CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9917 |
0.9699 |
-0.0218 |
-2.2% |
1.0173 |
| High |
0.9929 |
0.9764 |
-0.0165 |
-1.7% |
1.0183 |
| Low |
0.9631 |
0.9645 |
0.0014 |
0.1% |
0.9631 |
| Close |
0.9686 |
0.9669 |
-0.0017 |
-0.2% |
0.9669 |
| Range |
0.0298 |
0.0119 |
-0.0179 |
-60.1% |
0.0552 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.0% |
0.0000 |
| Volume |
183,122 |
146,141 |
-36,981 |
-20.2% |
612,847 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
0.9978 |
0.9734 |
|
| R3 |
0.9931 |
0.9859 |
0.9702 |
|
| R2 |
0.9812 |
0.9812 |
0.9691 |
|
| R1 |
0.9740 |
0.9740 |
0.9680 |
0.9717 |
| PP |
0.9693 |
0.9693 |
0.9693 |
0.9681 |
| S1 |
0.9621 |
0.9621 |
0.9658 |
0.9598 |
| S2 |
0.9574 |
0.9574 |
0.9647 |
|
| S3 |
0.9455 |
0.9502 |
0.9636 |
|
| S4 |
0.9336 |
0.9383 |
0.9604 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1484 |
1.1128 |
0.9973 |
|
| R3 |
1.0932 |
1.0576 |
0.9821 |
|
| R2 |
1.0380 |
1.0380 |
0.9770 |
|
| R1 |
1.0024 |
1.0024 |
0.9720 |
0.9926 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9779 |
| S1 |
0.9472 |
0.9472 |
0.9618 |
0.9374 |
| S2 |
0.9276 |
0.9276 |
0.9568 |
|
| S3 |
0.8724 |
0.8920 |
0.9517 |
|
| S4 |
0.8172 |
0.8368 |
0.9365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0183 |
0.9631 |
0.0552 |
5.7% |
0.0158 |
1.6% |
7% |
False |
False |
122,569 |
| 10 |
1.0204 |
0.9631 |
0.0573 |
5.9% |
0.0133 |
1.4% |
7% |
False |
False |
83,170 |
| 20 |
1.0257 |
0.9631 |
0.0626 |
6.5% |
0.0109 |
1.1% |
6% |
False |
False |
43,263 |
| 40 |
1.0500 |
0.9631 |
0.0869 |
9.0% |
0.0109 |
1.1% |
4% |
False |
False |
21,940 |
| 60 |
1.0593 |
0.9631 |
0.0962 |
9.9% |
0.0100 |
1.0% |
4% |
False |
False |
14,701 |
| 80 |
1.0593 |
0.9631 |
0.0962 |
9.9% |
0.0093 |
1.0% |
4% |
False |
False |
11,061 |
| 100 |
1.0593 |
0.9631 |
0.0962 |
9.9% |
0.0086 |
0.9% |
4% |
False |
False |
8,867 |
| 120 |
1.0593 |
0.9631 |
0.0962 |
9.9% |
0.0081 |
0.8% |
4% |
False |
False |
7,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0270 |
|
2.618 |
1.0076 |
|
1.618 |
0.9957 |
|
1.000 |
0.9883 |
|
0.618 |
0.9838 |
|
HIGH |
0.9764 |
|
0.618 |
0.9719 |
|
0.500 |
0.9705 |
|
0.382 |
0.9690 |
|
LOW |
0.9645 |
|
0.618 |
0.9571 |
|
1.000 |
0.9526 |
|
1.618 |
0.9452 |
|
2.618 |
0.9333 |
|
4.250 |
0.9139 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9705 |
0.9848 |
| PP |
0.9693 |
0.9788 |
| S1 |
0.9681 |
0.9729 |
|