CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0023 |
0.9965 |
-0.0058 |
-0.6% |
0.9900 |
| High |
1.0043 |
0.9986 |
-0.0057 |
-0.6% |
1.0075 |
| Low |
0.9943 |
0.9774 |
-0.0169 |
-1.7% |
0.9765 |
| Close |
1.0030 |
0.9803 |
-0.0227 |
-2.3% |
1.0033 |
| Range |
0.0100 |
0.0212 |
0.0112 |
112.0% |
0.0310 |
| ATR |
0.0121 |
0.0131 |
0.0010 |
7.9% |
0.0000 |
| Volume |
296 |
187 |
-109 |
-36.8% |
2,064 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0359 |
0.9920 |
|
| R3 |
1.0278 |
1.0147 |
0.9861 |
|
| R2 |
1.0066 |
1.0066 |
0.9842 |
|
| R1 |
0.9935 |
0.9935 |
0.9822 |
0.9895 |
| PP |
0.9854 |
0.9854 |
0.9854 |
0.9834 |
| S1 |
0.9723 |
0.9723 |
0.9784 |
0.9683 |
| S2 |
0.9642 |
0.9642 |
0.9764 |
|
| S3 |
0.9430 |
0.9511 |
0.9745 |
|
| S4 |
0.9218 |
0.9299 |
0.9686 |
|
|
| 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 |
0.9774 |
0.0301 |
3.1% |
0.0128 |
1.3% |
10% |
False |
True |
383 |
| 10 |
1.0075 |
0.9735 |
0.0340 |
3.5% |
0.0121 |
1.2% |
20% |
False |
False |
322 |
| 20 |
1.0075 |
0.9440 |
0.0635 |
6.5% |
0.0123 |
1.3% |
57% |
False |
False |
355 |
| 40 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0112 |
1.1% |
54% |
False |
False |
325 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0099 |
1.0% |
50% |
False |
False |
253 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0084 |
0.9% |
37% |
False |
False |
203 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0073 |
0.7% |
37% |
False |
False |
166 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0064 |
0.7% |
37% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0887 |
|
2.618 |
1.0541 |
|
1.618 |
1.0329 |
|
1.000 |
1.0198 |
|
0.618 |
1.0117 |
|
HIGH |
0.9986 |
|
0.618 |
0.9905 |
|
0.500 |
0.9880 |
|
0.382 |
0.9855 |
|
LOW |
0.9774 |
|
0.618 |
0.9643 |
|
1.000 |
0.9562 |
|
1.618 |
0.9431 |
|
2.618 |
0.9219 |
|
4.250 |
0.8873 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9880 |
0.9915 |
| PP |
0.9854 |
0.9878 |
| S1 |
0.9829 |
0.9840 |
|