CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0108 |
-0.0053 |
-0.5% |
1.0138 |
| High |
1.0170 |
1.0130 |
-0.0040 |
-0.4% |
1.0170 |
| Low |
1.0101 |
1.0019 |
-0.0082 |
-0.8% |
1.0019 |
| Close |
1.0108 |
1.0025 |
-0.0083 |
-0.8% |
1.0025 |
| Range |
0.0069 |
0.0111 |
0.0042 |
60.9% |
0.0151 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.9% |
0.0000 |
| Volume |
75,958 |
102,334 |
26,376 |
34.7% |
395,582 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0319 |
1.0086 |
|
| R3 |
1.0280 |
1.0208 |
1.0056 |
|
| R2 |
1.0169 |
1.0169 |
1.0045 |
|
| R1 |
1.0097 |
1.0097 |
1.0035 |
1.0078 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0048 |
| S1 |
0.9986 |
0.9986 |
1.0015 |
0.9967 |
| S2 |
0.9947 |
0.9947 |
1.0005 |
|
| S3 |
0.9836 |
0.9875 |
0.9994 |
|
| S4 |
0.9725 |
0.9764 |
0.9964 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0426 |
1.0108 |
|
| R3 |
1.0373 |
1.0275 |
1.0067 |
|
| R2 |
1.0222 |
1.0222 |
1.0053 |
|
| R1 |
1.0124 |
1.0124 |
1.0039 |
1.0098 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0058 |
| S1 |
0.9973 |
0.9973 |
1.0011 |
0.9947 |
| S2 |
0.9920 |
0.9920 |
0.9997 |
|
| S3 |
0.9769 |
0.9822 |
0.9983 |
|
| S4 |
0.9618 |
0.9671 |
0.9942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0248 |
1.0019 |
0.0229 |
2.3% |
0.0097 |
1.0% |
3% |
False |
True |
94,968 |
| 10 |
1.0278 |
1.0019 |
0.0259 |
2.6% |
0.0093 |
0.9% |
2% |
False |
True |
85,565 |
| 20 |
1.0278 |
1.0019 |
0.0259 |
2.6% |
0.0093 |
0.9% |
2% |
False |
True |
83,733 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.4% |
0.0107 |
1.1% |
7% |
False |
False |
95,015 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.4% |
0.0104 |
1.0% |
7% |
False |
False |
90,373 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.4% |
0.0099 |
1.0% |
7% |
False |
False |
74,293 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.4% |
0.0098 |
1.0% |
7% |
False |
False |
59,510 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.4% |
0.0092 |
0.9% |
7% |
False |
False |
49,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0602 |
|
2.618 |
1.0421 |
|
1.618 |
1.0310 |
|
1.000 |
1.0241 |
|
0.618 |
1.0199 |
|
HIGH |
1.0130 |
|
0.618 |
1.0088 |
|
0.500 |
1.0075 |
|
0.382 |
1.0061 |
|
LOW |
1.0019 |
|
0.618 |
0.9950 |
|
1.000 |
0.9908 |
|
1.618 |
0.9839 |
|
2.618 |
0.9728 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0075 |
1.0095 |
| PP |
1.0058 |
1.0071 |
| S1 |
1.0042 |
1.0048 |
|