CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9645 |
0.9584 |
-0.0061 |
-0.6% |
0.9700 |
| High |
0.9720 |
0.9611 |
-0.0109 |
-1.1% |
0.9825 |
| Low |
0.9586 |
0.9493 |
-0.0093 |
-1.0% |
0.9493 |
| Close |
0.9598 |
0.9550 |
-0.0048 |
-0.5% |
0.9550 |
| Range |
0.0134 |
0.0118 |
-0.0016 |
-11.9% |
0.0332 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.4% |
0.0000 |
| Volume |
400 |
445 |
45 |
11.3% |
1,598 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9846 |
0.9615 |
|
| R3 |
0.9787 |
0.9728 |
0.9582 |
|
| R2 |
0.9669 |
0.9669 |
0.9572 |
|
| R1 |
0.9610 |
0.9610 |
0.9561 |
0.9581 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9537 |
| S1 |
0.9492 |
0.9492 |
0.9539 |
0.9463 |
| S2 |
0.9433 |
0.9433 |
0.9528 |
|
| S3 |
0.9315 |
0.9374 |
0.9518 |
|
| S4 |
0.9197 |
0.9256 |
0.9485 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0416 |
0.9733 |
|
| R3 |
1.0287 |
1.0084 |
0.9641 |
|
| R2 |
0.9955 |
0.9955 |
0.9611 |
|
| R1 |
0.9752 |
0.9752 |
0.9580 |
0.9688 |
| PP |
0.9623 |
0.9623 |
0.9623 |
0.9590 |
| S1 |
0.9420 |
0.9420 |
0.9520 |
0.9356 |
| S2 |
0.9291 |
0.9291 |
0.9489 |
|
| S3 |
0.8959 |
0.9088 |
0.9459 |
|
| S4 |
0.8627 |
0.8756 |
0.9367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9825 |
0.9493 |
0.0332 |
3.5% |
0.0119 |
1.2% |
17% |
False |
True |
319 |
| 10 |
1.0151 |
0.9493 |
0.0658 |
6.9% |
0.0123 |
1.3% |
9% |
False |
True |
354 |
| 20 |
1.0187 |
0.9493 |
0.0694 |
7.3% |
0.0098 |
1.0% |
8% |
False |
True |
259 |
| 40 |
1.0245 |
0.9493 |
0.0752 |
7.9% |
0.0085 |
0.9% |
8% |
False |
True |
197 |
| 60 |
1.0544 |
0.9493 |
0.1051 |
11.0% |
0.0069 |
0.7% |
5% |
False |
True |
140 |
| 80 |
1.0544 |
0.9493 |
0.1051 |
11.0% |
0.0059 |
0.6% |
5% |
False |
True |
109 |
| 100 |
1.0544 |
0.9493 |
0.1051 |
11.0% |
0.0052 |
0.5% |
5% |
False |
True |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0113 |
|
2.618 |
0.9920 |
|
1.618 |
0.9802 |
|
1.000 |
0.9729 |
|
0.618 |
0.9684 |
|
HIGH |
0.9611 |
|
0.618 |
0.9566 |
|
0.500 |
0.9552 |
|
0.382 |
0.9538 |
|
LOW |
0.9493 |
|
0.618 |
0.9420 |
|
1.000 |
0.9375 |
|
1.618 |
0.9302 |
|
2.618 |
0.9184 |
|
4.250 |
0.8992 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9552 |
0.9633 |
| PP |
0.9551 |
0.9605 |
| S1 |
0.9551 |
0.9578 |
|