CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9795 |
0.9891 |
0.0096 |
1.0% |
1.0023 |
| High |
0.9915 |
0.9891 |
-0.0024 |
-0.2% |
1.0043 |
| Low |
0.9765 |
0.9751 |
-0.0014 |
-0.1% |
0.9751 |
| Close |
0.9892 |
0.9804 |
-0.0088 |
-0.9% |
0.9804 |
| Range |
0.0150 |
0.0140 |
-0.0010 |
-6.7% |
0.0292 |
| ATR |
0.0131 |
0.0131 |
0.0001 |
0.6% |
0.0000 |
| Volume |
193 |
261 |
68 |
35.2% |
1,591 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0235 |
1.0160 |
0.9881 |
|
| R3 |
1.0095 |
1.0020 |
0.9843 |
|
| R2 |
0.9955 |
0.9955 |
0.9830 |
|
| R1 |
0.9880 |
0.9880 |
0.9817 |
0.9848 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9799 |
| S1 |
0.9740 |
0.9740 |
0.9791 |
0.9708 |
| S2 |
0.9675 |
0.9675 |
0.9778 |
|
| S3 |
0.9535 |
0.9600 |
0.9766 |
|
| S4 |
0.9395 |
0.9460 |
0.9727 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0565 |
0.9965 |
|
| R3 |
1.0450 |
1.0273 |
0.9884 |
|
| R2 |
1.0158 |
1.0158 |
0.9858 |
|
| R1 |
0.9981 |
0.9981 |
0.9831 |
0.9924 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9837 |
| S1 |
0.9689 |
0.9689 |
0.9777 |
0.9632 |
| S2 |
0.9574 |
0.9574 |
0.9750 |
|
| S3 |
0.9282 |
0.9397 |
0.9724 |
|
| S4 |
0.8990 |
0.9105 |
0.9643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0043 |
0.9751 |
0.0292 |
3.0% |
0.0142 |
1.4% |
18% |
False |
True |
318 |
| 10 |
1.0075 |
0.9751 |
0.0324 |
3.3% |
0.0129 |
1.3% |
16% |
False |
True |
365 |
| 20 |
1.0075 |
0.9608 |
0.0467 |
4.8% |
0.0123 |
1.3% |
42% |
False |
False |
370 |
| 40 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0119 |
1.2% |
54% |
False |
False |
347 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
50% |
False |
False |
260 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0086 |
0.9% |
38% |
False |
False |
216 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0076 |
0.8% |
38% |
False |
False |
176 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0066 |
0.7% |
38% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0486 |
|
2.618 |
1.0258 |
|
1.618 |
1.0118 |
|
1.000 |
1.0031 |
|
0.618 |
0.9978 |
|
HIGH |
0.9891 |
|
0.618 |
0.9838 |
|
0.500 |
0.9821 |
|
0.382 |
0.9804 |
|
LOW |
0.9751 |
|
0.618 |
0.9664 |
|
1.000 |
0.9611 |
|
1.618 |
0.9524 |
|
2.618 |
0.9384 |
|
4.250 |
0.9156 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9833 |
| PP |
0.9815 |
0.9823 |
| S1 |
0.9810 |
0.9814 |
|