CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9608 |
0.9710 |
0.0102 |
1.1% |
0.9490 |
| High |
0.9726 |
0.9710 |
-0.0016 |
-0.2% |
0.9741 |
| Low |
0.9608 |
0.9650 |
0.0042 |
0.4% |
0.9359 |
| Close |
0.9712 |
0.9680 |
-0.0032 |
-0.3% |
0.9600 |
| Range |
0.0118 |
0.0060 |
-0.0058 |
-49.2% |
0.0382 |
| ATR |
0.0122 |
0.0117 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
331 |
163 |
-168 |
-50.8% |
1,629 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9860 |
0.9830 |
0.9713 |
|
| R3 |
0.9800 |
0.9770 |
0.9697 |
|
| R2 |
0.9740 |
0.9740 |
0.9691 |
|
| R1 |
0.9710 |
0.9710 |
0.9686 |
0.9695 |
| PP |
0.9680 |
0.9680 |
0.9680 |
0.9673 |
| S1 |
0.9650 |
0.9650 |
0.9675 |
0.9635 |
| S2 |
0.9620 |
0.9620 |
0.9669 |
|
| S3 |
0.9560 |
0.9590 |
0.9664 |
|
| S4 |
0.9500 |
0.9530 |
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 |
0.9440 |
0.0301 |
3.1% |
0.0115 |
1.2% |
80% |
False |
False |
262 |
| 10 |
0.9773 |
0.9359 |
0.0414 |
4.3% |
0.0115 |
1.2% |
78% |
False |
False |
324 |
| 20 |
1.0187 |
0.9359 |
0.0828 |
8.6% |
0.0113 |
1.2% |
39% |
False |
False |
319 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.2% |
0.0085 |
0.9% |
36% |
False |
False |
199 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0077 |
0.8% |
27% |
False |
False |
172 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0066 |
0.7% |
27% |
False |
False |
133 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0057 |
0.6% |
27% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9965 |
|
2.618 |
0.9867 |
|
1.618 |
0.9807 |
|
1.000 |
0.9770 |
|
0.618 |
0.9747 |
|
HIGH |
0.9710 |
|
0.618 |
0.9687 |
|
0.500 |
0.9680 |
|
0.382 |
0.9673 |
|
LOW |
0.9650 |
|
0.618 |
0.9613 |
|
1.000 |
0.9590 |
|
1.618 |
0.9553 |
|
2.618 |
0.9493 |
|
4.250 |
0.9395 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9680 |
0.9674 |
| PP |
0.9680 |
0.9668 |
| S1 |
0.9680 |
0.9662 |
|