CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0222 |
0.0024 |
0.2% |
1.0161 |
| High |
1.0246 |
1.0228 |
-0.0018 |
-0.2% |
1.0257 |
| Low |
1.0187 |
1.0134 |
-0.0053 |
-0.5% |
1.0134 |
| Close |
1.0228 |
1.0134 |
-0.0094 |
-0.9% |
1.0134 |
| Range |
0.0059 |
0.0094 |
0.0035 |
59.3% |
0.0123 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,757 |
1,486 |
-271 |
-15.4% |
8,004 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0385 |
1.0186 |
|
| R3 |
1.0353 |
1.0291 |
1.0160 |
|
| R2 |
1.0259 |
1.0259 |
1.0151 |
|
| R1 |
1.0197 |
1.0197 |
1.0143 |
1.0181 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0158 |
| S1 |
1.0103 |
1.0103 |
1.0125 |
1.0087 |
| S2 |
1.0071 |
1.0071 |
1.0117 |
|
| S3 |
0.9977 |
1.0009 |
1.0108 |
|
| S4 |
0.9883 |
0.9915 |
1.0082 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0462 |
1.0202 |
|
| R3 |
1.0421 |
1.0339 |
1.0168 |
|
| R2 |
1.0298 |
1.0298 |
1.0157 |
|
| R1 |
1.0216 |
1.0216 |
1.0145 |
1.0196 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0165 |
| S1 |
1.0093 |
1.0093 |
1.0123 |
1.0073 |
| S2 |
1.0052 |
1.0052 |
1.0111 |
|
| S3 |
0.9929 |
0.9970 |
1.0100 |
|
| S4 |
0.9806 |
0.9847 |
1.0066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0257 |
1.0134 |
0.0123 |
1.2% |
0.0074 |
0.7% |
0% |
False |
True |
1,600 |
| 10 |
1.0257 |
1.0053 |
0.0204 |
2.0% |
0.0078 |
0.8% |
40% |
False |
False |
976 |
| 20 |
1.0257 |
0.9967 |
0.0290 |
2.9% |
0.0099 |
1.0% |
58% |
False |
False |
889 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0096 |
0.9% |
27% |
False |
False |
601 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0090 |
0.9% |
27% |
False |
False |
452 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0081 |
0.8% |
27% |
False |
False |
366 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0078 |
0.8% |
27% |
False |
False |
303 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0072 |
0.7% |
27% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0628 |
|
2.618 |
1.0474 |
|
1.618 |
1.0380 |
|
1.000 |
1.0322 |
|
0.618 |
1.0286 |
|
HIGH |
1.0228 |
|
0.618 |
1.0192 |
|
0.500 |
1.0181 |
|
0.382 |
1.0170 |
|
LOW |
1.0134 |
|
0.618 |
1.0076 |
|
1.000 |
1.0040 |
|
1.618 |
0.9982 |
|
2.618 |
0.9888 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0196 |
| PP |
1.0165 |
1.0175 |
| S1 |
1.0150 |
1.0155 |
|