CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9859 |
0.9898 |
0.0039 |
0.4% |
1.0070 |
| High |
0.9914 |
0.9912 |
-0.0002 |
0.0% |
1.0076 |
| Low |
0.9812 |
0.9752 |
-0.0060 |
-0.6% |
0.9766 |
| Close |
0.9895 |
0.9770 |
-0.0125 |
-1.3% |
0.9821 |
| Range |
0.0102 |
0.0160 |
0.0058 |
56.9% |
0.0310 |
| ATR |
0.0135 |
0.0137 |
0.0002 |
1.3% |
0.0000 |
| Volume |
62,951 |
94,685 |
31,734 |
50.4% |
437,559 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0191 |
0.9858 |
|
| R3 |
1.0131 |
1.0031 |
0.9814 |
|
| R2 |
0.9971 |
0.9971 |
0.9799 |
|
| R1 |
0.9871 |
0.9871 |
0.9785 |
0.9841 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9797 |
| S1 |
0.9711 |
0.9711 |
0.9755 |
0.9681 |
| S2 |
0.9651 |
0.9651 |
0.9741 |
|
| S3 |
0.9491 |
0.9551 |
0.9726 |
|
| S4 |
0.9331 |
0.9391 |
0.9682 |
|
|
| 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 |
0.9752 |
0.0183 |
1.9% |
0.0130 |
1.3% |
10% |
False |
True |
77,193 |
| 10 |
1.0097 |
0.9752 |
0.0345 |
3.5% |
0.0136 |
1.4% |
5% |
False |
True |
80,622 |
| 20 |
1.0097 |
0.9719 |
0.0378 |
3.9% |
0.0136 |
1.4% |
13% |
False |
False |
84,233 |
| 40 |
1.0204 |
0.9367 |
0.0837 |
8.6% |
0.0138 |
1.4% |
48% |
False |
False |
95,286 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0122 |
1.2% |
45% |
False |
False |
65,482 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0118 |
1.2% |
33% |
False |
False |
49,242 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0111 |
1.1% |
33% |
False |
False |
39,436 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0103 |
1.1% |
33% |
False |
False |
32,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0331 |
|
1.618 |
1.0171 |
|
1.000 |
1.0072 |
|
0.618 |
1.0011 |
|
HIGH |
0.9912 |
|
0.618 |
0.9851 |
|
0.500 |
0.9832 |
|
0.382 |
0.9813 |
|
LOW |
0.9752 |
|
0.618 |
0.9653 |
|
1.000 |
0.9592 |
|
1.618 |
0.9493 |
|
2.618 |
0.9333 |
|
4.250 |
0.9072 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9832 |
0.9833 |
| PP |
0.9811 |
0.9812 |
| S1 |
0.9791 |
0.9791 |
|