CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0161 |
0.0066 |
0.7% |
1.0172 |
| High |
1.0168 |
1.0170 |
0.0002 |
0.0% |
1.0278 |
| Low |
1.0083 |
1.0101 |
0.0018 |
0.2% |
1.0146 |
| Close |
1.0141 |
1.0108 |
-0.0033 |
-0.3% |
1.0154 |
| Range |
0.0085 |
0.0069 |
-0.0016 |
-18.8% |
0.0132 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
76,968 |
75,958 |
-1,010 |
-1.3% |
360,029 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0290 |
1.0146 |
|
| R3 |
1.0264 |
1.0221 |
1.0127 |
|
| R2 |
1.0195 |
1.0195 |
1.0121 |
|
| R1 |
1.0152 |
1.0152 |
1.0114 |
1.0139 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0120 |
| S1 |
1.0083 |
1.0083 |
1.0102 |
1.0070 |
| S2 |
1.0057 |
1.0057 |
1.0095 |
|
| S3 |
0.9988 |
1.0014 |
1.0089 |
|
| S4 |
0.9919 |
0.9945 |
1.0070 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0503 |
1.0227 |
|
| R3 |
1.0457 |
1.0371 |
1.0190 |
|
| R2 |
1.0325 |
1.0325 |
1.0178 |
|
| R1 |
1.0239 |
1.0239 |
1.0166 |
1.0216 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0181 |
| S1 |
1.0107 |
1.0107 |
1.0142 |
1.0084 |
| S2 |
1.0061 |
1.0061 |
1.0130 |
|
| S3 |
0.9929 |
0.9975 |
1.0118 |
|
| S4 |
0.9797 |
0.9843 |
1.0081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0267 |
1.0030 |
0.0237 |
2.3% |
0.0088 |
0.9% |
33% |
False |
False |
89,231 |
| 10 |
1.0278 |
1.0030 |
0.0248 |
2.5% |
0.0092 |
0.9% |
31% |
False |
False |
84,605 |
| 20 |
1.0278 |
1.0022 |
0.0256 |
2.5% |
0.0094 |
0.9% |
34% |
False |
False |
85,508 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0106 |
1.1% |
20% |
False |
False |
94,423 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0105 |
1.0% |
20% |
False |
False |
90,872 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0098 |
1.0% |
20% |
False |
False |
73,021 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0098 |
1.0% |
20% |
False |
False |
58,487 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0091 |
0.9% |
20% |
False |
False |
48,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0463 |
|
2.618 |
1.0351 |
|
1.618 |
1.0282 |
|
1.000 |
1.0239 |
|
0.618 |
1.0213 |
|
HIGH |
1.0170 |
|
0.618 |
1.0144 |
|
0.500 |
1.0136 |
|
0.382 |
1.0127 |
|
LOW |
1.0101 |
|
0.618 |
1.0058 |
|
1.000 |
1.0032 |
|
1.618 |
0.9989 |
|
2.618 |
0.9920 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0105 |
| PP |
1.0126 |
1.0103 |
| S1 |
1.0117 |
1.0100 |
|