CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9690 |
-0.0040 |
-0.4% |
0.9875 |
| High |
0.9764 |
0.9775 |
0.0011 |
0.1% |
0.9885 |
| Low |
0.9695 |
0.9685 |
-0.0010 |
-0.1% |
0.9685 |
| Close |
0.9703 |
0.9717 |
0.0014 |
0.1% |
0.9717 |
| Range |
0.0069 |
0.0090 |
0.0021 |
30.4% |
0.0200 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
587 |
595 |
8 |
1.4% |
2,249 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9996 |
0.9946 |
0.9767 |
|
| R3 |
0.9906 |
0.9856 |
0.9742 |
|
| R2 |
0.9816 |
0.9816 |
0.9734 |
|
| R1 |
0.9766 |
0.9766 |
0.9725 |
0.9791 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9738 |
| S1 |
0.9676 |
0.9676 |
0.9709 |
0.9701 |
| S2 |
0.9636 |
0.9636 |
0.9701 |
|
| S3 |
0.9546 |
0.9586 |
0.9692 |
|
| S4 |
0.9456 |
0.9496 |
0.9668 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0240 |
0.9827 |
|
| R3 |
1.0162 |
1.0040 |
0.9772 |
|
| R2 |
0.9962 |
0.9962 |
0.9754 |
|
| R1 |
0.9840 |
0.9840 |
0.9735 |
0.9801 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9743 |
| S1 |
0.9640 |
0.9640 |
0.9699 |
0.9601 |
| S2 |
0.9562 |
0.9562 |
0.9680 |
|
| S3 |
0.9362 |
0.9440 |
0.9662 |
|
| S4 |
0.9162 |
0.9240 |
0.9607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9885 |
0.9685 |
0.0200 |
2.1% |
0.0085 |
0.9% |
16% |
False |
True |
449 |
| 10 |
0.9895 |
0.9685 |
0.0210 |
2.2% |
0.0094 |
1.0% |
15% |
False |
True |
354 |
| 20 |
1.0075 |
0.9685 |
0.0390 |
4.0% |
0.0112 |
1.1% |
8% |
False |
True |
359 |
| 40 |
1.0075 |
0.9359 |
0.0716 |
7.4% |
0.0115 |
1.2% |
50% |
False |
False |
354 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0105 |
1.1% |
40% |
False |
False |
300 |
| 80 |
1.0443 |
0.9359 |
0.1084 |
11.2% |
0.0096 |
1.0% |
33% |
False |
False |
257 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0083 |
0.9% |
30% |
False |
False |
210 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0073 |
0.8% |
30% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0158 |
|
2.618 |
1.0011 |
|
1.618 |
0.9921 |
|
1.000 |
0.9865 |
|
0.618 |
0.9831 |
|
HIGH |
0.9775 |
|
0.618 |
0.9741 |
|
0.500 |
0.9730 |
|
0.382 |
0.9719 |
|
LOW |
0.9685 |
|
0.618 |
0.9629 |
|
1.000 |
0.9595 |
|
1.618 |
0.9539 |
|
2.618 |
0.9449 |
|
4.250 |
0.9303 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9730 |
0.9745 |
| PP |
0.9726 |
0.9736 |
| S1 |
0.9721 |
0.9726 |
|