CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9720 |
0.9706 |
-0.0014 |
-0.1% |
0.9528 |
| High |
0.9734 |
0.9853 |
0.0119 |
1.2% |
0.9754 |
| Low |
0.9656 |
0.9666 |
0.0010 |
0.1% |
0.9367 |
| Close |
0.9693 |
0.9836 |
0.0143 |
1.5% |
0.9611 |
| Range |
0.0078 |
0.0187 |
0.0109 |
139.7% |
0.0387 |
| ATR |
0.0130 |
0.0134 |
0.0004 |
3.1% |
0.0000 |
| Volume |
70,211 |
97,616 |
27,405 |
39.0% |
578,231 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0278 |
0.9939 |
|
| R3 |
1.0159 |
1.0091 |
0.9887 |
|
| R2 |
0.9972 |
0.9972 |
0.9870 |
|
| R1 |
0.9904 |
0.9904 |
0.9853 |
0.9938 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9802 |
| S1 |
0.9717 |
0.9717 |
0.9819 |
0.9751 |
| S2 |
0.9598 |
0.9598 |
0.9802 |
|
| S3 |
0.9411 |
0.9530 |
0.9785 |
|
| S4 |
0.9224 |
0.9343 |
0.9733 |
|
|
| 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 |
0.9853 |
0.9523 |
0.0330 |
3.4% |
0.0134 |
1.4% |
95% |
True |
False |
86,159 |
| 10 |
0.9853 |
0.9367 |
0.0486 |
4.9% |
0.0134 |
1.4% |
97% |
True |
False |
102,992 |
| 20 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0140 |
1.4% |
56% |
False |
False |
106,339 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0115 |
1.2% |
53% |
False |
False |
56,107 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0111 |
1.1% |
38% |
False |
False |
37,579 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0104 |
1.1% |
38% |
False |
False |
28,236 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0096 |
1.0% |
38% |
False |
False |
22,614 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0090 |
0.9% |
38% |
False |
False |
18,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0648 |
|
2.618 |
1.0343 |
|
1.618 |
1.0156 |
|
1.000 |
1.0040 |
|
0.618 |
0.9969 |
|
HIGH |
0.9853 |
|
0.618 |
0.9782 |
|
0.500 |
0.9760 |
|
0.382 |
0.9737 |
|
LOW |
0.9666 |
|
0.618 |
0.9550 |
|
1.000 |
0.9479 |
|
1.618 |
0.9363 |
|
2.618 |
0.9176 |
|
4.250 |
0.8871 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9801 |
| PP |
0.9785 |
0.9767 |
| S1 |
0.9760 |
0.9732 |
|