CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9817 |
0.9755 |
-0.0062 |
-0.6% |
0.9608 |
| High |
0.9885 |
0.9835 |
-0.0050 |
-0.5% |
0.9860 |
| Low |
0.9765 |
0.9735 |
-0.0030 |
-0.3% |
0.9608 |
| Close |
0.9779 |
0.9832 |
0.0053 |
0.5% |
0.9856 |
| Range |
0.0120 |
0.0100 |
-0.0020 |
-16.7% |
0.0252 |
| ATR |
0.0124 |
0.0123 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
395 |
173 |
-222 |
-56.2% |
2,175 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0066 |
0.9887 |
|
| R3 |
1.0001 |
0.9966 |
0.9860 |
|
| R2 |
0.9901 |
0.9901 |
0.9850 |
|
| R1 |
0.9866 |
0.9866 |
0.9841 |
0.9884 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9809 |
| S1 |
0.9766 |
0.9766 |
0.9823 |
0.9784 |
| S2 |
0.9701 |
0.9701 |
0.9814 |
|
| S3 |
0.9601 |
0.9666 |
0.9805 |
|
| S4 |
0.9501 |
0.9566 |
0.9777 |
|
|
| 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 |
0.9714 |
0.0201 |
2.0% |
0.0128 |
1.3% |
59% |
False |
False |
369 |
| 10 |
0.9915 |
0.9583 |
0.0332 |
3.4% |
0.0123 |
1.2% |
75% |
False |
False |
388 |
| 20 |
0.9915 |
0.9359 |
0.0556 |
5.7% |
0.0118 |
1.2% |
85% |
False |
False |
378 |
| 40 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0100 |
1.0% |
53% |
False |
False |
269 |
| 60 |
1.0486 |
0.9359 |
0.1127 |
11.5% |
0.0090 |
0.9% |
42% |
False |
False |
221 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0075 |
0.8% |
40% |
False |
False |
171 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0065 |
0.7% |
40% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
1.0097 |
|
1.618 |
0.9997 |
|
1.000 |
0.9935 |
|
0.618 |
0.9897 |
|
HIGH |
0.9835 |
|
0.618 |
0.9797 |
|
0.500 |
0.9785 |
|
0.382 |
0.9773 |
|
LOW |
0.9735 |
|
0.618 |
0.9673 |
|
1.000 |
0.9635 |
|
1.618 |
0.9573 |
|
2.618 |
0.9473 |
|
4.250 |
0.9310 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9821 |
| PP |
0.9801 |
0.9810 |
| S1 |
0.9785 |
0.9800 |
|