CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0020 |
-0.0025 |
-0.2% |
0.9990 |
| High |
1.0069 |
1.0026 |
-0.0043 |
-0.4% |
1.0187 |
| Low |
1.0025 |
0.9887 |
-0.0138 |
-1.4% |
0.9955 |
| Close |
1.0055 |
0.9937 |
-0.0118 |
-1.2% |
1.0175 |
| Range |
0.0044 |
0.0139 |
0.0095 |
215.9% |
0.0232 |
| ATR |
0.0080 |
0.0086 |
0.0006 |
7.9% |
0.0000 |
| Volume |
339 |
277 |
-62 |
-18.3% |
1,323 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0291 |
1.0013 |
|
| R3 |
1.0228 |
1.0152 |
0.9975 |
|
| R2 |
1.0089 |
1.0089 |
0.9962 |
|
| R1 |
1.0013 |
1.0013 |
0.9950 |
0.9982 |
| PP |
0.9950 |
0.9950 |
0.9950 |
0.9934 |
| S1 |
0.9874 |
0.9874 |
0.9924 |
0.9843 |
| S2 |
0.9811 |
0.9811 |
0.9912 |
|
| S3 |
0.9672 |
0.9735 |
0.9899 |
|
| S4 |
0.9533 |
0.9596 |
0.9861 |
|
|
| 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 |
0.9887 |
0.0300 |
3.0% |
0.0090 |
0.9% |
17% |
False |
True |
267 |
| 10 |
1.0187 |
0.9887 |
0.0300 |
3.0% |
0.0086 |
0.9% |
17% |
False |
True |
224 |
| 20 |
1.0245 |
0.9887 |
0.0358 |
3.6% |
0.0072 |
0.7% |
14% |
False |
True |
137 |
| 40 |
1.0486 |
0.9887 |
0.0599 |
6.0% |
0.0070 |
0.7% |
8% |
False |
True |
131 |
| 60 |
1.0544 |
0.9887 |
0.0657 |
6.6% |
0.0057 |
0.6% |
8% |
False |
True |
95 |
| 80 |
1.0544 |
0.9887 |
0.0657 |
6.6% |
0.0048 |
0.5% |
8% |
False |
True |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0390 |
|
1.618 |
1.0251 |
|
1.000 |
1.0165 |
|
0.618 |
1.0112 |
|
HIGH |
1.0026 |
|
0.618 |
0.9973 |
|
0.500 |
0.9957 |
|
0.382 |
0.9940 |
|
LOW |
0.9887 |
|
0.618 |
0.9801 |
|
1.000 |
0.9748 |
|
1.618 |
0.9662 |
|
2.618 |
0.9523 |
|
4.250 |
0.9296 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9957 |
1.0019 |
| PP |
0.9950 |
0.9992 |
| S1 |
0.9944 |
0.9964 |
|