CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9598 |
0.9608 |
0.0010 |
0.1% |
0.9490 |
| High |
0.9741 |
0.9726 |
-0.0015 |
-0.2% |
0.9741 |
| Low |
0.9583 |
0.9608 |
0.0025 |
0.3% |
0.9359 |
| Close |
0.9600 |
0.9712 |
0.0112 |
1.2% |
0.9600 |
| Range |
0.0158 |
0.0118 |
-0.0040 |
-25.3% |
0.0382 |
| ATR |
0.0121 |
0.0122 |
0.0000 |
0.3% |
0.0000 |
| Volume |
252 |
331 |
79 |
31.3% |
1,629 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0036 |
0.9992 |
0.9777 |
|
| R3 |
0.9918 |
0.9874 |
0.9744 |
|
| R2 |
0.9800 |
0.9800 |
0.9734 |
|
| R1 |
0.9756 |
0.9756 |
0.9723 |
0.9778 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9693 |
| S1 |
0.9638 |
0.9638 |
0.9701 |
0.9660 |
| S2 |
0.9564 |
0.9564 |
0.9690 |
|
| S3 |
0.9446 |
0.9520 |
0.9680 |
|
| S4 |
0.9328 |
0.9402 |
0.9647 |
|
|
| 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 |
3.9% |
0.0126 |
1.3% |
92% |
False |
False |
301 |
| 10 |
0.9825 |
0.9359 |
0.0466 |
4.8% |
0.0120 |
1.2% |
76% |
False |
False |
329 |
| 20 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0116 |
1.2% |
43% |
False |
False |
331 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0085 |
0.9% |
40% |
False |
False |
196 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0076 |
0.8% |
30% |
False |
False |
169 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0065 |
0.7% |
30% |
False |
False |
131 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0056 |
0.6% |
30% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0228 |
|
2.618 |
1.0035 |
|
1.618 |
0.9917 |
|
1.000 |
0.9844 |
|
0.618 |
0.9799 |
|
HIGH |
0.9726 |
|
0.618 |
0.9681 |
|
0.500 |
0.9667 |
|
0.382 |
0.9653 |
|
LOW |
0.9608 |
|
0.618 |
0.9535 |
|
1.000 |
0.9490 |
|
1.618 |
0.9417 |
|
2.618 |
0.9299 |
|
4.250 |
0.9107 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9697 |
0.9685 |
| PP |
0.9682 |
0.9658 |
| S1 |
0.9667 |
0.9631 |
|