CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9472 |
0.9440 |
-0.0032 |
-0.3% |
0.9700 |
| High |
0.9472 |
0.9588 |
0.0116 |
1.2% |
0.9825 |
| Low |
0.9359 |
0.9440 |
0.0081 |
0.9% |
0.9493 |
| Close |
0.9367 |
0.9564 |
0.0197 |
2.1% |
0.9550 |
| Range |
0.0113 |
0.0148 |
0.0035 |
31.0% |
0.0332 |
| ATR |
0.0113 |
0.0120 |
0.0008 |
6.9% |
0.0000 |
| Volume |
360 |
334 |
-26 |
-7.2% |
1,598 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9917 |
0.9645 |
|
| R3 |
0.9827 |
0.9769 |
0.9605 |
|
| R2 |
0.9679 |
0.9679 |
0.9591 |
|
| R1 |
0.9621 |
0.9621 |
0.9578 |
0.9650 |
| PP |
0.9531 |
0.9531 |
0.9531 |
0.9545 |
| S1 |
0.9473 |
0.9473 |
0.9550 |
0.9502 |
| S2 |
0.9383 |
0.9383 |
0.9537 |
|
| S3 |
0.9235 |
0.9325 |
0.9523 |
|
| S4 |
0.9087 |
0.9177 |
0.9483 |
|
|
| 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 |
0.9720 |
0.9359 |
0.0361 |
3.8% |
0.0121 |
1.3% |
57% |
False |
False |
398 |
| 10 |
0.9885 |
0.9359 |
0.0526 |
5.5% |
0.0130 |
1.4% |
39% |
False |
False |
393 |
| 20 |
1.0187 |
0.9359 |
0.0828 |
8.7% |
0.0108 |
1.1% |
25% |
False |
False |
308 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.3% |
0.0085 |
0.9% |
23% |
False |
False |
205 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.4% |
0.0072 |
0.8% |
17% |
False |
False |
158 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.4% |
0.0062 |
0.7% |
17% |
False |
False |
122 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.4% |
0.0053 |
0.6% |
17% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0217 |
|
2.618 |
0.9975 |
|
1.618 |
0.9827 |
|
1.000 |
0.9736 |
|
0.618 |
0.9679 |
|
HIGH |
0.9588 |
|
0.618 |
0.9531 |
|
0.500 |
0.9514 |
|
0.382 |
0.9497 |
|
LOW |
0.9440 |
|
0.618 |
0.9349 |
|
1.000 |
0.9292 |
|
1.618 |
0.9201 |
|
2.618 |
0.9053 |
|
4.250 |
0.8811 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9547 |
0.9534 |
| PP |
0.9531 |
0.9504 |
| S1 |
0.9514 |
0.9474 |
|