CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9755 |
0.9875 |
0.0120 |
1.2% |
0.9608 |
| High |
0.9860 |
0.9915 |
0.0055 |
0.6% |
0.9860 |
| Low |
0.9755 |
0.9744 |
-0.0011 |
-0.1% |
0.9608 |
| Close |
0.9856 |
0.9774 |
-0.0082 |
-0.8% |
0.9856 |
| Range |
0.0105 |
0.0171 |
0.0066 |
62.9% |
0.0252 |
| ATR |
0.0120 |
0.0123 |
0.0004 |
3.1% |
0.0000 |
| Volume |
386 |
264 |
-122 |
-31.6% |
2,175 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0220 |
0.9868 |
|
| R3 |
1.0153 |
1.0049 |
0.9821 |
|
| R2 |
0.9982 |
0.9982 |
0.9805 |
|
| R1 |
0.9878 |
0.9878 |
0.9790 |
0.9845 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9794 |
| S1 |
0.9707 |
0.9707 |
0.9758 |
0.9674 |
| S2 |
0.9640 |
0.9640 |
0.9743 |
|
| S3 |
0.9469 |
0.9536 |
0.9727 |
|
| S4 |
0.9298 |
0.9365 |
0.9680 |
|
|
| 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 |
0.9915 |
0.9650 |
0.0265 |
2.7% |
0.0118 |
1.2% |
47% |
True |
False |
421 |
| 10 |
0.9915 |
0.9359 |
0.0556 |
5.7% |
0.0122 |
1.2% |
75% |
True |
False |
361 |
| 20 |
1.0069 |
0.9359 |
0.0710 |
7.3% |
0.0122 |
1.2% |
58% |
False |
False |
373 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0094 |
1.0% |
47% |
False |
False |
244 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0084 |
0.9% |
35% |
False |
False |
202 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0072 |
0.7% |
35% |
False |
False |
157 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0061 |
0.6% |
35% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0642 |
|
2.618 |
1.0363 |
|
1.618 |
1.0192 |
|
1.000 |
1.0086 |
|
0.618 |
1.0021 |
|
HIGH |
0.9915 |
|
0.618 |
0.9850 |
|
0.500 |
0.9830 |
|
0.382 |
0.9809 |
|
LOW |
0.9744 |
|
0.618 |
0.9638 |
|
1.000 |
0.9573 |
|
1.618 |
0.9467 |
|
2.618 |
0.9296 |
|
4.250 |
0.9017 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9830 |
0.9811 |
| PP |
0.9811 |
0.9799 |
| S1 |
0.9793 |
0.9786 |
|