CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0050 |
-0.0046 |
-0.5% |
1.0100 |
| High |
1.0135 |
1.0050 |
-0.0085 |
-0.8% |
1.0135 |
| Low |
1.0070 |
1.0000 |
-0.0070 |
-0.7% |
1.0000 |
| Close |
1.0076 |
1.0001 |
-0.0075 |
-0.7% |
1.0001 |
| Range |
0.0065 |
0.0050 |
-0.0015 |
-23.1% |
0.0135 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
34 |
124 |
90 |
264.7% |
295 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0167 |
1.0134 |
1.0029 |
|
| R3 |
1.0117 |
1.0084 |
1.0015 |
|
| R2 |
1.0067 |
1.0067 |
1.0010 |
|
| R1 |
1.0034 |
1.0034 |
1.0006 |
1.0026 |
| PP |
1.0017 |
1.0017 |
1.0017 |
1.0013 |
| S1 |
0.9984 |
0.9984 |
0.9996 |
0.9976 |
| S2 |
0.9967 |
0.9967 |
0.9992 |
|
| S3 |
0.9917 |
0.9934 |
0.9987 |
|
| S4 |
0.9867 |
0.9884 |
0.9974 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0361 |
1.0075 |
|
| R3 |
1.0315 |
1.0226 |
1.0038 |
|
| R2 |
1.0180 |
1.0180 |
1.0026 |
|
| R1 |
1.0091 |
1.0091 |
1.0013 |
1.0068 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0034 |
| S1 |
0.9956 |
0.9956 |
0.9989 |
0.9933 |
| S2 |
0.9910 |
0.9910 |
0.9976 |
|
| S3 |
0.9775 |
0.9821 |
0.9964 |
|
| S4 |
0.9640 |
0.9686 |
0.9927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0167 |
1.0000 |
0.0167 |
1.7% |
0.0054 |
0.5% |
1% |
False |
True |
63 |
| 10 |
1.0245 |
1.0000 |
0.0245 |
2.4% |
0.0061 |
0.6% |
0% |
False |
True |
57 |
| 20 |
1.0245 |
1.0000 |
0.0245 |
2.4% |
0.0055 |
0.5% |
0% |
False |
True |
86 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.6% |
0.0054 |
0.5% |
2% |
False |
False |
85 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.6% |
0.0048 |
0.5% |
2% |
False |
False |
61 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.6% |
0.0040 |
0.4% |
2% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0181 |
|
1.618 |
1.0131 |
|
1.000 |
1.0100 |
|
0.618 |
1.0081 |
|
HIGH |
1.0050 |
|
0.618 |
1.0031 |
|
0.500 |
1.0025 |
|
0.382 |
1.0019 |
|
LOW |
1.0000 |
|
0.618 |
0.9969 |
|
1.000 |
0.9950 |
|
1.618 |
0.9919 |
|
2.618 |
0.9869 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0025 |
1.0068 |
| PP |
1.0017 |
1.0045 |
| S1 |
1.0009 |
1.0023 |
|