CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9992 |
0.9800 |
-0.0192 |
-1.9% |
0.9893 |
| High |
1.0014 |
0.9883 |
-0.0131 |
-1.3% |
1.0097 |
| Low |
0.9785 |
0.9771 |
-0.0014 |
-0.1% |
0.9778 |
| Close |
0.9820 |
0.9850 |
0.0030 |
0.3% |
1.0053 |
| Range |
0.0229 |
0.0112 |
-0.0117 |
-51.1% |
0.0319 |
| ATR |
0.0143 |
0.0140 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
119,611 |
69,438 |
-50,173 |
-41.9% |
431,799 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0171 |
1.0122 |
0.9912 |
|
| R3 |
1.0059 |
1.0010 |
0.9881 |
|
| R2 |
0.9947 |
0.9947 |
0.9871 |
|
| R1 |
0.9898 |
0.9898 |
0.9860 |
0.9923 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9847 |
| S1 |
0.9786 |
0.9786 |
0.9840 |
0.9811 |
| S2 |
0.9723 |
0.9723 |
0.9829 |
|
| S3 |
0.9611 |
0.9674 |
0.9819 |
|
| S4 |
0.9499 |
0.9562 |
0.9788 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0933 |
1.0812 |
1.0228 |
|
| R3 |
1.0614 |
1.0493 |
1.0141 |
|
| R2 |
1.0295 |
1.0295 |
1.0111 |
|
| R1 |
1.0174 |
1.0174 |
1.0082 |
1.0235 |
| PP |
0.9976 |
0.9976 |
0.9976 |
1.0006 |
| S1 |
0.9855 |
0.9855 |
1.0024 |
0.9916 |
| S2 |
0.9657 |
0.9657 |
0.9995 |
|
| S3 |
0.9338 |
0.9536 |
0.9965 |
|
| S4 |
0.9019 |
0.9217 |
0.9878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
0.9771 |
0.0326 |
3.3% |
0.0141 |
1.4% |
24% |
False |
True |
84,051 |
| 10 |
1.0097 |
0.9745 |
0.0352 |
3.6% |
0.0137 |
1.4% |
30% |
False |
False |
87,824 |
| 20 |
1.0097 |
0.9523 |
0.0574 |
5.8% |
0.0137 |
1.4% |
57% |
False |
False |
86,474 |
| 40 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0134 |
1.4% |
58% |
False |
False |
88,090 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0120 |
1.2% |
54% |
False |
False |
59,122 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0115 |
1.2% |
39% |
False |
False |
44,439 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0109 |
1.1% |
39% |
False |
False |
35,582 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0100 |
1.0% |
39% |
False |
False |
29,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0176 |
|
1.618 |
1.0064 |
|
1.000 |
0.9995 |
|
0.618 |
0.9952 |
|
HIGH |
0.9883 |
|
0.618 |
0.9840 |
|
0.500 |
0.9827 |
|
0.382 |
0.9814 |
|
LOW |
0.9771 |
|
0.618 |
0.9702 |
|
1.000 |
0.9659 |
|
1.618 |
0.9590 |
|
2.618 |
0.9478 |
|
4.250 |
0.9295 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9842 |
0.9924 |
| PP |
0.9835 |
0.9899 |
| S1 |
0.9827 |
0.9875 |
|