CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9995 |
0.0205 |
2.1% |
0.9830 |
| High |
0.9895 |
1.0058 |
0.0163 |
1.6% |
0.9880 |
| Low |
0.9790 |
0.9985 |
0.0195 |
2.0% |
0.9723 |
| Close |
0.9891 |
1.0046 |
0.0155 |
1.6% |
0.9862 |
| Range |
0.0105 |
0.0073 |
-0.0032 |
-30.5% |
0.0157 |
| ATR |
0.0085 |
0.0091 |
0.0006 |
6.9% |
0.0000 |
| Volume |
3 |
31 |
28 |
933.3% |
198 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0220 |
1.0086 |
|
| R3 |
1.0176 |
1.0147 |
1.0066 |
|
| R2 |
1.0103 |
1.0103 |
1.0059 |
|
| R1 |
1.0074 |
1.0074 |
1.0053 |
1.0089 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0037 |
| S1 |
1.0001 |
1.0001 |
1.0039 |
1.0016 |
| S2 |
0.9957 |
0.9957 |
1.0033 |
|
| S3 |
0.9884 |
0.9928 |
1.0026 |
|
| S4 |
0.9811 |
0.9855 |
1.0006 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0234 |
0.9948 |
|
| R3 |
1.0136 |
1.0077 |
0.9905 |
|
| R2 |
0.9979 |
0.9979 |
0.9891 |
|
| R1 |
0.9920 |
0.9920 |
0.9876 |
0.9950 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9836 |
| S1 |
0.9763 |
0.9763 |
0.9848 |
0.9793 |
| S2 |
0.9665 |
0.9665 |
0.9833 |
|
| S3 |
0.9508 |
0.9606 |
0.9819 |
|
| S4 |
0.9351 |
0.9449 |
0.9776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0058 |
0.9790 |
0.0268 |
2.7% |
0.0055 |
0.5% |
96% |
True |
False |
51 |
| 10 |
1.0058 |
0.9723 |
0.0335 |
3.3% |
0.0060 |
0.6% |
96% |
True |
False |
48 |
| 20 |
1.0058 |
0.9360 |
0.0698 |
6.9% |
0.0051 |
0.5% |
98% |
True |
False |
61 |
| 40 |
1.0195 |
0.9360 |
0.0835 |
8.3% |
0.0046 |
0.5% |
82% |
False |
False |
60 |
| 60 |
1.0226 |
0.9360 |
0.0866 |
8.6% |
0.0035 |
0.3% |
79% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0368 |
|
2.618 |
1.0249 |
|
1.618 |
1.0176 |
|
1.000 |
1.0131 |
|
0.618 |
1.0103 |
|
HIGH |
1.0058 |
|
0.618 |
1.0030 |
|
0.500 |
1.0022 |
|
0.382 |
1.0013 |
|
LOW |
0.9985 |
|
0.618 |
0.9940 |
|
1.000 |
0.9912 |
|
1.618 |
0.9867 |
|
2.618 |
0.9794 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0038 |
1.0005 |
| PP |
1.0030 |
0.9965 |
| S1 |
1.0022 |
0.9924 |
|