CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9747 |
-0.0038 |
-0.4% |
0.9804 |
| High |
0.9786 |
0.9805 |
0.0019 |
0.2% |
0.9895 |
| Low |
0.9725 |
0.9697 |
-0.0028 |
-0.3% |
0.9720 |
| Close |
0.9780 |
0.9784 |
0.0004 |
0.0% |
0.9852 |
| Range |
0.0061 |
0.0108 |
0.0047 |
77.0% |
0.0175 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
89 |
807 |
718 |
806.7% |
1,292 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0043 |
0.9843 |
|
| R3 |
0.9978 |
0.9935 |
0.9814 |
|
| R2 |
0.9870 |
0.9870 |
0.9804 |
|
| R1 |
0.9827 |
0.9827 |
0.9794 |
0.9849 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9773 |
| S1 |
0.9719 |
0.9719 |
0.9774 |
0.9741 |
| S2 |
0.9654 |
0.9654 |
0.9764 |
|
| S3 |
0.9546 |
0.9611 |
0.9754 |
|
| S4 |
0.9438 |
0.9503 |
0.9725 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0275 |
0.9948 |
|
| R3 |
1.0172 |
1.0100 |
0.9900 |
|
| R2 |
0.9997 |
0.9997 |
0.9884 |
|
| R1 |
0.9925 |
0.9925 |
0.9868 |
0.9961 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9841 |
| S1 |
0.9750 |
0.9750 |
0.9836 |
0.9786 |
| S2 |
0.9647 |
0.9647 |
0.9820 |
|
| S3 |
0.9472 |
0.9575 |
0.9804 |
|
| S4 |
0.9297 |
0.9400 |
0.9756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9885 |
0.9697 |
0.0188 |
1.9% |
0.0095 |
1.0% |
46% |
False |
True |
318 |
| 10 |
0.9915 |
0.9697 |
0.0218 |
2.2% |
0.0107 |
1.1% |
40% |
False |
True |
281 |
| 20 |
1.0075 |
0.9697 |
0.0378 |
3.9% |
0.0113 |
1.2% |
23% |
False |
True |
314 |
| 40 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0120 |
1.2% |
59% |
False |
False |
354 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0104 |
1.1% |
48% |
False |
False |
282 |
| 80 |
1.0486 |
0.9359 |
0.1127 |
11.5% |
0.0095 |
1.0% |
38% |
False |
False |
242 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0082 |
0.8% |
36% |
False |
False |
198 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0072 |
0.7% |
36% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0264 |
|
2.618 |
1.0088 |
|
1.618 |
0.9980 |
|
1.000 |
0.9913 |
|
0.618 |
0.9872 |
|
HIGH |
0.9805 |
|
0.618 |
0.9764 |
|
0.500 |
0.9751 |
|
0.382 |
0.9738 |
|
LOW |
0.9697 |
|
0.618 |
0.9630 |
|
1.000 |
0.9589 |
|
1.618 |
0.9522 |
|
2.618 |
0.9414 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9773 |
0.9791 |
| PP |
0.9762 |
0.9789 |
| S1 |
0.9751 |
0.9786 |
|