CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9440 |
0.9560 |
0.0120 |
1.3% |
0.9700 |
| High |
0.9588 |
0.9611 |
0.0023 |
0.2% |
0.9825 |
| Low |
0.9440 |
0.9520 |
0.0080 |
0.8% |
0.9493 |
| Close |
0.9564 |
0.9598 |
0.0034 |
0.4% |
0.9550 |
| Range |
0.0148 |
0.0091 |
-0.0057 |
-38.5% |
0.0332 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
334 |
231 |
-103 |
-30.8% |
1,598 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9849 |
0.9815 |
0.9648 |
|
| R3 |
0.9758 |
0.9724 |
0.9623 |
|
| R2 |
0.9667 |
0.9667 |
0.9615 |
|
| R1 |
0.9633 |
0.9633 |
0.9606 |
0.9650 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9585 |
| S1 |
0.9542 |
0.9542 |
0.9590 |
0.9559 |
| S2 |
0.9485 |
0.9485 |
0.9581 |
|
| S3 |
0.9394 |
0.9451 |
0.9573 |
|
| S4 |
0.9303 |
0.9360 |
0.9548 |
|
|
| 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 |
0.9611 |
0.9359 |
0.0252 |
2.6% |
0.0112 |
1.2% |
95% |
True |
False |
364 |
| 10 |
0.9825 |
0.9359 |
0.0466 |
4.9% |
0.0113 |
1.2% |
51% |
False |
False |
368 |
| 20 |
1.0187 |
0.9359 |
0.0828 |
8.6% |
0.0109 |
1.1% |
29% |
False |
False |
318 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0083 |
0.9% |
27% |
False |
False |
206 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0073 |
0.8% |
20% |
False |
False |
161 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0063 |
0.7% |
20% |
False |
False |
124 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0054 |
0.6% |
20% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9998 |
|
2.618 |
0.9849 |
|
1.618 |
0.9758 |
|
1.000 |
0.9702 |
|
0.618 |
0.9667 |
|
HIGH |
0.9611 |
|
0.618 |
0.9576 |
|
0.500 |
0.9566 |
|
0.382 |
0.9555 |
|
LOW |
0.9520 |
|
0.618 |
0.9464 |
|
1.000 |
0.9429 |
|
1.618 |
0.9373 |
|
2.618 |
0.9282 |
|
4.250 |
0.9133 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9587 |
0.9560 |
| PP |
0.9576 |
0.9523 |
| S1 |
0.9566 |
0.9485 |
|