CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9875 |
0.9749 |
-0.0126 |
-1.3% |
0.9608 |
| High |
0.9915 |
0.9856 |
-0.0059 |
-0.6% |
0.9860 |
| Low |
0.9744 |
0.9714 |
-0.0030 |
-0.3% |
0.9608 |
| Close |
0.9774 |
0.9801 |
0.0027 |
0.3% |
0.9856 |
| Range |
0.0171 |
0.0142 |
-0.0029 |
-17.0% |
0.0252 |
| ATR |
0.0123 |
0.0125 |
0.0001 |
1.1% |
0.0000 |
| Volume |
264 |
630 |
366 |
138.6% |
2,175 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0216 |
1.0151 |
0.9879 |
|
| R3 |
1.0074 |
1.0009 |
0.9840 |
|
| R2 |
0.9932 |
0.9932 |
0.9827 |
|
| R1 |
0.9867 |
0.9867 |
0.9814 |
0.9900 |
| PP |
0.9790 |
0.9790 |
0.9790 |
0.9807 |
| S1 |
0.9725 |
0.9725 |
0.9788 |
0.9758 |
| S2 |
0.9648 |
0.9648 |
0.9775 |
|
| S3 |
0.9506 |
0.9583 |
0.9762 |
|
| S4 |
0.9364 |
0.9441 |
0.9723 |
|
|
| 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 |
0.9660 |
0.0255 |
2.6% |
0.0134 |
1.4% |
55% |
False |
False |
515 |
| 10 |
0.9915 |
0.9440 |
0.0475 |
4.8% |
0.0125 |
1.3% |
76% |
False |
False |
388 |
| 20 |
1.0026 |
0.9359 |
0.0667 |
6.8% |
0.0127 |
1.3% |
66% |
False |
False |
387 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0096 |
1.0% |
50% |
False |
False |
257 |
| 60 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0087 |
0.9% |
37% |
False |
False |
212 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0073 |
0.7% |
37% |
False |
False |
164 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0063 |
0.6% |
37% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0228 |
|
1.618 |
1.0086 |
|
1.000 |
0.9998 |
|
0.618 |
0.9944 |
|
HIGH |
0.9856 |
|
0.618 |
0.9802 |
|
0.500 |
0.9785 |
|
0.382 |
0.9768 |
|
LOW |
0.9714 |
|
0.618 |
0.9626 |
|
1.000 |
0.9572 |
|
1.618 |
0.9484 |
|
2.618 |
0.9342 |
|
4.250 |
0.9111 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9815 |
| PP |
0.9790 |
0.9810 |
| S1 |
0.9785 |
0.9806 |
|