CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9893 |
0.9949 |
0.0056 |
0.6% |
0.9878 |
| High |
0.9965 |
0.9996 |
0.0031 |
0.3% |
0.9941 |
| Low |
0.9887 |
0.9778 |
-0.0109 |
-1.1% |
0.9727 |
| Close |
0.9937 |
0.9848 |
-0.0089 |
-0.9% |
0.9893 |
| Range |
0.0078 |
0.0218 |
0.0140 |
179.5% |
0.0214 |
| ATR |
0.0130 |
0.0136 |
0.0006 |
4.8% |
0.0000 |
| Volume |
65,785 |
115,017 |
49,232 |
74.8% |
445,797 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0406 |
0.9968 |
|
| R3 |
1.0310 |
1.0188 |
0.9908 |
|
| R2 |
1.0092 |
1.0092 |
0.9888 |
|
| R1 |
0.9970 |
0.9970 |
0.9868 |
0.9922 |
| PP |
0.9874 |
0.9874 |
0.9874 |
0.9850 |
| S1 |
0.9752 |
0.9752 |
0.9828 |
0.9704 |
| S2 |
0.9656 |
0.9656 |
0.9808 |
|
| S3 |
0.9438 |
0.9534 |
0.9788 |
|
| S4 |
0.9220 |
0.9316 |
0.9728 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0408 |
1.0011 |
|
| R3 |
1.0282 |
1.0194 |
0.9952 |
|
| R2 |
1.0068 |
1.0068 |
0.9932 |
|
| R1 |
0.9980 |
0.9980 |
0.9913 |
1.0024 |
| PP |
0.9854 |
0.9854 |
0.9854 |
0.9876 |
| S1 |
0.9766 |
0.9766 |
0.9873 |
0.9810 |
| S2 |
0.9640 |
0.9640 |
0.9854 |
|
| S3 |
0.9426 |
0.9552 |
0.9834 |
|
| S4 |
0.9212 |
0.9338 |
0.9775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9996 |
0.9745 |
0.0251 |
2.5% |
0.0131 |
1.3% |
41% |
True |
False |
88,884 |
| 10 |
0.9996 |
0.9666 |
0.0330 |
3.4% |
0.0141 |
1.4% |
55% |
True |
False |
88,008 |
| 20 |
0.9996 |
0.9367 |
0.0629 |
6.4% |
0.0136 |
1.4% |
76% |
True |
False |
95,791 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0125 |
1.3% |
54% |
False |
False |
75,550 |
| 60 |
1.0429 |
0.9367 |
0.1062 |
10.8% |
0.0120 |
1.2% |
45% |
False |
False |
50,589 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0111 |
1.1% |
39% |
False |
False |
37,996 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0104 |
1.1% |
39% |
False |
False |
30,428 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0096 |
1.0% |
39% |
False |
False |
25,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0567 |
|
1.618 |
1.0349 |
|
1.000 |
1.0214 |
|
0.618 |
1.0131 |
|
HIGH |
0.9996 |
|
0.618 |
0.9913 |
|
0.500 |
0.9887 |
|
0.382 |
0.9861 |
|
LOW |
0.9778 |
|
0.618 |
0.9643 |
|
1.000 |
0.9560 |
|
1.618 |
0.9425 |
|
2.618 |
0.9207 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9887 |
| PP |
0.9874 |
0.9874 |
| S1 |
0.9861 |
0.9861 |
|