CME Canadian Dollar Future March 2012
| 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 |
1.0195 |
1.0150 |
-0.0045 |
-0.4% |
1.0157 |
| High |
1.0223 |
1.0167 |
-0.0056 |
-0.5% |
1.0245 |
| Low |
1.0186 |
1.0125 |
-0.0061 |
-0.6% |
1.0125 |
| Close |
1.0215 |
1.0121 |
-0.0094 |
-0.9% |
1.0121 |
| Range |
0.0037 |
0.0042 |
0.0005 |
13.5% |
0.0120 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.4% |
0.0000 |
| Volume |
24 |
21 |
-3 |
-12.5% |
229 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0234 |
1.0144 |
|
| R3 |
1.0222 |
1.0192 |
1.0133 |
|
| R2 |
1.0180 |
1.0180 |
1.0129 |
|
| R1 |
1.0150 |
1.0150 |
1.0125 |
1.0144 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0135 |
| S1 |
1.0108 |
1.0108 |
1.0117 |
1.0102 |
| S2 |
1.0096 |
1.0096 |
1.0113 |
|
| S3 |
1.0054 |
1.0066 |
1.0109 |
|
| S4 |
1.0012 |
1.0024 |
1.0098 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0442 |
1.0187 |
|
| R3 |
1.0404 |
1.0322 |
1.0154 |
|
| R2 |
1.0284 |
1.0284 |
1.0143 |
|
| R1 |
1.0202 |
1.0202 |
1.0132 |
1.0183 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0154 |
| S1 |
1.0082 |
1.0082 |
1.0110 |
1.0063 |
| S2 |
1.0044 |
1.0044 |
1.0099 |
|
| S3 |
0.9924 |
0.9962 |
1.0088 |
|
| S4 |
0.9804 |
0.9842 |
1.0055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0245 |
1.0125 |
0.0120 |
1.2% |
0.0054 |
0.5% |
-3% |
False |
True |
45 |
| 10 |
1.0245 |
1.0050 |
0.0195 |
1.9% |
0.0055 |
0.5% |
36% |
False |
False |
55 |
| 20 |
1.0245 |
0.9988 |
0.0257 |
2.5% |
0.0070 |
0.7% |
52% |
False |
False |
129 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0055 |
0.5% |
24% |
False |
False |
80 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0046 |
0.5% |
24% |
False |
False |
59 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0040 |
0.4% |
24% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0277 |
|
1.618 |
1.0235 |
|
1.000 |
1.0209 |
|
0.618 |
1.0193 |
|
HIGH |
1.0167 |
|
0.618 |
1.0151 |
|
0.500 |
1.0146 |
|
0.382 |
1.0141 |
|
LOW |
1.0125 |
|
0.618 |
1.0099 |
|
1.000 |
1.0083 |
|
1.618 |
1.0057 |
|
2.618 |
1.0015 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0185 |
| PP |
1.0138 |
1.0164 |
| S1 |
1.0129 |
1.0142 |
|