CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
0.9990 |
-0.0060 |
-0.6% |
1.0100 |
| High |
1.0050 |
1.0050 |
0.0000 |
0.0% |
1.0135 |
| Low |
1.0000 |
0.9955 |
-0.0045 |
-0.5% |
1.0000 |
| Close |
1.0001 |
1.0004 |
0.0003 |
0.0% |
1.0001 |
| Range |
0.0050 |
0.0095 |
0.0045 |
90.0% |
0.0135 |
| ATR |
0.0074 |
0.0076 |
0.0001 |
2.0% |
0.0000 |
| Volume |
124 |
199 |
75 |
60.5% |
295 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0241 |
1.0056 |
|
| R3 |
1.0193 |
1.0146 |
1.0030 |
|
| R2 |
1.0098 |
1.0098 |
1.0021 |
|
| R1 |
1.0051 |
1.0051 |
1.0013 |
1.0075 |
| PP |
1.0003 |
1.0003 |
1.0003 |
1.0015 |
| S1 |
0.9956 |
0.9956 |
0.9995 |
0.9980 |
| S2 |
0.9908 |
0.9908 |
0.9987 |
|
| S3 |
0.9813 |
0.9861 |
0.9978 |
|
| S4 |
0.9718 |
0.9766 |
0.9952 |
|
|
| 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 |
1.0135 |
0.9955 |
0.0180 |
1.8% |
0.0065 |
0.6% |
27% |
False |
True |
98 |
| 10 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0060 |
0.6% |
17% |
False |
True |
72 |
| 20 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0055 |
0.6% |
17% |
False |
True |
61 |
| 40 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0057 |
0.6% |
8% |
False |
True |
88 |
| 60 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0048 |
0.5% |
8% |
False |
True |
64 |
| 80 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0041 |
0.4% |
8% |
False |
True |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0299 |
|
1.618 |
1.0204 |
|
1.000 |
1.0145 |
|
0.618 |
1.0109 |
|
HIGH |
1.0050 |
|
0.618 |
1.0014 |
|
0.500 |
1.0003 |
|
0.382 |
0.9991 |
|
LOW |
0.9955 |
|
0.618 |
0.9896 |
|
1.000 |
0.9860 |
|
1.618 |
0.9801 |
|
2.618 |
0.9706 |
|
4.250 |
0.9551 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
1.0045 |
| PP |
1.0003 |
1.0031 |
| S1 |
1.0003 |
1.0018 |
|