CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0120 |
0.0065 |
0.6% |
1.0100 |
| High |
1.0115 |
1.0120 |
0.0005 |
0.0% |
1.0135 |
| Low |
1.0000 |
1.0040 |
0.0040 |
0.4% |
1.0000 |
| Close |
1.0105 |
1.0074 |
-0.0031 |
-0.3% |
1.0001 |
| Range |
0.0115 |
0.0080 |
-0.0035 |
-30.4% |
0.0135 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.1% |
0.0000 |
| Volume |
413 |
135 |
-278 |
-67.3% |
295 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0276 |
1.0118 |
|
| R3 |
1.0238 |
1.0196 |
1.0096 |
|
| R2 |
1.0158 |
1.0158 |
1.0089 |
|
| R1 |
1.0116 |
1.0116 |
1.0081 |
1.0097 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0069 |
| S1 |
1.0036 |
1.0036 |
1.0067 |
1.0017 |
| S2 |
0.9998 |
0.9998 |
1.0059 |
|
| S3 |
0.9918 |
0.9956 |
1.0052 |
|
| S4 |
0.9838 |
0.9876 |
1.0030 |
|
|
| 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% |
0.0081 |
0.8% |
66% |
False |
False |
181 |
| 10 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0067 |
0.7% |
41% |
False |
False |
111 |
| 20 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0062 |
0.6% |
41% |
False |
False |
85 |
| 40 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0061 |
0.6% |
20% |
False |
False |
101 |
| 60 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0052 |
0.5% |
20% |
False |
False |
73 |
| 80 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0043 |
0.4% |
20% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0329 |
|
1.618 |
1.0249 |
|
1.000 |
1.0200 |
|
0.618 |
1.0169 |
|
HIGH |
1.0120 |
|
0.618 |
1.0089 |
|
0.500 |
1.0080 |
|
0.382 |
1.0071 |
|
LOW |
1.0040 |
|
0.618 |
0.9991 |
|
1.000 |
0.9960 |
|
1.618 |
0.9911 |
|
2.618 |
0.9831 |
|
4.250 |
0.9700 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0080 |
1.0062 |
| PP |
1.0078 |
1.0050 |
| S1 |
1.0076 |
1.0038 |
|