CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9490 |
-0.0094 |
-1.0% |
0.9700 |
| High |
0.9611 |
0.9555 |
-0.0056 |
-0.6% |
0.9825 |
| Low |
0.9493 |
0.9464 |
-0.0029 |
-0.3% |
0.9493 |
| Close |
0.9550 |
0.9498 |
-0.0052 |
-0.5% |
0.9550 |
| Range |
0.0118 |
0.0091 |
-0.0027 |
-22.9% |
0.0332 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
445 |
452 |
7 |
1.6% |
1,598 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9729 |
0.9548 |
|
| R3 |
0.9688 |
0.9638 |
0.9523 |
|
| R2 |
0.9597 |
0.9597 |
0.9515 |
|
| R1 |
0.9547 |
0.9547 |
0.9506 |
0.9572 |
| PP |
0.9506 |
0.9506 |
0.9506 |
0.9518 |
| S1 |
0.9456 |
0.9456 |
0.9490 |
0.9481 |
| S2 |
0.9415 |
0.9415 |
0.9481 |
|
| S3 |
0.9324 |
0.9365 |
0.9473 |
|
| S4 |
0.9233 |
0.9274 |
0.9448 |
|
|
| 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 |
0.9464 |
0.0361 |
3.8% |
0.0114 |
1.2% |
9% |
False |
True |
357 |
| 10 |
1.0069 |
0.9464 |
0.0605 |
6.4% |
0.0122 |
1.3% |
6% |
False |
True |
385 |
| 20 |
1.0187 |
0.9464 |
0.0723 |
7.6% |
0.0100 |
1.1% |
5% |
False |
True |
280 |
| 40 |
1.0245 |
0.9464 |
0.0781 |
8.2% |
0.0085 |
0.9% |
4% |
False |
True |
205 |
| 60 |
1.0544 |
0.9464 |
0.1080 |
11.4% |
0.0070 |
0.7% |
3% |
False |
True |
147 |
| 80 |
1.0544 |
0.9464 |
0.1080 |
11.4% |
0.0060 |
0.6% |
3% |
False |
True |
114 |
| 100 |
1.0544 |
0.9464 |
0.1080 |
11.4% |
0.0052 |
0.5% |
3% |
False |
True |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9942 |
|
2.618 |
0.9793 |
|
1.618 |
0.9702 |
|
1.000 |
0.9646 |
|
0.618 |
0.9611 |
|
HIGH |
0.9555 |
|
0.618 |
0.9520 |
|
0.500 |
0.9510 |
|
0.382 |
0.9499 |
|
LOW |
0.9464 |
|
0.618 |
0.9408 |
|
1.000 |
0.9373 |
|
1.618 |
0.9317 |
|
2.618 |
0.9226 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9510 |
0.9592 |
| PP |
0.9506 |
0.9561 |
| S1 |
0.9502 |
0.9529 |
|