CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9755 |
-0.0029 |
-0.3% |
0.9608 |
| High |
0.9784 |
0.9860 |
0.0076 |
0.8% |
0.9860 |
| Low |
0.9707 |
0.9755 |
0.0048 |
0.5% |
0.9608 |
| Close |
0.9788 |
0.9856 |
0.0068 |
0.7% |
0.9856 |
| Range |
0.0077 |
0.0105 |
0.0028 |
36.4% |
0.0252 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,161 |
386 |
-775 |
-66.8% |
2,175 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0139 |
1.0102 |
0.9914 |
|
| R3 |
1.0034 |
0.9997 |
0.9885 |
|
| R2 |
0.9929 |
0.9929 |
0.9875 |
|
| R1 |
0.9892 |
0.9892 |
0.9866 |
0.9911 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9833 |
| S1 |
0.9787 |
0.9787 |
0.9846 |
0.9806 |
| S2 |
0.9719 |
0.9719 |
0.9837 |
|
| S3 |
0.9614 |
0.9682 |
0.9827 |
|
| S4 |
0.9509 |
0.9577 |
0.9798 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0445 |
0.9995 |
|
| R3 |
1.0279 |
1.0193 |
0.9925 |
|
| R2 |
1.0027 |
1.0027 |
0.9902 |
|
| R1 |
0.9941 |
0.9941 |
0.9879 |
0.9984 |
| PP |
0.9775 |
0.9775 |
0.9775 |
0.9796 |
| S1 |
0.9689 |
0.9689 |
0.9833 |
0.9732 |
| S2 |
0.9523 |
0.9523 |
0.9810 |
|
| S3 |
0.9271 |
0.9437 |
0.9787 |
|
| S4 |
0.9019 |
0.9185 |
0.9717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9608 |
0.0252 |
2.6% |
0.0107 |
1.1% |
98% |
True |
False |
435 |
| 10 |
0.9860 |
0.9359 |
0.0501 |
5.1% |
0.0114 |
1.2% |
99% |
True |
False |
380 |
| 20 |
1.0151 |
0.9359 |
0.0792 |
8.0% |
0.0118 |
1.2% |
63% |
False |
False |
367 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0092 |
0.9% |
56% |
False |
False |
239 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0082 |
0.8% |
42% |
False |
False |
198 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0070 |
0.7% |
42% |
False |
False |
154 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0060 |
0.6% |
42% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0306 |
|
2.618 |
1.0135 |
|
1.618 |
1.0030 |
|
1.000 |
0.9965 |
|
0.618 |
0.9925 |
|
HIGH |
0.9860 |
|
0.618 |
0.9820 |
|
0.500 |
0.9808 |
|
0.382 |
0.9795 |
|
LOW |
0.9755 |
|
0.618 |
0.9690 |
|
1.000 |
0.9650 |
|
1.618 |
0.9585 |
|
2.618 |
0.9480 |
|
4.250 |
0.9309 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9840 |
0.9824 |
| PP |
0.9824 |
0.9792 |
| S1 |
0.9808 |
0.9760 |
|