CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9560 |
0.9598 |
0.0038 |
0.4% |
0.9490 |
| High |
0.9611 |
0.9741 |
0.0130 |
1.4% |
0.9741 |
| Low |
0.9520 |
0.9583 |
0.0063 |
0.7% |
0.9359 |
| Close |
0.9598 |
0.9600 |
0.0002 |
0.0% |
0.9600 |
| Range |
0.0091 |
0.0158 |
0.0067 |
73.6% |
0.0382 |
| ATR |
0.0118 |
0.0121 |
0.0003 |
2.4% |
0.0000 |
| Volume |
231 |
252 |
21 |
9.1% |
1,629 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0115 |
1.0016 |
0.9687 |
|
| R3 |
0.9957 |
0.9858 |
0.9643 |
|
| R2 |
0.9799 |
0.9799 |
0.9629 |
|
| R1 |
0.9700 |
0.9700 |
0.9614 |
0.9750 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9666 |
| S1 |
0.9542 |
0.9542 |
0.9586 |
0.9592 |
| S2 |
0.9483 |
0.9483 |
0.9571 |
|
| S3 |
0.9325 |
0.9384 |
0.9557 |
|
| S4 |
0.9167 |
0.9226 |
0.9513 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0538 |
0.9810 |
|
| R3 |
1.0331 |
1.0156 |
0.9705 |
|
| R2 |
0.9949 |
0.9949 |
0.9670 |
|
| R1 |
0.9774 |
0.9774 |
0.9635 |
0.9862 |
| PP |
0.9567 |
0.9567 |
0.9567 |
0.9610 |
| S1 |
0.9392 |
0.9392 |
0.9565 |
0.9480 |
| S2 |
0.9185 |
0.9185 |
0.9530 |
|
| S3 |
0.8803 |
0.9010 |
0.9495 |
|
| S4 |
0.8421 |
0.8628 |
0.9390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9741 |
0.9359 |
0.0382 |
4.0% |
0.0120 |
1.3% |
63% |
True |
False |
325 |
| 10 |
0.9825 |
0.9359 |
0.0466 |
4.9% |
0.0120 |
1.2% |
52% |
False |
False |
322 |
| 20 |
1.0187 |
0.9359 |
0.0828 |
8.6% |
0.0114 |
1.2% |
29% |
False |
False |
324 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0085 |
0.9% |
27% |
False |
False |
205 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0074 |
0.8% |
20% |
False |
False |
165 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0064 |
0.7% |
20% |
False |
False |
127 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.3% |
0.0055 |
0.6% |
20% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0155 |
|
1.618 |
0.9997 |
|
1.000 |
0.9899 |
|
0.618 |
0.9839 |
|
HIGH |
0.9741 |
|
0.618 |
0.9681 |
|
0.500 |
0.9662 |
|
0.382 |
0.9643 |
|
LOW |
0.9583 |
|
0.618 |
0.9485 |
|
1.000 |
0.9425 |
|
1.618 |
0.9327 |
|
2.618 |
0.9169 |
|
4.250 |
0.8912 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9597 |
| PP |
0.9641 |
0.9594 |
| S1 |
0.9621 |
0.9591 |
|