CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9859 |
0.0029 |
0.3% |
1.0070 |
| High |
0.9868 |
0.9914 |
0.0046 |
0.5% |
1.0076 |
| Low |
0.9790 |
0.9812 |
0.0022 |
0.2% |
0.9766 |
| Close |
0.9860 |
0.9895 |
0.0035 |
0.4% |
0.9821 |
| Range |
0.0078 |
0.0102 |
0.0024 |
30.8% |
0.0310 |
| ATR |
0.0138 |
0.0135 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
55,999 |
62,951 |
6,952 |
12.4% |
437,559 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0139 |
0.9951 |
|
| R3 |
1.0078 |
1.0037 |
0.9923 |
|
| R2 |
0.9976 |
0.9976 |
0.9914 |
|
| R1 |
0.9935 |
0.9935 |
0.9904 |
0.9956 |
| PP |
0.9874 |
0.9874 |
0.9874 |
0.9884 |
| S1 |
0.9833 |
0.9833 |
0.9886 |
0.9854 |
| S2 |
0.9772 |
0.9772 |
0.9876 |
|
| S3 |
0.9670 |
0.9731 |
0.9867 |
|
| S4 |
0.9568 |
0.9629 |
0.9839 |
|
|
| 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 |
0.9935 |
0.9766 |
0.0169 |
1.7% |
0.0121 |
1.2% |
76% |
False |
False |
72,144 |
| 10 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0134 |
1.4% |
39% |
False |
False |
80,750 |
| 20 |
1.0097 |
0.9666 |
0.0431 |
4.4% |
0.0137 |
1.4% |
53% |
False |
False |
84,379 |
| 40 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0136 |
1.4% |
63% |
False |
False |
93,885 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.0% |
0.0120 |
1.2% |
59% |
False |
False |
63,909 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0117 |
1.2% |
43% |
False |
False |
48,061 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0110 |
1.1% |
43% |
False |
False |
38,489 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.4% |
0.0102 |
1.0% |
43% |
False |
False |
32,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0348 |
|
2.618 |
1.0181 |
|
1.618 |
1.0079 |
|
1.000 |
1.0016 |
|
0.618 |
0.9977 |
|
HIGH |
0.9914 |
|
0.618 |
0.9875 |
|
0.500 |
0.9863 |
|
0.382 |
0.9851 |
|
LOW |
0.9812 |
|
0.618 |
0.9749 |
|
1.000 |
0.9710 |
|
1.618 |
0.9647 |
|
2.618 |
0.9545 |
|
4.250 |
0.9379 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9878 |
| PP |
0.9874 |
0.9860 |
| S1 |
0.9863 |
0.9843 |
|