CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
0.9885 |
-0.0135 |
-1.3% |
0.9990 |
| High |
1.0026 |
0.9885 |
-0.0141 |
-1.4% |
1.0187 |
| Low |
0.9887 |
0.9622 |
-0.0265 |
-2.7% |
0.9955 |
| Close |
0.9937 |
0.9677 |
-0.0260 |
-2.6% |
1.0175 |
| Range |
0.0139 |
0.0263 |
0.0124 |
89.2% |
0.0232 |
| ATR |
0.0086 |
0.0102 |
0.0016 |
19.0% |
0.0000 |
| Volume |
277 |
472 |
195 |
70.4% |
1,323 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0360 |
0.9822 |
|
| R3 |
1.0254 |
1.0097 |
0.9749 |
|
| R2 |
0.9991 |
0.9991 |
0.9725 |
|
| R1 |
0.9834 |
0.9834 |
0.9701 |
0.9781 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9702 |
| S1 |
0.9571 |
0.9571 |
0.9653 |
0.9518 |
| S2 |
0.9465 |
0.9465 |
0.9629 |
|
| S3 |
0.9202 |
0.9308 |
0.9605 |
|
| S4 |
0.8939 |
0.9045 |
0.9532 |
|
|
| 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 |
0.9622 |
0.0565 |
5.8% |
0.0122 |
1.3% |
10% |
False |
True |
275 |
| 10 |
1.0187 |
0.9622 |
0.0565 |
5.8% |
0.0105 |
1.1% |
10% |
False |
True |
268 |
| 20 |
1.0245 |
0.9622 |
0.0623 |
6.4% |
0.0083 |
0.9% |
9% |
False |
True |
159 |
| 40 |
1.0486 |
0.9622 |
0.0864 |
8.9% |
0.0076 |
0.8% |
6% |
False |
True |
143 |
| 60 |
1.0544 |
0.9622 |
0.0922 |
9.5% |
0.0061 |
0.6% |
6% |
False |
True |
102 |
| 80 |
1.0544 |
0.9622 |
0.0922 |
9.5% |
0.0052 |
0.5% |
6% |
False |
True |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0574 |
|
1.618 |
1.0311 |
|
1.000 |
1.0148 |
|
0.618 |
1.0048 |
|
HIGH |
0.9885 |
|
0.618 |
0.9785 |
|
0.500 |
0.9754 |
|
0.382 |
0.9722 |
|
LOW |
0.9622 |
|
0.618 |
0.9459 |
|
1.000 |
0.9359 |
|
1.618 |
0.9196 |
|
2.618 |
0.8933 |
|
4.250 |
0.8504 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9846 |
| PP |
0.9728 |
0.9789 |
| S1 |
0.9703 |
0.9733 |
|