CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9838 |
0.0078 |
0.8% |
0.9618 |
| High |
0.9875 |
0.9901 |
0.0026 |
0.3% |
0.9887 |
| Low |
0.9727 |
0.9773 |
0.0046 |
0.5% |
0.9611 |
| Close |
0.9817 |
0.9796 |
-0.0021 |
-0.2% |
0.9871 |
| Range |
0.0148 |
0.0128 |
-0.0020 |
-13.5% |
0.0276 |
| ATR |
0.0138 |
0.0137 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
103,391 |
82,397 |
-20,994 |
-20.3% |
373,077 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0207 |
1.0130 |
0.9866 |
|
| R3 |
1.0079 |
1.0002 |
0.9831 |
|
| R2 |
0.9951 |
0.9951 |
0.9819 |
|
| R1 |
0.9874 |
0.9874 |
0.9808 |
0.9849 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9811 |
| S1 |
0.9746 |
0.9746 |
0.9784 |
0.9721 |
| S2 |
0.9695 |
0.9695 |
0.9773 |
|
| S3 |
0.9567 |
0.9618 |
0.9761 |
|
| S4 |
0.9439 |
0.9490 |
0.9726 |
|
|
| 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 |
0.9719 |
0.0222 |
2.3% |
0.0140 |
1.4% |
35% |
False |
False |
84,089 |
| 10 |
0.9941 |
0.9523 |
0.0418 |
4.3% |
0.0137 |
1.4% |
65% |
False |
False |
85,124 |
| 20 |
0.9941 |
0.9367 |
0.0574 |
5.9% |
0.0146 |
1.5% |
75% |
False |
False |
106,272 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0121 |
1.2% |
48% |
False |
False |
66,552 |
| 60 |
1.0587 |
0.9367 |
0.1220 |
12.5% |
0.0117 |
1.2% |
35% |
False |
False |
44,570 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0109 |
1.1% |
35% |
False |
False |
33,483 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0101 |
1.0% |
35% |
False |
False |
26,815 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0094 |
1.0% |
35% |
False |
False |
22,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0445 |
|
2.618 |
1.0236 |
|
1.618 |
1.0108 |
|
1.000 |
1.0029 |
|
0.618 |
0.9980 |
|
HIGH |
0.9901 |
|
0.618 |
0.9852 |
|
0.500 |
0.9837 |
|
0.382 |
0.9822 |
|
LOW |
0.9773 |
|
0.618 |
0.9694 |
|
1.000 |
0.9645 |
|
1.618 |
0.9566 |
|
2.618 |
0.9438 |
|
4.250 |
0.9229 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9834 |
| PP |
0.9823 |
0.9821 |
| S1 |
0.9810 |
0.9809 |
|