CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9875 |
0.9880 |
0.0005 |
0.1% |
0.9830 |
High |
0.9880 |
0.9900 |
0.0020 |
0.2% |
0.9880 |
Low |
0.9850 |
0.9880 |
0.0030 |
0.3% |
0.9723 |
Close |
0.9862 |
0.9903 |
0.0041 |
0.4% |
0.9862 |
Range |
0.0030 |
0.0020 |
-0.0010 |
-33.3% |
0.0157 |
ATR |
0.0086 |
0.0083 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
39 |
129 |
90 |
230.8% |
198 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9954 |
0.9949 |
0.9914 |
|
R3 |
0.9934 |
0.9929 |
0.9909 |
|
R2 |
0.9914 |
0.9914 |
0.9907 |
|
R1 |
0.9909 |
0.9909 |
0.9905 |
0.9912 |
PP |
0.9894 |
0.9894 |
0.9894 |
0.9896 |
S1 |
0.9889 |
0.9889 |
0.9901 |
0.9892 |
S2 |
0.9874 |
0.9874 |
0.9899 |
|
S3 |
0.9854 |
0.9869 |
0.9898 |
|
S4 |
0.9834 |
0.9849 |
0.9892 |
|
|
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 |
0.9900 |
0.9723 |
0.0177 |
1.8% |
0.0054 |
0.5% |
102% |
True |
False |
64 |
10 |
0.9900 |
0.9667 |
0.0233 |
2.4% |
0.0049 |
0.5% |
101% |
True |
False |
67 |
20 |
0.9900 |
0.9360 |
0.0540 |
5.5% |
0.0053 |
0.5% |
101% |
True |
False |
65 |
40 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0041 |
0.4% |
65% |
False |
False |
59 |
60 |
1.0374 |
0.9360 |
0.1014 |
10.2% |
0.0031 |
0.3% |
54% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9985 |
2.618 |
0.9952 |
1.618 |
0.9932 |
1.000 |
0.9920 |
0.618 |
0.9912 |
HIGH |
0.9900 |
0.618 |
0.9892 |
0.500 |
0.9890 |
0.382 |
0.9888 |
LOW |
0.9880 |
0.618 |
0.9868 |
1.000 |
0.9860 |
1.618 |
0.9848 |
2.618 |
0.9828 |
4.250 |
0.9795 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9899 |
0.9873 |
PP |
0.9894 |
0.9842 |
S1 |
0.9890 |
0.9812 |
|