CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9450 |
0.9520 |
0.0070 |
0.7% |
0.9653 |
| High |
0.9450 |
0.9581 |
0.0131 |
1.4% |
0.9800 |
| Low |
0.9360 |
0.9520 |
0.0160 |
1.7% |
0.9510 |
| Close |
0.9365 |
0.9562 |
0.0197 |
2.1% |
0.9544 |
| Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0290 |
| ATR |
0.0086 |
0.0096 |
0.0009 |
10.7% |
0.0000 |
| Volume |
27 |
50 |
23 |
85.2% |
242 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9737 |
0.9711 |
0.9596 |
|
| R3 |
0.9676 |
0.9650 |
0.9579 |
|
| R2 |
0.9615 |
0.9615 |
0.9573 |
|
| R1 |
0.9589 |
0.9589 |
0.9568 |
0.9602 |
| PP |
0.9554 |
0.9554 |
0.9554 |
0.9561 |
| S1 |
0.9528 |
0.9528 |
0.9556 |
0.9541 |
| S2 |
0.9493 |
0.9493 |
0.9551 |
|
| S3 |
0.9432 |
0.9467 |
0.9545 |
|
| S4 |
0.9371 |
0.9406 |
0.9528 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0306 |
0.9704 |
|
| R3 |
1.0198 |
1.0016 |
0.9624 |
|
| R2 |
0.9908 |
0.9908 |
0.9597 |
|
| R1 |
0.9726 |
0.9726 |
0.9571 |
0.9672 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9591 |
| S1 |
0.9436 |
0.9436 |
0.9517 |
0.9382 |
| S2 |
0.9328 |
0.9328 |
0.9491 |
|
| S3 |
0.9038 |
0.9146 |
0.9464 |
|
| S4 |
0.8748 |
0.8856 |
0.9385 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9741 |
|
1.618 |
0.9680 |
|
1.000 |
0.9642 |
|
0.618 |
0.9619 |
|
HIGH |
0.9581 |
|
0.618 |
0.9558 |
|
0.500 |
0.9551 |
|
0.382 |
0.9543 |
|
LOW |
0.9520 |
|
0.618 |
0.9482 |
|
1.000 |
0.9459 |
|
1.618 |
0.9421 |
|
2.618 |
0.9360 |
|
4.250 |
0.9261 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9532 |
| PP |
0.9554 |
0.9501 |
| S1 |
0.9551 |
0.9471 |
|