CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
1.0055 |
0.0065 |
0.7% |
1.0100 |
| High |
1.0050 |
1.0115 |
0.0065 |
0.6% |
1.0135 |
| Low |
0.9955 |
1.0000 |
0.0045 |
0.5% |
1.0000 |
| Close |
1.0004 |
1.0105 |
0.0101 |
1.0% |
1.0001 |
| Range |
0.0095 |
0.0115 |
0.0020 |
21.1% |
0.0135 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.7% |
0.0000 |
| Volume |
199 |
413 |
214 |
107.5% |
295 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0377 |
1.0168 |
|
| R3 |
1.0303 |
1.0262 |
1.0137 |
|
| R2 |
1.0188 |
1.0188 |
1.0126 |
|
| R1 |
1.0147 |
1.0147 |
1.0116 |
1.0168 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0084 |
| S1 |
1.0032 |
1.0032 |
1.0094 |
1.0053 |
| S2 |
0.9958 |
0.9958 |
1.0084 |
|
| S3 |
0.9843 |
0.9917 |
1.0073 |
|
| S4 |
0.9728 |
0.9802 |
1.0042 |
|
|
| 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% |
0.0070 |
0.7% |
83% |
False |
False |
169 |
| 10 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0065 |
0.6% |
52% |
False |
False |
104 |
| 20 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0058 |
0.6% |
52% |
False |
False |
79 |
| 40 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0060 |
0.6% |
25% |
False |
False |
99 |
| 60 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0050 |
0.5% |
25% |
False |
False |
71 |
| 80 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0043 |
0.4% |
25% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0416 |
|
1.618 |
1.0301 |
|
1.000 |
1.0230 |
|
0.618 |
1.0186 |
|
HIGH |
1.0115 |
|
0.618 |
1.0071 |
|
0.500 |
1.0058 |
|
0.382 |
1.0044 |
|
LOW |
1.0000 |
|
0.618 |
0.9929 |
|
1.000 |
0.9885 |
|
1.618 |
0.9814 |
|
2.618 |
0.9699 |
|
4.250 |
0.9511 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0089 |
1.0082 |
| PP |
1.0073 |
1.0058 |
| S1 |
1.0058 |
1.0035 |
|