CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9804 |
0.9855 |
0.0051 |
0.5% |
1.0023 |
| High |
0.9850 |
0.9895 |
0.0045 |
0.5% |
1.0043 |
| Low |
0.9791 |
0.9800 |
0.0009 |
0.1% |
0.9751 |
| Close |
0.9843 |
0.9878 |
0.0035 |
0.4% |
0.9804 |
| Range |
0.0059 |
0.0095 |
0.0036 |
61.0% |
0.0292 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
431 |
261 |
-170 |
-39.4% |
1,591 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0105 |
0.9930 |
|
| R3 |
1.0048 |
1.0010 |
0.9904 |
|
| R2 |
0.9953 |
0.9953 |
0.9895 |
|
| R1 |
0.9915 |
0.9915 |
0.9887 |
0.9934 |
| PP |
0.9858 |
0.9858 |
0.9858 |
0.9867 |
| S1 |
0.9820 |
0.9820 |
0.9869 |
0.9839 |
| S2 |
0.9763 |
0.9763 |
0.9861 |
|
| S3 |
0.9668 |
0.9725 |
0.9852 |
|
| S4 |
0.9573 |
0.9630 |
0.9826 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0565 |
0.9965 |
|
| R3 |
1.0450 |
1.0273 |
0.9884 |
|
| R2 |
1.0158 |
1.0158 |
0.9858 |
|
| R1 |
0.9981 |
0.9981 |
0.9831 |
0.9924 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9837 |
| S1 |
0.9689 |
0.9689 |
0.9777 |
0.9632 |
| S2 |
0.9574 |
0.9574 |
0.9750 |
|
| S3 |
0.9282 |
0.9397 |
0.9724 |
|
| S4 |
0.8990 |
0.9105 |
0.9643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9915 |
0.9751 |
0.0164 |
1.7% |
0.0110 |
1.1% |
77% |
False |
False |
360 |
| 10 |
1.0075 |
0.9751 |
0.0324 |
3.3% |
0.0119 |
1.2% |
39% |
False |
False |
371 |
| 20 |
1.0075 |
0.9660 |
0.0415 |
4.2% |
0.0122 |
1.2% |
53% |
False |
False |
380 |
| 40 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0117 |
1.2% |
63% |
False |
False |
349 |
| 60 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0098 |
1.0% |
59% |
False |
False |
259 |
| 80 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0088 |
0.9% |
44% |
False |
False |
224 |
| 100 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0077 |
0.8% |
44% |
False |
False |
182 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.0% |
0.0068 |
0.7% |
44% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0299 |
|
2.618 |
1.0144 |
|
1.618 |
1.0049 |
|
1.000 |
0.9990 |
|
0.618 |
0.9954 |
|
HIGH |
0.9895 |
|
0.618 |
0.9859 |
|
0.500 |
0.9848 |
|
0.382 |
0.9836 |
|
LOW |
0.9800 |
|
0.618 |
0.9741 |
|
1.000 |
0.9705 |
|
1.618 |
0.9646 |
|
2.618 |
0.9551 |
|
4.250 |
0.9396 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9868 |
0.9860 |
| PP |
0.9858 |
0.9841 |
| S1 |
0.9848 |
0.9823 |
|