CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0045 |
-0.0095 |
-0.9% |
0.9990 |
| High |
1.0151 |
1.0069 |
-0.0082 |
-0.8% |
1.0187 |
| Low |
1.0049 |
1.0025 |
-0.0024 |
-0.2% |
0.9955 |
| Close |
1.0058 |
1.0055 |
-0.0003 |
0.0% |
1.0175 |
| Range |
0.0102 |
0.0044 |
-0.0058 |
-56.9% |
0.0232 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
146 |
339 |
193 |
132.2% |
1,323 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0182 |
1.0162 |
1.0079 |
|
| R3 |
1.0138 |
1.0118 |
1.0067 |
|
| R2 |
1.0094 |
1.0094 |
1.0063 |
|
| R1 |
1.0074 |
1.0074 |
1.0059 |
1.0084 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0055 |
| S1 |
1.0030 |
1.0030 |
1.0051 |
1.0040 |
| S2 |
1.0006 |
1.0006 |
1.0047 |
|
| S3 |
0.9962 |
0.9986 |
1.0043 |
|
| S4 |
0.9918 |
0.9942 |
1.0031 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0720 |
1.0303 |
|
| R3 |
1.0570 |
1.0488 |
1.0239 |
|
| R2 |
1.0338 |
1.0338 |
1.0218 |
|
| R1 |
1.0256 |
1.0256 |
1.0196 |
1.0297 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0126 |
| S1 |
1.0024 |
1.0024 |
1.0154 |
1.0065 |
| S2 |
0.9874 |
0.9874 |
1.0132 |
|
| S3 |
0.9642 |
0.9792 |
1.0111 |
|
| S4 |
0.9410 |
0.9560 |
1.0047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0187 |
1.0025 |
0.0162 |
1.6% |
0.0078 |
0.8% |
19% |
False |
True |
239 |
| 10 |
1.0187 |
0.9955 |
0.0232 |
2.3% |
0.0074 |
0.7% |
43% |
False |
False |
204 |
| 20 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0065 |
0.6% |
34% |
False |
False |
127 |
| 40 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0067 |
0.7% |
17% |
False |
False |
124 |
| 60 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0055 |
0.6% |
17% |
False |
False |
90 |
| 80 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0047 |
0.5% |
17% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0256 |
|
2.618 |
1.0184 |
|
1.618 |
1.0140 |
|
1.000 |
1.0113 |
|
0.618 |
1.0096 |
|
HIGH |
1.0069 |
|
0.618 |
1.0052 |
|
0.500 |
1.0047 |
|
0.382 |
1.0042 |
|
LOW |
1.0025 |
|
0.618 |
0.9998 |
|
1.000 |
0.9981 |
|
1.618 |
0.9954 |
|
2.618 |
0.9910 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0052 |
1.0106 |
| PP |
1.0050 |
1.0089 |
| S1 |
1.0047 |
1.0072 |
|