CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0196 |
1.0198 |
0.0002 |
0.0% |
1.0068 |
| High |
1.0257 |
1.0246 |
-0.0011 |
-0.1% |
1.0185 |
| Low |
1.0181 |
1.0187 |
0.0006 |
0.1% |
1.0053 |
| Close |
1.0189 |
1.0228 |
0.0039 |
0.4% |
1.0128 |
| Range |
0.0076 |
0.0059 |
-0.0017 |
-22.4% |
0.0132 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
1,995 |
1,757 |
-238 |
-11.9% |
1,764 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0372 |
1.0260 |
|
| R3 |
1.0338 |
1.0313 |
1.0244 |
|
| R2 |
1.0279 |
1.0279 |
1.0239 |
|
| R1 |
1.0254 |
1.0254 |
1.0233 |
1.0267 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0227 |
| S1 |
1.0195 |
1.0195 |
1.0223 |
1.0208 |
| S2 |
1.0161 |
1.0161 |
1.0217 |
|
| S3 |
1.0102 |
1.0136 |
1.0212 |
|
| S4 |
1.0043 |
1.0077 |
1.0196 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0455 |
1.0201 |
|
| R3 |
1.0386 |
1.0323 |
1.0164 |
|
| R2 |
1.0254 |
1.0254 |
1.0152 |
|
| R1 |
1.0191 |
1.0191 |
1.0140 |
1.0223 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0138 |
| S1 |
1.0059 |
1.0059 |
1.0116 |
1.0091 |
| S2 |
0.9990 |
0.9990 |
1.0104 |
|
| S3 |
0.9858 |
0.9927 |
1.0092 |
|
| S4 |
0.9726 |
0.9795 |
1.0055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0257 |
1.0053 |
0.0204 |
2.0% |
0.0077 |
0.8% |
86% |
False |
False |
1,379 |
| 10 |
1.0257 |
1.0053 |
0.0204 |
2.0% |
0.0077 |
0.8% |
86% |
False |
False |
944 |
| 20 |
1.0257 |
0.9967 |
0.0290 |
2.8% |
0.0100 |
1.0% |
90% |
False |
False |
903 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0096 |
0.9% |
42% |
False |
False |
570 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0090 |
0.9% |
42% |
False |
False |
428 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0081 |
0.8% |
42% |
False |
False |
347 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0078 |
0.8% |
42% |
False |
False |
288 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0073 |
0.7% |
42% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0497 |
|
2.618 |
1.0400 |
|
1.618 |
1.0341 |
|
1.000 |
1.0305 |
|
0.618 |
1.0282 |
|
HIGH |
1.0246 |
|
0.618 |
1.0223 |
|
0.500 |
1.0217 |
|
0.382 |
1.0210 |
|
LOW |
1.0187 |
|
0.618 |
1.0151 |
|
1.000 |
1.0128 |
|
1.618 |
1.0092 |
|
2.618 |
1.0033 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0222 |
| PP |
1.0220 |
1.0217 |
| S1 |
1.0217 |
1.0211 |
|