CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0023 |
-0.0032 |
-0.3% |
0.9900 |
| High |
1.0056 |
1.0043 |
-0.0013 |
-0.1% |
1.0075 |
| Low |
1.0000 |
0.9943 |
-0.0057 |
-0.6% |
0.9765 |
| Close |
1.0033 |
1.0030 |
-0.0003 |
0.0% |
1.0033 |
| Range |
0.0056 |
0.0100 |
0.0044 |
78.6% |
0.0310 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
814 |
296 |
-518 |
-63.6% |
2,064 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0268 |
1.0085 |
|
| R3 |
1.0205 |
1.0168 |
1.0058 |
|
| R2 |
1.0105 |
1.0105 |
1.0048 |
|
| R1 |
1.0068 |
1.0068 |
1.0039 |
1.0087 |
| PP |
1.0005 |
1.0005 |
1.0005 |
1.0015 |
| S1 |
0.9968 |
0.9968 |
1.0021 |
0.9987 |
| S2 |
0.9905 |
0.9905 |
1.0012 |
|
| S3 |
0.9805 |
0.9868 |
1.0003 |
|
| S4 |
0.9705 |
0.9768 |
0.9975 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0770 |
1.0204 |
|
| R3 |
1.0578 |
1.0460 |
1.0118 |
|
| R2 |
1.0268 |
1.0268 |
1.0090 |
|
| R1 |
1.0150 |
1.0150 |
1.0061 |
1.0209 |
| PP |
0.9958 |
0.9958 |
0.9958 |
0.9987 |
| S1 |
0.9840 |
0.9840 |
1.0005 |
0.9899 |
| S2 |
0.9648 |
0.9648 |
0.9976 |
|
| S3 |
0.9338 |
0.9530 |
0.9948 |
|
| S4 |
0.9028 |
0.9220 |
0.9863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0075 |
0.9765 |
0.0310 |
3.1% |
0.0127 |
1.3% |
85% |
False |
False |
364 |
| 10 |
1.0075 |
0.9714 |
0.0361 |
3.6% |
0.0114 |
1.1% |
88% |
False |
False |
366 |
| 20 |
1.0075 |
0.9359 |
0.0716 |
7.1% |
0.0118 |
1.2% |
94% |
False |
False |
364 |
| 40 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0109 |
1.1% |
81% |
False |
False |
322 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0096 |
1.0% |
76% |
False |
False |
258 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
11.8% |
0.0082 |
0.8% |
57% |
False |
False |
201 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
11.8% |
0.0071 |
0.7% |
57% |
False |
False |
164 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
11.8% |
0.0063 |
0.6% |
57% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0468 |
|
2.618 |
1.0305 |
|
1.618 |
1.0205 |
|
1.000 |
1.0143 |
|
0.618 |
1.0105 |
|
HIGH |
1.0043 |
|
0.618 |
1.0005 |
|
0.500 |
0.9993 |
|
0.382 |
0.9981 |
|
LOW |
0.9943 |
|
0.618 |
0.9881 |
|
1.000 |
0.9843 |
|
1.618 |
0.9781 |
|
2.618 |
0.9681 |
|
4.250 |
0.9518 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0022 |
| PP |
1.0005 |
1.0013 |
| S1 |
0.9993 |
1.0005 |
|