CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9949 |
0.9831 |
-0.0118 |
-1.2% |
0.9878 |
| High |
0.9996 |
0.9951 |
-0.0045 |
-0.5% |
0.9941 |
| Low |
0.9778 |
0.9814 |
0.0036 |
0.4% |
0.9727 |
| Close |
0.9848 |
0.9924 |
0.0076 |
0.8% |
0.9893 |
| Range |
0.0218 |
0.0137 |
-0.0081 |
-37.2% |
0.0214 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
0.0% |
0.0000 |
| Volume |
115,017 |
95,965 |
-19,052 |
-16.6% |
445,797 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0253 |
0.9999 |
|
| R3 |
1.0170 |
1.0116 |
0.9962 |
|
| R2 |
1.0033 |
1.0033 |
0.9949 |
|
| R1 |
0.9979 |
0.9979 |
0.9937 |
1.0006 |
| PP |
0.9896 |
0.9896 |
0.9896 |
0.9910 |
| S1 |
0.9842 |
0.9842 |
0.9911 |
0.9869 |
| S2 |
0.9759 |
0.9759 |
0.9899 |
|
| S3 |
0.9622 |
0.9705 |
0.9886 |
|
| S4 |
0.9485 |
0.9568 |
0.9849 |
|
|
| 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% |
0.0132 |
1.3% |
71% |
False |
False |
91,597 |
| 10 |
0.9996 |
0.9719 |
0.0277 |
2.8% |
0.0136 |
1.4% |
74% |
False |
False |
87,843 |
| 20 |
0.9996 |
0.9367 |
0.0629 |
6.3% |
0.0135 |
1.4% |
89% |
False |
False |
95,418 |
| 40 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0127 |
1.3% |
63% |
False |
False |
77,907 |
| 60 |
1.0420 |
0.9367 |
0.1053 |
10.6% |
0.0121 |
1.2% |
53% |
False |
False |
52,186 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0112 |
1.1% |
45% |
False |
False |
39,195 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0105 |
1.1% |
45% |
False |
False |
31,386 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0096 |
1.0% |
45% |
False |
False |
26,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0310 |
|
1.618 |
1.0173 |
|
1.000 |
1.0088 |
|
0.618 |
1.0036 |
|
HIGH |
0.9951 |
|
0.618 |
0.9899 |
|
0.500 |
0.9883 |
|
0.382 |
0.9866 |
|
LOW |
0.9814 |
|
0.618 |
0.9729 |
|
1.000 |
0.9677 |
|
1.618 |
0.9592 |
|
2.618 |
0.9455 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9910 |
0.9912 |
| PP |
0.9896 |
0.9899 |
| S1 |
0.9883 |
0.9887 |
|