CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9950 |
0.9840 |
-0.0110 |
-1.1% |
0.9880 |
| High |
0.9950 |
0.9847 |
-0.0103 |
-1.0% |
1.0058 |
| Low |
0.9780 |
0.9819 |
0.0039 |
0.4% |
0.9790 |
| Close |
0.9790 |
0.9819 |
0.0029 |
0.3% |
1.0017 |
| Range |
0.0170 |
0.0028 |
-0.0142 |
-83.5% |
0.0268 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
4 |
24 |
20 |
500.0% |
256 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9894 |
0.9834 |
|
| R3 |
0.9884 |
0.9866 |
0.9827 |
|
| R2 |
0.9856 |
0.9856 |
0.9824 |
|
| R1 |
0.9838 |
0.9838 |
0.9822 |
0.9833 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9826 |
| S1 |
0.9810 |
0.9810 |
0.9816 |
0.9805 |
| S2 |
0.9800 |
0.9800 |
0.9814 |
|
| S3 |
0.9772 |
0.9782 |
0.9811 |
|
| S4 |
0.9744 |
0.9754 |
0.9804 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0759 |
1.0656 |
1.0164 |
|
| R3 |
1.0491 |
1.0388 |
1.0091 |
|
| R2 |
1.0223 |
1.0223 |
1.0066 |
|
| R1 |
1.0120 |
1.0120 |
1.0042 |
1.0172 |
| PP |
0.9955 |
0.9955 |
0.9955 |
0.9981 |
| S1 |
0.9852 |
0.9852 |
0.9992 |
0.9904 |
| S2 |
0.9687 |
0.9687 |
0.9968 |
|
| S3 |
0.9419 |
0.9584 |
0.9943 |
|
| S4 |
0.9151 |
0.9316 |
0.9870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0058 |
0.9780 |
0.0278 |
2.8% |
0.0068 |
0.7% |
14% |
False |
False |
25 |
| 10 |
1.0058 |
0.9723 |
0.0335 |
3.4% |
0.0064 |
0.7% |
29% |
False |
False |
36 |
| 20 |
1.0058 |
0.9553 |
0.0505 |
5.1% |
0.0054 |
0.6% |
53% |
False |
False |
55 |
| 40 |
1.0160 |
0.9360 |
0.0800 |
8.1% |
0.0051 |
0.5% |
57% |
False |
False |
62 |
| 60 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0036 |
0.4% |
55% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9966 |
|
2.618 |
0.9920 |
|
1.618 |
0.9892 |
|
1.000 |
0.9875 |
|
0.618 |
0.9864 |
|
HIGH |
0.9847 |
|
0.618 |
0.9836 |
|
0.500 |
0.9833 |
|
0.382 |
0.9830 |
|
LOW |
0.9819 |
|
0.618 |
0.9802 |
|
1.000 |
0.9791 |
|
1.618 |
0.9774 |
|
2.618 |
0.9746 |
|
4.250 |
0.9700 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9833 |
0.9895 |
| PP |
0.9828 |
0.9870 |
| S1 |
0.9824 |
0.9844 |
|