
0.0078 |
-0.0050 |
-39.1% |
0.0387 |
| ATR |
0.0134 |
0.0130 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
49,380 |
70,211 |
20,831 |
42.2% |
578,231 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9889 |
0.9736 |
|
| R3 |
0.9850 |
0.9811 |
0.9714 |
|
| R2 |
0.9772 |
0.9772 |
0.9707 |
|
| R1 |
0.9733 |
0.9733 |
0.9700 |
0.9714 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9685 |
| S1 |
0.9655 |
0.9655 |
0.9686 |
0.9636 |
| S2 |
0.9616 |
0.9616 |
0.9679 |
|
| S3 |
0.9538 |
0.9577 |
0.9672 |
|
| S4 |
0.9460 |
0.9499 |
0.9650 |
|
|
| 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 |
0.9442 |
0.0312 |
3.2% |
0.0129 |
1.3% |
80% |
False |
False |
90,325 |
| 10 |
0.9814 |
0.9367 |
0.0447 |
4.6% |
0.0131 |
1.4% |
73% |
False |
False |
103,573 |
| 20 |
1.0204 |
0.9367 |
0.0837 |
8.6% |
0.0135 |
1.4% |
39% |
False |
False |
103,390 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.2% |
0.0111 |
1.2% |
37% |
False |
False |
53,675 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0110 |
1.1% |
27% |
False |
False |
35,955 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0103 |
1.1% |
27% |
False |
False |
27,017 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0095 |
1.0% |
27% |
False |
False |
21,639 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.6% |
0.0089 |
0.9% |
27% |
False |
False |
18,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0066 |
|
2.618 |
0.9938 |
|
1.618 |
0.9860 |
|
1.000 |
0.9812 |
|
0.618 |
0.9782 |
|
HIGH |
0.9734 |
|
0.618 |
0.9704 |
|
0.500 |
0.9695 |
|
0.382 |
0.9686 |
|
LOW |
0.9656 |
|
0.618 |
0.9608 |
|
1.000 |
0.9578 |
|
1.618 |
0.9530 |
|
2.618 |
0.9452 |
|
4.250 |
0.9325 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9695 |
0.9685 |
| PP |
0.9694 |
0.9677 |
| S1 |
0.9694 |
0.9669 |
|