CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9490 |
0.9472 |
-0.0018 |
-0.2% |
0.9700 |
| High |
0.9555 |
0.9472 |
-0.0083 |
-0.9% |
0.9825 |
| Low |
0.9464 |
0.9359 |
-0.0105 |
-1.1% |
0.9493 |
| Close |
0.9498 |
0.9367 |
-0.0131 |
-1.4% |
0.9550 |
| Range |
0.0091 |
0.0113 |
0.0022 |
24.2% |
0.0332 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.8% |
0.0000 |
| Volume |
452 |
360 |
-92 |
-20.4% |
1,598 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9738 |
0.9666 |
0.9429 |
|
| R3 |
0.9625 |
0.9553 |
0.9398 |
|
| R2 |
0.9512 |
0.9512 |
0.9388 |
|
| R1 |
0.9440 |
0.9440 |
0.9377 |
0.9420 |
| PP |
0.9399 |
0.9399 |
0.9399 |
0.9389 |
| S1 |
0.9327 |
0.9327 |
0.9357 |
0.9307 |
| S2 |
0.9286 |
0.9286 |
0.9346 |
|
| S3 |
0.9173 |
0.9214 |
0.9336 |
|
| S4 |
0.9060 |
0.9101 |
0.9305 |
|
|
| 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 |
0.9773 |
0.9359 |
0.0414 |
4.4% |
0.0115 |
1.2% |
2% |
False |
True |
385 |
| 10 |
1.0026 |
0.9359 |
0.0667 |
7.1% |
0.0129 |
1.4% |
1% |
False |
True |
387 |
| 20 |
1.0187 |
0.9359 |
0.0828 |
8.8% |
0.0102 |
1.1% |
1% |
False |
True |
295 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.5% |
0.0087 |
0.9% |
1% |
False |
True |
202 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.7% |
0.0071 |
0.8% |
1% |
False |
True |
153 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.7% |
0.0061 |
0.6% |
1% |
False |
True |
118 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.7% |
0.0053 |
0.6% |
1% |
False |
True |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9952 |
|
2.618 |
0.9768 |
|
1.618 |
0.9655 |
|
1.000 |
0.9585 |
|
0.618 |
0.9542 |
|
HIGH |
0.9472 |
|
0.618 |
0.9429 |
|
0.500 |
0.9416 |
|
0.382 |
0.9402 |
|
LOW |
0.9359 |
|
0.618 |
0.9289 |
|
1.000 |
0.9246 |
|
1.618 |
0.9176 |
|
2.618 |
0.9063 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9416 |
0.9485 |
| PP |
0.9399 |
0.9446 |
| S1 |
0.9383 |
0.9406 |
|