CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9747 |
0.9730 |
-0.0017 |
-0.2% |
0.9804 |
| High |
0.9805 |
0.9764 |
-0.0041 |
-0.4% |
0.9895 |
| Low |
0.9697 |
0.9695 |
-0.0002 |
0.0% |
0.9720 |
| Close |
0.9784 |
0.9703 |
-0.0081 |
-0.8% |
0.9852 |
| Range |
0.0108 |
0.0069 |
-0.0039 |
-36.1% |
0.0175 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
807 |
587 |
-220 |
-27.3% |
1,292 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9884 |
0.9741 |
|
| R3 |
0.9859 |
0.9815 |
0.9722 |
|
| R2 |
0.9790 |
0.9790 |
0.9716 |
|
| R1 |
0.9746 |
0.9746 |
0.9709 |
0.9734 |
| PP |
0.9721 |
0.9721 |
0.9721 |
0.9714 |
| S1 |
0.9677 |
0.9677 |
0.9697 |
0.9665 |
| S2 |
0.9652 |
0.9652 |
0.9690 |
|
| S3 |
0.9583 |
0.9608 |
0.9684 |
|
| S4 |
0.9514 |
0.9539 |
0.9665 |
|
|
| 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 |
0.9695 |
0.0190 |
2.0% |
0.0090 |
0.9% |
4% |
False |
True |
356 |
| 10 |
0.9895 |
0.9695 |
0.0200 |
2.1% |
0.0099 |
1.0% |
4% |
False |
True |
320 |
| 20 |
1.0075 |
0.9695 |
0.0380 |
3.9% |
0.0112 |
1.2% |
2% |
False |
True |
335 |
| 40 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0115 |
1.2% |
48% |
False |
False |
357 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0104 |
1.1% |
39% |
False |
False |
291 |
| 80 |
1.0486 |
0.9359 |
0.1127 |
11.6% |
0.0096 |
1.0% |
31% |
False |
False |
250 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0083 |
0.9% |
29% |
False |
False |
204 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0073 |
0.7% |
29% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0057 |
|
2.618 |
0.9945 |
|
1.618 |
0.9876 |
|
1.000 |
0.9833 |
|
0.618 |
0.9807 |
|
HIGH |
0.9764 |
|
0.618 |
0.9738 |
|
0.500 |
0.9730 |
|
0.382 |
0.9721 |
|
LOW |
0.9695 |
|
0.618 |
0.9652 |
|
1.000 |
0.9626 |
|
1.618 |
0.9583 |
|
2.618 |
0.9514 |
|
4.250 |
0.9402 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9730 |
0.9750 |
| PP |
0.9721 |
0.9734 |
| S1 |
0.9712 |
0.9719 |
|