CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9706 |
0.9802 |
0.0096 |
1.0% |
0.9528 |
High |
0.9853 |
0.9823 |
-0.0030 |
-0.3% |
0.9754 |
Low |
0.9666 |
0.9719 |
0.0053 |
0.5% |
0.9367 |
Close |
0.9836 |
0.9802 |
-0.0034 |
-0.3% |
0.9611 |
Range |
0.0187 |
0.0104 |
-0.0083 |
-44.4% |
0.0387 |
ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
97,616 |
80,486 |
-17,130 |
-17.5% |
578,231 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0093 |
1.0052 |
0.9859 |
|
R3 |
0.9989 |
0.9948 |
0.9831 |
|
R2 |
0.9885 |
0.9885 |
0.9821 |
|
R1 |
0.9844 |
0.9844 |
0.9812 |
0.9854 |
PP |
0.9781 |
0.9781 |
0.9781 |
0.9787 |
S1 |
0.9740 |
0.9740 |
0.9792 |
0.9750 |
S2 |
0.9677 |
0.9677 |
0.9783 |
|
S3 |
0.9573 |
0.9636 |
0.9773 |
|
S4 |
0.9469 |
0.9532 |
0.9745 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0738 |
1.0562 |
0.9824 |
|
R3 |
1.0351 |
1.0175 |
0.9717 |
|
R2 |
0.9964 |
0.9964 |
0.9682 |
|
R1 |
0.9788 |
0.9788 |
0.9646 |
0.9876 |
PP |
0.9577 |
0.9577 |
0.9577 |
0.9622 |
S1 |
0.9401 |
0.9401 |
0.9576 |
0.9489 |
S2 |
0.9190 |
0.9190 |
0.9540 |
|
S3 |
0.8803 |
0.9014 |
0.9505 |
|
S4 |
0.8416 |
0.8627 |
0.9398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9853 |
0.9583 |
0.0270 |
2.8% |
0.0134 |
1.4% |
81% |
False |
False |
80,997 |
10 |
0.9853 |
0.9367 |
0.0486 |
5.0% |
0.0131 |
1.3% |
90% |
False |
False |
99,561 |
20 |
1.0204 |
0.9367 |
0.0837 |
8.5% |
0.0139 |
1.4% |
52% |
False |
False |
107,211 |
40 |
1.0257 |
0.9367 |
0.0890 |
9.1% |
0.0115 |
1.2% |
49% |
False |
False |
58,115 |
60 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0112 |
1.1% |
35% |
False |
False |
38,917 |
80 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0105 |
1.1% |
35% |
False |
False |
29,242 |
100 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0097 |
1.0% |
35% |
False |
False |
23,419 |
120 |
1.0593 |
0.9367 |
0.1226 |
12.5% |
0.0091 |
0.9% |
35% |
False |
False |
19,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0265 |
2.618 |
1.0095 |
1.618 |
0.9991 |
1.000 |
0.9927 |
0.618 |
0.9887 |
HIGH |
0.9823 |
0.618 |
0.9783 |
0.500 |
0.9771 |
0.382 |
0.9759 |
LOW |
0.9719 |
0.618 |
0.9655 |
1.000 |
0.9615 |
1.618 |
0.9551 |
2.618 |
0.9447 |
4.250 |
0.9277 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9792 |
0.9786 |
PP |
0.9781 |
0.9770 |
S1 |
0.9771 |
0.9755 |
|