CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9660 |
-0.0050 |
-0.5% |
0.9490 |
| High |
0.9710 |
0.9835 |
0.0125 |
1.3% |
0.9741 |
| Low |
0.9650 |
0.9660 |
0.0010 |
0.1% |
0.9359 |
| Close |
0.9680 |
0.9821 |
0.0141 |
1.5% |
0.9600 |
| Range |
0.0060 |
0.0175 |
0.0115 |
191.7% |
0.0382 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.5% |
0.0000 |
| Volume |
163 |
134 |
-29 |
-17.8% |
1,629 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0234 |
0.9917 |
|
| R3 |
1.0122 |
1.0059 |
0.9869 |
|
| R2 |
0.9947 |
0.9947 |
0.9853 |
|
| R1 |
0.9884 |
0.9884 |
0.9837 |
0.9916 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9788 |
| S1 |
0.9709 |
0.9709 |
0.9805 |
0.9741 |
| S2 |
0.9597 |
0.9597 |
0.9789 |
|
| S3 |
0.9422 |
0.9534 |
0.9773 |
|
| S4 |
0.9247 |
0.9359 |
0.9725 |
|
|
| 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 |
0.9835 |
0.9520 |
0.0315 |
3.2% |
0.0120 |
1.2% |
96% |
True |
False |
222 |
| 10 |
0.9835 |
0.9359 |
0.0476 |
4.8% |
0.0121 |
1.2% |
97% |
True |
False |
310 |
| 20 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0118 |
1.2% |
56% |
False |
False |
318 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0090 |
0.9% |
52% |
False |
False |
202 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0080 |
0.8% |
39% |
False |
False |
174 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0068 |
0.7% |
39% |
False |
False |
134 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0058 |
0.6% |
39% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0579 |
|
2.618 |
1.0293 |
|
1.618 |
1.0118 |
|
1.000 |
1.0010 |
|
0.618 |
0.9943 |
|
HIGH |
0.9835 |
|
0.618 |
0.9768 |
|
0.500 |
0.9748 |
|
0.382 |
0.9727 |
|
LOW |
0.9660 |
|
0.618 |
0.9552 |
|
1.000 |
0.9485 |
|
1.618 |
0.9377 |
|
2.618 |
0.9202 |
|
4.250 |
0.8916 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9797 |
0.9788 |
| PP |
0.9772 |
0.9755 |
| S1 |
0.9748 |
0.9722 |
|