CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0120 |
1.0030 |
-0.0090 |
-0.9% |
1.0100 |
High |
1.0120 |
1.0135 |
0.0015 |
0.1% |
1.0135 |
Low |
1.0040 |
1.0030 |
-0.0010 |
-0.1% |
1.0000 |
Close |
1.0074 |
1.0131 |
0.0057 |
0.6% |
1.0001 |
Range |
0.0080 |
0.0105 |
0.0025 |
31.3% |
0.0135 |
ATR |
0.0079 |
0.0081 |
0.0002 |
2.4% |
0.0000 |
Volume |
135 |
431 |
296 |
219.3% |
295 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0414 |
1.0377 |
1.0189 |
|
R3 |
1.0309 |
1.0272 |
1.0160 |
|
R2 |
1.0204 |
1.0204 |
1.0150 |
|
R1 |
1.0167 |
1.0167 |
1.0141 |
1.0186 |
PP |
1.0099 |
1.0099 |
1.0099 |
1.0108 |
S1 |
1.0062 |
1.0062 |
1.0121 |
1.0081 |
S2 |
0.9994 |
0.9994 |
1.0112 |
|
S3 |
0.9889 |
0.9957 |
1.0102 |
|
S4 |
0.9784 |
0.9852 |
1.0073 |
|
|
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% |
0.0089 |
0.9% |
98% |
True |
False |
260 |
10 |
1.0223 |
0.9955 |
0.0268 |
2.6% |
0.0070 |
0.7% |
66% |
False |
False |
151 |
20 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0066 |
0.7% |
61% |
False |
False |
106 |
40 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0063 |
0.6% |
30% |
False |
False |
110 |
60 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0053 |
0.5% |
30% |
False |
False |
80 |
80 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0045 |
0.4% |
30% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0581 |
2.618 |
1.0410 |
1.618 |
1.0305 |
1.000 |
1.0240 |
0.618 |
1.0200 |
HIGH |
1.0135 |
0.618 |
1.0095 |
0.500 |
1.0083 |
0.382 |
1.0070 |
LOW |
1.0030 |
0.618 |
0.9965 |
1.000 |
0.9925 |
1.618 |
0.9860 |
2.618 |
0.9755 |
4.250 |
0.9584 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0115 |
1.0110 |
PP |
1.0099 |
1.0089 |
S1 |
1.0083 |
1.0068 |
|