CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9802 |
0.9782 |
-0.0020 |
-0.2% |
0.9618 |
High |
0.9823 |
0.9887 |
0.0064 |
0.7% |
0.9887 |
Low |
0.9719 |
0.9756 |
0.0037 |
0.4% |
0.9611 |
Close |
0.9802 |
0.9871 |
0.0069 |
0.7% |
0.9871 |
Range |
0.0104 |
0.0131 |
0.0027 |
26.0% |
0.0276 |
ATR |
0.0133 |
0.0133 |
0.0000 |
-0.1% |
0.0000 |
Volume |
80,486 |
75,384 |
-5,102 |
-6.3% |
373,077 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0231 |
1.0182 |
0.9943 |
|
R3 |
1.0100 |
1.0051 |
0.9907 |
|
R2 |
0.9969 |
0.9969 |
0.9895 |
|
R1 |
0.9920 |
0.9920 |
0.9883 |
0.9945 |
PP |
0.9838 |
0.9838 |
0.9838 |
0.9850 |
S1 |
0.9789 |
0.9789 |
0.9859 |
0.9814 |
S2 |
0.9707 |
0.9707 |
0.9847 |
|
S3 |
0.9576 |
0.9658 |
0.9835 |
|
S4 |
0.9445 |
0.9527 |
0.9799 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0618 |
1.0520 |
1.0023 |
|
R3 |
1.0342 |
1.0244 |
0.9947 |
|
R2 |
1.0066 |
1.0066 |
0.9922 |
|
R1 |
0.9968 |
0.9968 |
0.9896 |
1.0017 |
PP |
0.9790 |
0.9790 |
0.9790 |
0.9814 |
S1 |
0.9692 |
0.9692 |
0.9846 |
0.9741 |
S2 |
0.9514 |
0.9514 |
0.9820 |
|
S3 |
0.9238 |
0.9416 |
0.9795 |
|
S4 |
0.8962 |
0.9140 |
0.9719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9887 |
0.9611 |
0.0276 |
2.8% |
0.0126 |
1.3% |
94% |
True |
False |
74,615 |
10 |
0.9887 |
0.9367 |
0.0520 |
5.3% |
0.0130 |
1.3% |
97% |
True |
False |
95,130 |
20 |
1.0183 |
0.9367 |
0.0816 |
8.3% |
0.0141 |
1.4% |
62% |
False |
False |
107,223 |
40 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0115 |
1.2% |
57% |
False |
False |
59,985 |
60 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0114 |
1.2% |
41% |
False |
False |
40,171 |
80 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0106 |
1.1% |
41% |
False |
False |
30,182 |
100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0098 |
1.0% |
41% |
False |
False |
24,171 |
120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0092 |
0.9% |
41% |
False |
False |
20,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0444 |
2.618 |
1.0230 |
1.618 |
1.0099 |
1.000 |
1.0018 |
0.618 |
0.9968 |
HIGH |
0.9887 |
0.618 |
0.9837 |
0.500 |
0.9822 |
0.382 |
0.9806 |
LOW |
0.9756 |
0.618 |
0.9675 |
1.000 |
0.9625 |
1.618 |
0.9544 |
2.618 |
0.9413 |
4.250 |
0.9199 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9855 |
0.9840 |
PP |
0.9838 |
0.9808 |
S1 |
0.9822 |
0.9777 |
|