CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9779 |
0.9791 |
0.0012 |
0.1% |
0.9952 |
| High |
0.9800 |
0.9832 |
0.0032 |
0.3% |
1.0010 |
| Low |
0.9766 |
0.9775 |
0.0009 |
0.1% |
0.9766 |
| Close |
0.9791 |
0.9832 |
0.0041 |
0.4% |
0.9791 |
| Range |
0.0034 |
0.0057 |
0.0023 |
67.6% |
0.0244 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
22 |
37 |
15 |
68.2% |
95 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9965 |
0.9863 |
|
| R3 |
0.9927 |
0.9908 |
0.9848 |
|
| R2 |
0.9870 |
0.9870 |
0.9842 |
|
| R1 |
0.9851 |
0.9851 |
0.9837 |
0.9861 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9818 |
| S1 |
0.9794 |
0.9794 |
0.9827 |
0.9804 |
| S2 |
0.9756 |
0.9756 |
0.9822 |
|
| S3 |
0.9699 |
0.9737 |
0.9816 |
|
| S4 |
0.9642 |
0.9680 |
0.9801 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0588 |
1.0433 |
0.9925 |
|
| R3 |
1.0344 |
1.0189 |
0.9858 |
|
| R2 |
1.0100 |
1.0100 |
0.9836 |
|
| R1 |
0.9945 |
0.9945 |
0.9813 |
0.9901 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9833 |
| S1 |
0.9701 |
0.9701 |
0.9769 |
0.9657 |
| S2 |
0.9612 |
0.9612 |
0.9746 |
|
| S3 |
0.9368 |
0.9457 |
0.9724 |
|
| S4 |
0.9124 |
0.9213 |
0.9657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9950 |
0.9766 |
0.0184 |
1.9% |
0.0073 |
0.7% |
36% |
False |
False |
20 |
| 10 |
1.0058 |
0.9766 |
0.0292 |
3.0% |
0.0066 |
0.7% |
23% |
False |
False |
25 |
| 20 |
1.0058 |
0.9667 |
0.0391 |
4.0% |
0.0057 |
0.6% |
42% |
False |
False |
46 |
| 40 |
1.0160 |
0.9360 |
0.0800 |
8.1% |
0.0055 |
0.6% |
59% |
False |
False |
57 |
| 60 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0039 |
0.4% |
57% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0074 |
|
2.618 |
0.9981 |
|
1.618 |
0.9924 |
|
1.000 |
0.9889 |
|
0.618 |
0.9867 |
|
HIGH |
0.9832 |
|
0.618 |
0.9810 |
|
0.500 |
0.9804 |
|
0.382 |
0.9797 |
|
LOW |
0.9775 |
|
0.618 |
0.9740 |
|
1.000 |
0.9718 |
|
1.618 |
0.9683 |
|
2.618 |
0.9626 |
|
4.250 |
0.9533 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9823 |
0.9829 |
| PP |
0.9813 |
0.9826 |
| S1 |
0.9804 |
0.9823 |
|