CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
0.9965 |
0.9765 |
-0.0200 |
-2.0% |
0.9900 |
High |
0.9986 |
0.9865 |
-0.0121 |
-1.2% |
1.0075 |
Low |
0.9774 |
0.9758 |
-0.0016 |
-0.2% |
0.9765 |
Close |
0.9803 |
0.9832 |
0.0029 |
0.3% |
1.0033 |
Range |
0.0212 |
0.0107 |
-0.0105 |
-49.5% |
0.0310 |
ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.3% |
0.0000 |
Volume |
187 |
654 |
467 |
249.7% |
2,064 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0139 |
1.0093 |
0.9891 |
|
R3 |
1.0032 |
0.9986 |
0.9861 |
|
R2 |
0.9925 |
0.9925 |
0.9852 |
|
R1 |
0.9879 |
0.9879 |
0.9842 |
0.9902 |
PP |
0.9818 |
0.9818 |
0.9818 |
0.9830 |
S1 |
0.9772 |
0.9772 |
0.9822 |
0.9795 |
S2 |
0.9711 |
0.9711 |
0.9812 |
|
S3 |
0.9604 |
0.9665 |
0.9803 |
|
S4 |
0.9497 |
0.9558 |
0.9773 |
|
|
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 |
0.9758 |
0.0317 |
3.2% |
0.0123 |
1.3% |
23% |
False |
True |
421 |
10 |
1.0075 |
0.9735 |
0.0340 |
3.5% |
0.0120 |
1.2% |
29% |
False |
False |
348 |
20 |
1.0075 |
0.9520 |
0.0555 |
5.6% |
0.0121 |
1.2% |
56% |
False |
False |
371 |
40 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0114 |
1.2% |
57% |
False |
False |
340 |
60 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
53% |
False |
False |
261 |
80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0084 |
0.9% |
40% |
False |
False |
211 |
100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0074 |
0.8% |
40% |
False |
False |
172 |
120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0065 |
0.7% |
40% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0320 |
2.618 |
1.0145 |
1.618 |
1.0038 |
1.000 |
0.9972 |
0.618 |
0.9931 |
HIGH |
0.9865 |
0.618 |
0.9824 |
0.500 |
0.9812 |
0.382 |
0.9799 |
LOW |
0.9758 |
0.618 |
0.9692 |
1.000 |
0.9651 |
1.618 |
0.9585 |
2.618 |
0.9478 |
4.250 |
0.9303 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9825 |
0.9901 |
PP |
0.9818 |
0.9878 |
S1 |
0.9812 |
0.9855 |
|