CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9758 |
-0.0140 |
-1.4% |
1.0070 |
| High |
0.9912 |
0.9831 |
-0.0081 |
-0.8% |
1.0076 |
| Low |
0.9752 |
0.9733 |
-0.0019 |
-0.2% |
0.9766 |
| Close |
0.9770 |
0.9803 |
0.0033 |
0.3% |
0.9821 |
| Range |
0.0160 |
0.0098 |
-0.0062 |
-38.8% |
0.0310 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
94,685 |
87,684 |
-7,001 |
-7.4% |
437,559 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
1.0041 |
0.9857 |
|
| R3 |
0.9985 |
0.9943 |
0.9830 |
|
| R2 |
0.9887 |
0.9887 |
0.9821 |
|
| R1 |
0.9845 |
0.9845 |
0.9812 |
0.9866 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9800 |
| S1 |
0.9747 |
0.9747 |
0.9794 |
0.9768 |
| S2 |
0.9691 |
0.9691 |
0.9785 |
|
| S3 |
0.9593 |
0.9649 |
0.9776 |
|
| S4 |
0.9495 |
0.9551 |
0.9749 |
|
|
| 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 |
0.9920 |
0.9733 |
0.0187 |
1.9% |
0.0118 |
1.2% |
37% |
False |
True |
76,141 |
| 10 |
1.0094 |
0.9733 |
0.0361 |
3.7% |
0.0128 |
1.3% |
19% |
False |
True |
79,857 |
| 20 |
1.0097 |
0.9727 |
0.0370 |
3.8% |
0.0136 |
1.4% |
21% |
False |
False |
84,592 |
| 40 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0137 |
1.4% |
52% |
False |
False |
95,902 |
| 60 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0122 |
1.2% |
49% |
False |
False |
66,941 |
| 80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0118 |
1.2% |
36% |
False |
False |
50,336 |
| 100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0111 |
1.1% |
36% |
False |
False |
40,312 |
| 120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0103 |
1.1% |
36% |
False |
False |
33,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0248 |
|
2.618 |
1.0088 |
|
1.618 |
0.9990 |
|
1.000 |
0.9929 |
|
0.618 |
0.9892 |
|
HIGH |
0.9831 |
|
0.618 |
0.9794 |
|
0.500 |
0.9782 |
|
0.382 |
0.9770 |
|
LOW |
0.9733 |
|
0.618 |
0.9672 |
|
1.000 |
0.9635 |
|
1.618 |
0.9574 |
|
2.618 |
0.9476 |
|
4.250 |
0.9317 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9824 |
| PP |
0.9789 |
0.9817 |
| S1 |
0.9782 |
0.9810 |
|