CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9884 |
0.9750 |
-0.0134 |
-1.4% |
1.0023 |
| High |
0.9890 |
0.9810 |
-0.0080 |
-0.8% |
1.0043 |
| Low |
0.9740 |
0.9720 |
-0.0020 |
-0.2% |
0.9751 |
| Close |
0.9754 |
0.9787 |
0.0033 |
0.3% |
0.9804 |
| Range |
0.0150 |
0.0090 |
-0.0060 |
-40.0% |
0.0292 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
76 |
398 |
322 |
423.7% |
1,591 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0042 |
1.0005 |
0.9837 |
|
| R3 |
0.9952 |
0.9915 |
0.9812 |
|
| R2 |
0.9862 |
0.9862 |
0.9804 |
|
| R1 |
0.9825 |
0.9825 |
0.9795 |
0.9844 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9782 |
| S1 |
0.9735 |
0.9735 |
0.9779 |
0.9754 |
| S2 |
0.9682 |
0.9682 |
0.9771 |
|
| S3 |
0.9592 |
0.9645 |
0.9762 |
|
| S4 |
0.9502 |
0.9555 |
0.9738 |
|
|
| 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 |
0.9895 |
0.9720 |
0.0175 |
1.8% |
0.0107 |
1.1% |
38% |
False |
True |
285 |
| 10 |
1.0056 |
0.9720 |
0.0336 |
3.4% |
0.0116 |
1.2% |
20% |
False |
True |
357 |
| 20 |
1.0075 |
0.9714 |
0.0361 |
3.7% |
0.0121 |
1.2% |
20% |
False |
False |
338 |
| 40 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0119 |
1.2% |
52% |
False |
False |
347 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0101 |
1.0% |
48% |
False |
False |
267 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0091 |
0.9% |
36% |
False |
False |
228 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0079 |
0.8% |
36% |
False |
False |
187 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0069 |
0.7% |
36% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0193 |
|
2.618 |
1.0046 |
|
1.618 |
0.9956 |
|
1.000 |
0.9900 |
|
0.618 |
0.9866 |
|
HIGH |
0.9810 |
|
0.618 |
0.9776 |
|
0.500 |
0.9765 |
|
0.382 |
0.9754 |
|
LOW |
0.9720 |
|
0.618 |
0.9664 |
|
1.000 |
0.9630 |
|
1.618 |
0.9574 |
|
2.618 |
0.9484 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9780 |
0.9808 |
| PP |
0.9772 |
0.9801 |
| S1 |
0.9765 |
0.9794 |
|