CME Canadian Dollar Future December 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 |
1.0081 |
1.0145 |
0.0064 |
0.6% |
1.0161 |
| High |
1.0145 |
1.0150 |
0.0005 |
0.0% |
1.0257 |
| Low |
1.0067 |
1.0083 |
0.0016 |
0.2% |
1.0134 |
| Close |
1.0122 |
1.0089 |
-0.0033 |
-0.3% |
1.0134 |
| Range |
0.0078 |
0.0067 |
-0.0011 |
-14.1% |
0.0123 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
4,567 |
5,293 |
726 |
15.9% |
8,004 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0266 |
1.0126 |
|
| R3 |
1.0241 |
1.0199 |
1.0107 |
|
| R2 |
1.0174 |
1.0174 |
1.0101 |
|
| R1 |
1.0132 |
1.0132 |
1.0095 |
1.0120 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0101 |
| S1 |
1.0065 |
1.0065 |
1.0083 |
1.0053 |
| S2 |
1.0040 |
1.0040 |
1.0077 |
|
| S3 |
0.9973 |
0.9998 |
1.0071 |
|
| S4 |
0.9906 |
0.9931 |
1.0052 |
|
|
| 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 |
1.0246 |
1.0015 |
0.0231 |
2.3% |
0.0083 |
0.8% |
32% |
False |
False |
3,250 |
| 10 |
1.0257 |
1.0015 |
0.0242 |
2.4% |
0.0084 |
0.8% |
31% |
False |
False |
2,170 |
| 20 |
1.0257 |
1.0009 |
0.0248 |
2.5% |
0.0085 |
0.8% |
32% |
False |
False |
1,344 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0095 |
0.9% |
19% |
False |
False |
907 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0092 |
0.9% |
19% |
False |
False |
664 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0083 |
0.8% |
19% |
False |
False |
526 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0079 |
0.8% |
19% |
False |
False |
432 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0073 |
0.7% |
19% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0325 |
|
1.618 |
1.0258 |
|
1.000 |
1.0217 |
|
0.618 |
1.0191 |
|
HIGH |
1.0150 |
|
0.618 |
1.0124 |
|
0.500 |
1.0117 |
|
0.382 |
1.0109 |
|
LOW |
1.0083 |
|
0.618 |
1.0042 |
|
1.000 |
1.0016 |
|
1.618 |
0.9975 |
|
2.618 |
0.9908 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0117 |
1.0087 |
| PP |
1.0107 |
1.0085 |
| S1 |
1.0098 |
1.0083 |
|