CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9749 |
0.9817 |
0.0068 |
0.7% |
0.9608 |
| High |
0.9856 |
0.9885 |
0.0029 |
0.3% |
0.9860 |
| Low |
0.9714 |
0.9765 |
0.0051 |
0.5% |
0.9608 |
| Close |
0.9801 |
0.9779 |
-0.0022 |
-0.2% |
0.9856 |
| Range |
0.0142 |
0.0120 |
-0.0022 |
-15.5% |
0.0252 |
| ATR |
0.0125 |
0.0124 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
630 |
395 |
-235 |
-37.3% |
2,175 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0170 |
1.0094 |
0.9845 |
|
| R3 |
1.0050 |
0.9974 |
0.9812 |
|
| R2 |
0.9930 |
0.9930 |
0.9801 |
|
| R1 |
0.9854 |
0.9854 |
0.9790 |
0.9832 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9799 |
| S1 |
0.9734 |
0.9734 |
0.9768 |
0.9712 |
| S2 |
0.9690 |
0.9690 |
0.9757 |
|
| S3 |
0.9570 |
0.9614 |
0.9746 |
|
| S4 |
0.9450 |
0.9494 |
0.9713 |
|
|
| 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 |
0.9707 |
0.0208 |
2.1% |
0.0123 |
1.3% |
35% |
False |
False |
567 |
| 10 |
0.9915 |
0.9520 |
0.0395 |
4.0% |
0.0122 |
1.2% |
66% |
False |
False |
394 |
| 20 |
0.9915 |
0.9359 |
0.0556 |
5.7% |
0.0126 |
1.3% |
76% |
False |
False |
393 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0099 |
1.0% |
47% |
False |
False |
265 |
| 60 |
1.0486 |
0.9359 |
0.1127 |
11.5% |
0.0088 |
0.9% |
37% |
False |
False |
218 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0074 |
0.8% |
35% |
False |
False |
169 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0064 |
0.7% |
35% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0395 |
|
2.618 |
1.0199 |
|
1.618 |
1.0079 |
|
1.000 |
1.0005 |
|
0.618 |
0.9959 |
|
HIGH |
0.9885 |
|
0.618 |
0.9839 |
|
0.500 |
0.9825 |
|
0.382 |
0.9811 |
|
LOW |
0.9765 |
|
0.618 |
0.9691 |
|
1.000 |
0.9645 |
|
1.618 |
0.9571 |
|
2.618 |
0.9451 |
|
4.250 |
0.9255 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9815 |
| PP |
0.9810 |
0.9803 |
| S1 |
0.9794 |
0.9791 |
|