CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9878 |
0.9760 |
-0.0118 |
-1.2% |
0.9618 |
| High |
0.9941 |
0.9875 |
-0.0066 |
-0.7% |
0.9887 |
| Low |
0.9752 |
0.9727 |
-0.0025 |
-0.3% |
0.9611 |
| Close |
0.9789 |
0.9817 |
0.0028 |
0.3% |
0.9871 |
| Range |
0.0189 |
0.0148 |
-0.0041 |
-21.7% |
0.0276 |
| ATR |
0.0137 |
0.0138 |
0.0001 |
0.6% |
0.0000 |
| Volume |
78,788 |
103,391 |
24,603 |
31.2% |
373,077 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0182 |
0.9898 |
|
| R3 |
1.0102 |
1.0034 |
0.9858 |
|
| R2 |
0.9954 |
0.9954 |
0.9844 |
|
| R1 |
0.9886 |
0.9886 |
0.9831 |
0.9920 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9824 |
| S1 |
0.9738 |
0.9738 |
0.9803 |
0.9772 |
| S2 |
0.9658 |
0.9658 |
0.9790 |
|
| S3 |
0.9510 |
0.9590 |
0.9776 |
|
| S4 |
0.9362 |
0.9442 |
0.9736 |
|
|
| 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 |
0.9666 |
0.0275 |
2.8% |
0.0152 |
1.5% |
55% |
False |
False |
87,133 |
| 10 |
0.9941 |
0.9442 |
0.0499 |
5.1% |
0.0140 |
1.4% |
75% |
False |
False |
88,729 |
| 20 |
1.0065 |
0.9367 |
0.0698 |
7.1% |
0.0148 |
1.5% |
64% |
False |
False |
108,167 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0119 |
1.2% |
51% |
False |
False |
64,499 |
| 60 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0116 |
1.2% |
37% |
False |
False |
43,199 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0108 |
1.1% |
37% |
False |
False |
32,454 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0100 |
1.0% |
37% |
False |
False |
25,992 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0093 |
1.0% |
37% |
False |
False |
21,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0504 |
|
2.618 |
1.0262 |
|
1.618 |
1.0114 |
|
1.000 |
1.0023 |
|
0.618 |
0.9966 |
|
HIGH |
0.9875 |
|
0.618 |
0.9818 |
|
0.500 |
0.9801 |
|
0.382 |
0.9784 |
|
LOW |
0.9727 |
|
0.618 |
0.9636 |
|
1.000 |
0.9579 |
|
1.618 |
0.9488 |
|
2.618 |
0.9340 |
|
4.250 |
0.9098 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9834 |
| PP |
0.9806 |
0.9828 |
| S1 |
0.9801 |
0.9823 |
|