CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0120 |
-0.0102 |
-1.0% |
1.0161 |
| High |
1.0228 |
1.0134 |
-0.0094 |
-0.9% |
1.0257 |
| Low |
1.0134 |
1.0015 |
-0.0119 |
-1.2% |
1.0134 |
| Close |
1.0134 |
1.0079 |
-0.0055 |
-0.5% |
1.0134 |
| Range |
0.0094 |
0.0119 |
0.0025 |
26.6% |
0.0123 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,486 |
3,150 |
1,664 |
112.0% |
8,004 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0375 |
1.0144 |
|
| R3 |
1.0314 |
1.0256 |
1.0112 |
|
| R2 |
1.0195 |
1.0195 |
1.0101 |
|
| R1 |
1.0137 |
1.0137 |
1.0090 |
1.0107 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0061 |
| S1 |
1.0018 |
1.0018 |
1.0068 |
0.9988 |
| S2 |
0.9957 |
0.9957 |
1.0057 |
|
| S3 |
0.9838 |
0.9899 |
1.0046 |
|
| S4 |
0.9719 |
0.9780 |
1.0014 |
|
|
| 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 |
1.0015 |
0.0242 |
2.4% |
0.0081 |
0.8% |
26% |
False |
True |
2,010 |
| 10 |
1.0257 |
1.0015 |
0.0242 |
2.4% |
0.0081 |
0.8% |
26% |
False |
True |
1,246 |
| 20 |
1.0257 |
0.9967 |
0.0290 |
2.9% |
0.0098 |
1.0% |
39% |
False |
False |
1,011 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0098 |
1.0% |
18% |
False |
False |
676 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0091 |
0.9% |
18% |
False |
False |
503 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0082 |
0.8% |
18% |
False |
False |
405 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0079 |
0.8% |
18% |
False |
False |
334 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0072 |
0.7% |
18% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0640 |
|
2.618 |
1.0446 |
|
1.618 |
1.0327 |
|
1.000 |
1.0253 |
|
0.618 |
1.0208 |
|
HIGH |
1.0134 |
|
0.618 |
1.0089 |
|
0.500 |
1.0075 |
|
0.382 |
1.0060 |
|
LOW |
1.0015 |
|
0.618 |
0.9941 |
|
1.000 |
0.9896 |
|
1.618 |
0.9822 |
|
2.618 |
0.9703 |
|
4.250 |
0.9509 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0131 |
| PP |
1.0076 |
1.0113 |
| S1 |
1.0075 |
1.0096 |
|