CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9782 |
0.9878 |
0.0096 |
1.0% |
0.9618 |
| High |
0.9887 |
0.9941 |
0.0054 |
0.5% |
0.9887 |
| Low |
0.9756 |
0.9752 |
-0.0004 |
0.0% |
0.9611 |
| Close |
0.9871 |
0.9789 |
-0.0082 |
-0.8% |
0.9871 |
| Range |
0.0131 |
0.0189 |
0.0058 |
44.3% |
0.0276 |
| ATR |
0.0133 |
0.0137 |
0.0004 |
3.0% |
0.0000 |
| Volume |
75,384 |
78,788 |
3,404 |
4.5% |
373,077 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0281 |
0.9893 |
|
| R3 |
1.0205 |
1.0092 |
0.9841 |
|
| R2 |
1.0016 |
1.0016 |
0.9824 |
|
| R1 |
0.9903 |
0.9903 |
0.9806 |
0.9865 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9809 |
| S1 |
0.9714 |
0.9714 |
0.9772 |
0.9676 |
| S2 |
0.9638 |
0.9638 |
0.9754 |
|
| S3 |
0.9449 |
0.9525 |
0.9737 |
|
| S4 |
0.9260 |
0.9336 |
0.9685 |
|
|
| 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 |
0.9941 |
0.9656 |
0.0285 |
2.9% |
0.0138 |
1.4% |
47% |
True |
False |
80,497 |
| 10 |
0.9941 |
0.9367 |
0.0574 |
5.9% |
0.0139 |
1.4% |
74% |
True |
False |
92,028 |
| 20 |
1.0100 |
0.9367 |
0.0733 |
7.5% |
0.0144 |
1.5% |
58% |
False |
False |
106,964 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0118 |
1.2% |
47% |
False |
False |
61,926 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0115 |
1.2% |
34% |
False |
False |
41,482 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0107 |
1.1% |
34% |
False |
False |
31,166 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0099 |
1.0% |
34% |
False |
False |
24,958 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0093 |
0.9% |
34% |
False |
False |
20,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0744 |
|
2.618 |
1.0436 |
|
1.618 |
1.0247 |
|
1.000 |
1.0130 |
|
0.618 |
1.0058 |
|
HIGH |
0.9941 |
|
0.618 |
0.9869 |
|
0.500 |
0.9847 |
|
0.382 |
0.9824 |
|
LOW |
0.9752 |
|
0.618 |
0.9635 |
|
1.000 |
0.9563 |
|
1.618 |
0.9446 |
|
2.618 |
0.9257 |
|
4.250 |
0.8949 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9847 |
0.9830 |
| PP |
0.9827 |
0.9816 |
| S1 |
0.9808 |
0.9803 |
|