CME Canadian Dollar Future March 2012
| 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 |
1.0175 |
1.0195 |
0.0020 |
0.2% |
1.0055 |
| High |
1.0245 |
1.0223 |
-0.0022 |
-0.2% |
1.0155 |
| Low |
1.0175 |
1.0186 |
0.0011 |
0.1% |
1.0050 |
| Close |
1.0174 |
1.0215 |
0.0041 |
0.4% |
1.0117 |
| Range |
0.0070 |
0.0037 |
-0.0033 |
-47.1% |
0.0105 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
25 |
24 |
-1 |
-4.0% |
328 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0304 |
1.0235 |
|
| R3 |
1.0282 |
1.0267 |
1.0225 |
|
| R2 |
1.0245 |
1.0245 |
1.0222 |
|
| R1 |
1.0230 |
1.0230 |
1.0218 |
1.0238 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0212 |
| S1 |
1.0193 |
1.0193 |
1.0212 |
1.0201 |
| S2 |
1.0171 |
1.0171 |
1.0208 |
|
| S3 |
1.0134 |
1.0156 |
1.0205 |
|
| S4 |
1.0097 |
1.0119 |
1.0195 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0375 |
1.0175 |
|
| R3 |
1.0317 |
1.0270 |
1.0146 |
|
| R2 |
1.0212 |
1.0212 |
1.0136 |
|
| R1 |
1.0165 |
1.0165 |
1.0127 |
1.0189 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0119 |
| S1 |
1.0060 |
1.0060 |
1.0107 |
1.0084 |
| S2 |
1.0002 |
1.0002 |
1.0098 |
|
| S3 |
0.9897 |
0.9955 |
1.0088 |
|
| S4 |
0.9792 |
0.9850 |
1.0059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0245 |
1.0050 |
0.0195 |
1.9% |
0.0067 |
0.7% |
85% |
False |
False |
51 |
| 10 |
1.0245 |
1.0050 |
0.0195 |
1.9% |
0.0058 |
0.6% |
85% |
False |
False |
59 |
| 20 |
1.0245 |
0.9988 |
0.0257 |
2.5% |
0.0073 |
0.7% |
88% |
False |
False |
135 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.4% |
0.0054 |
0.5% |
41% |
False |
False |
80 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.4% |
0.0046 |
0.4% |
41% |
False |
False |
59 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.4% |
0.0040 |
0.4% |
41% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0380 |
|
2.618 |
1.0320 |
|
1.618 |
1.0283 |
|
1.000 |
1.0260 |
|
0.618 |
1.0246 |
|
HIGH |
1.0223 |
|
0.618 |
1.0209 |
|
0.500 |
1.0205 |
|
0.382 |
1.0200 |
|
LOW |
1.0186 |
|
0.618 |
1.0163 |
|
1.000 |
1.0149 |
|
1.618 |
1.0126 |
|
2.618 |
1.0089 |
|
4.250 |
1.0029 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0208 |
| PP |
1.0208 |
1.0200 |
| S1 |
1.0205 |
1.0193 |
|