CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9884 |
0.0029 |
0.3% |
1.0023 |
| High |
0.9895 |
0.9890 |
-0.0005 |
-0.1% |
1.0043 |
| Low |
0.9800 |
0.9740 |
-0.0060 |
-0.6% |
0.9751 |
| Close |
0.9878 |
0.9754 |
-0.0124 |
-1.3% |
0.9804 |
| Range |
0.0095 |
0.0150 |
0.0055 |
57.9% |
0.0292 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.5% |
0.0000 |
| Volume |
261 |
76 |
-185 |
-70.9% |
1,591 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0149 |
0.9837 |
|
| R3 |
1.0095 |
0.9999 |
0.9795 |
|
| R2 |
0.9945 |
0.9945 |
0.9782 |
|
| R1 |
0.9849 |
0.9849 |
0.9768 |
0.9822 |
| PP |
0.9795 |
0.9795 |
0.9795 |
0.9781 |
| S1 |
0.9699 |
0.9699 |
0.9740 |
0.9672 |
| S2 |
0.9645 |
0.9645 |
0.9727 |
|
| S3 |
0.9495 |
0.9549 |
0.9713 |
|
| S4 |
0.9345 |
0.9399 |
0.9672 |
|
|
| 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 |
0.9915 |
0.9740 |
0.0175 |
1.8% |
0.0119 |
1.2% |
8% |
False |
True |
244 |
| 10 |
1.0075 |
0.9740 |
0.0335 |
3.4% |
0.0121 |
1.2% |
4% |
False |
True |
332 |
| 20 |
1.0075 |
0.9707 |
0.0368 |
3.8% |
0.0120 |
1.2% |
13% |
False |
False |
377 |
| 40 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0119 |
1.2% |
48% |
False |
False |
348 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0100 |
1.0% |
45% |
False |
False |
260 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0090 |
0.9% |
33% |
False |
False |
224 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0079 |
0.8% |
33% |
False |
False |
183 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0069 |
0.7% |
33% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0528 |
|
2.618 |
1.0283 |
|
1.618 |
1.0133 |
|
1.000 |
1.0040 |
|
0.618 |
0.9983 |
|
HIGH |
0.9890 |
|
0.618 |
0.9833 |
|
0.500 |
0.9815 |
|
0.382 |
0.9797 |
|
LOW |
0.9740 |
|
0.618 |
0.9647 |
|
1.000 |
0.9590 |
|
1.618 |
0.9497 |
|
2.618 |
0.9347 |
|
4.250 |
0.9103 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9815 |
0.9818 |
| PP |
0.9795 |
0.9796 |
| S1 |
0.9774 |
0.9775 |
|