CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9654 |
-0.0136 |
-1.4% |
1.0173 |
| High |
0.9814 |
0.9732 |
-0.0082 |
-0.8% |
1.0183 |
| Low |
0.9656 |
0.9595 |
-0.0061 |
-0.6% |
0.9631 |
| Close |
0.9702 |
0.9609 |
-0.0093 |
-1.0% |
0.9669 |
| Range |
0.0158 |
0.0137 |
-0.0021 |
-13.3% |
0.0552 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.6% |
0.0000 |
| Volume |
103,425 |
114,801 |
11,376 |
11.0% |
612,847 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9970 |
0.9684 |
|
| R3 |
0.9919 |
0.9833 |
0.9647 |
|
| R2 |
0.9782 |
0.9782 |
0.9634 |
|
| R1 |
0.9696 |
0.9696 |
0.9622 |
0.9671 |
| PP |
0.9645 |
0.9645 |
0.9645 |
0.9633 |
| S1 |
0.9559 |
0.9559 |
0.9596 |
0.9534 |
| S2 |
0.9508 |
0.9508 |
0.9584 |
|
| S3 |
0.9371 |
0.9422 |
0.9571 |
|
| S4 |
0.9234 |
0.9285 |
0.9534 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1484 |
1.1128 |
0.9973 |
|
| R3 |
1.0932 |
1.0576 |
0.9821 |
|
| R2 |
1.0380 |
1.0380 |
0.9770 |
|
| R1 |
1.0024 |
1.0024 |
0.9720 |
0.9926 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9779 |
| S1 |
0.9472 |
0.9472 |
0.9618 |
0.9374 |
| S2 |
0.9276 |
0.9276 |
0.9568 |
|
| S3 |
0.8724 |
0.8920 |
0.9517 |
|
| S4 |
0.8172 |
0.8368 |
0.9365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9839 |
0.9595 |
0.0244 |
2.5% |
0.0143 |
1.5% |
6% |
False |
True |
121,352 |
| 10 |
1.0204 |
0.9595 |
0.0609 |
6.3% |
0.0147 |
1.5% |
2% |
False |
True |
114,862 |
| 20 |
1.0246 |
0.9595 |
0.0651 |
6.8% |
0.0123 |
1.3% |
2% |
False |
True |
66,037 |
| 40 |
1.0378 |
0.9595 |
0.0783 |
8.1% |
0.0115 |
1.2% |
2% |
False |
True |
33,437 |
| 60 |
1.0593 |
0.9595 |
0.0998 |
10.4% |
0.0106 |
1.1% |
1% |
False |
True |
22,365 |
| 80 |
1.0593 |
0.9595 |
0.0998 |
10.4% |
0.0098 |
1.0% |
1% |
False |
True |
16,812 |
| 100 |
1.0593 |
0.9595 |
0.0998 |
10.4% |
0.0089 |
0.9% |
1% |
False |
True |
13,468 |
| 120 |
1.0593 |
0.9595 |
0.0998 |
10.4% |
0.0085 |
0.9% |
1% |
False |
True |
11,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0314 |
|
2.618 |
1.0091 |
|
1.618 |
0.9954 |
|
1.000 |
0.9869 |
|
0.618 |
0.9817 |
|
HIGH |
0.9732 |
|
0.618 |
0.9680 |
|
0.500 |
0.9664 |
|
0.382 |
0.9647 |
|
LOW |
0.9595 |
|
0.618 |
0.9510 |
|
1.000 |
0.9458 |
|
1.618 |
0.9373 |
|
2.618 |
0.9236 |
|
4.250 |
0.9013 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9664 |
0.9717 |
| PP |
0.9645 |
0.9681 |
| S1 |
0.9627 |
0.9645 |
|