CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9908 |
0.9830 |
-0.0078 |
-0.8% |
1.0070 |
| High |
0.9920 |
0.9868 |
-0.0052 |
-0.5% |
1.0076 |
| Low |
0.9766 |
0.9790 |
0.0024 |
0.2% |
0.9766 |
| Close |
0.9821 |
0.9860 |
0.0039 |
0.4% |
0.9821 |
| Range |
0.0154 |
0.0078 |
-0.0076 |
-49.4% |
0.0310 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
79,389 |
55,999 |
-23,390 |
-29.5% |
437,559 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0073 |
1.0045 |
0.9903 |
|
| R3 |
0.9995 |
0.9967 |
0.9881 |
|
| R2 |
0.9917 |
0.9917 |
0.9874 |
|
| R1 |
0.9889 |
0.9889 |
0.9867 |
0.9903 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9847 |
| S1 |
0.9811 |
0.9811 |
0.9853 |
0.9825 |
| S2 |
0.9761 |
0.9761 |
0.9846 |
|
| S3 |
0.9683 |
0.9733 |
0.9839 |
|
| S4 |
0.9605 |
0.9655 |
0.9817 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0629 |
0.9992 |
|
| R3 |
1.0508 |
1.0319 |
0.9906 |
|
| R2 |
1.0198 |
1.0198 |
0.9878 |
|
| R1 |
1.0009 |
1.0009 |
0.9849 |
0.9949 |
| PP |
0.9888 |
0.9888 |
0.9888 |
0.9857 |
| S1 |
0.9699 |
0.9699 |
0.9793 |
0.9639 |
| S2 |
0.9578 |
0.9578 |
0.9764 |
|
| S3 |
0.9268 |
0.9389 |
0.9736 |
|
| S4 |
0.8958 |
0.9079 |
0.9651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0014 |
0.9766 |
0.0248 |
2.5% |
0.0146 |
1.5% |
38% |
False |
False |
83,476 |
| 10 |
1.0097 |
0.9766 |
0.0331 |
3.4% |
0.0145 |
1.5% |
28% |
False |
False |
85,957 |
| 20 |
1.0097 |
0.9656 |
0.0441 |
4.5% |
0.0136 |
1.4% |
46% |
False |
False |
84,742 |
| 40 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0137 |
1.4% |
59% |
False |
False |
92,918 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0120 |
1.2% |
55% |
False |
False |
62,866 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0116 |
1.2% |
40% |
False |
False |
47,280 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0109 |
1.1% |
40% |
False |
False |
37,862 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0102 |
1.0% |
40% |
False |
False |
31,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0072 |
|
1.618 |
0.9994 |
|
1.000 |
0.9946 |
|
0.618 |
0.9916 |
|
HIGH |
0.9868 |
|
0.618 |
0.9838 |
|
0.500 |
0.9829 |
|
0.382 |
0.9820 |
|
LOW |
0.9790 |
|
0.618 |
0.9742 |
|
1.000 |
0.9712 |
|
1.618 |
0.9664 |
|
2.618 |
0.9586 |
|
4.250 |
0.9459 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9850 |
0.9857 |
| PP |
0.9839 |
0.9854 |
| S1 |
0.9829 |
0.9851 |
|