CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9885 |
0.9696 |
-0.0189 |
-1.9% |
1.0140 |
| High |
0.9885 |
0.9729 |
-0.0156 |
-1.6% |
1.0151 |
| Low |
0.9622 |
0.9640 |
0.0018 |
0.2% |
0.9622 |
| Close |
0.9677 |
0.9660 |
-0.0017 |
-0.2% |
0.9660 |
| Range |
0.0263 |
0.0089 |
-0.0174 |
-66.2% |
0.0529 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
472 |
714 |
242 |
51.3% |
1,948 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9943 |
0.9891 |
0.9709 |
|
| R3 |
0.9854 |
0.9802 |
0.9684 |
|
| R2 |
0.9765 |
0.9765 |
0.9676 |
|
| R1 |
0.9713 |
0.9713 |
0.9668 |
0.9695 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9667 |
| S1 |
0.9624 |
0.9624 |
0.9652 |
0.9606 |
| S2 |
0.9587 |
0.9587 |
0.9644 |
|
| S3 |
0.9498 |
0.9535 |
0.9636 |
|
| S4 |
0.9409 |
0.9446 |
0.9611 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1058 |
0.9951 |
|
| R3 |
1.0869 |
1.0529 |
0.9805 |
|
| R2 |
1.0340 |
1.0340 |
0.9757 |
|
| R1 |
1.0000 |
1.0000 |
0.9708 |
0.9906 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9764 |
| S1 |
0.9471 |
0.9471 |
0.9612 |
0.9377 |
| S2 |
0.9282 |
0.9282 |
0.9563 |
|
| S3 |
0.8753 |
0.8942 |
0.9515 |
|
| S4 |
0.8224 |
0.8413 |
0.9369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0151 |
0.9622 |
0.0529 |
5.5% |
0.0127 |
1.3% |
7% |
False |
False |
389 |
| 10 |
1.0187 |
0.9622 |
0.0565 |
5.8% |
0.0109 |
1.1% |
7% |
False |
False |
327 |
| 20 |
1.0245 |
0.9622 |
0.0623 |
6.4% |
0.0085 |
0.9% |
6% |
False |
False |
192 |
| 40 |
1.0443 |
0.9622 |
0.0821 |
8.5% |
0.0078 |
0.8% |
5% |
False |
False |
160 |
| 60 |
1.0544 |
0.9622 |
0.0922 |
9.5% |
0.0062 |
0.6% |
4% |
False |
False |
114 |
| 80 |
1.0544 |
0.9622 |
0.0922 |
9.5% |
0.0053 |
0.5% |
4% |
False |
False |
89 |
| 100 |
1.0544 |
0.9622 |
0.0922 |
9.5% |
0.0048 |
0.5% |
4% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0107 |
|
2.618 |
0.9962 |
|
1.618 |
0.9873 |
|
1.000 |
0.9818 |
|
0.618 |
0.9784 |
|
HIGH |
0.9729 |
|
0.618 |
0.9695 |
|
0.500 |
0.9685 |
|
0.382 |
0.9674 |
|
LOW |
0.9640 |
|
0.618 |
0.9585 |
|
1.000 |
0.9551 |
|
1.618 |
0.9496 |
|
2.618 |
0.9407 |
|
4.250 |
0.9262 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9824 |
| PP |
0.9676 |
0.9769 |
| S1 |
0.9668 |
0.9715 |
|