CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9773 |
0.9645 |
-0.0128 |
-1.3% |
1.0140 |
| High |
0.9773 |
0.9720 |
-0.0053 |
-0.5% |
1.0151 |
| Low |
0.9655 |
0.9586 |
-0.0069 |
-0.7% |
0.9622 |
| Close |
0.9690 |
0.9598 |
-0.0092 |
-0.9% |
0.9660 |
| Range |
0.0118 |
0.0134 |
0.0016 |
13.6% |
0.0529 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.5% |
0.0000 |
| Volume |
272 |
400 |
128 |
47.1% |
1,948 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
0.9951 |
0.9672 |
|
| R3 |
0.9903 |
0.9817 |
0.9635 |
|
| R2 |
0.9769 |
0.9769 |
0.9623 |
|
| R1 |
0.9683 |
0.9683 |
0.9610 |
0.9659 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9623 |
| S1 |
0.9549 |
0.9549 |
0.9586 |
0.9525 |
| S2 |
0.9501 |
0.9501 |
0.9573 |
|
| S3 |
0.9367 |
0.9415 |
0.9561 |
|
| S4 |
0.9233 |
0.9281 |
0.9524 |
|
|
| 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 |
0.9825 |
0.9586 |
0.0239 |
2.5% |
0.0113 |
1.2% |
5% |
False |
True |
373 |
| 10 |
1.0187 |
0.9586 |
0.0601 |
6.3% |
0.0117 |
1.2% |
2% |
False |
True |
324 |
| 20 |
1.0223 |
0.9586 |
0.0637 |
6.6% |
0.0094 |
1.0% |
2% |
False |
True |
238 |
| 40 |
1.0310 |
0.9586 |
0.0724 |
7.5% |
0.0086 |
0.9% |
2% |
False |
True |
186 |
| 60 |
1.0544 |
0.9586 |
0.0958 |
10.0% |
0.0068 |
0.7% |
1% |
False |
True |
132 |
| 80 |
1.0544 |
0.9586 |
0.0958 |
10.0% |
0.0057 |
0.6% |
1% |
False |
True |
103 |
| 100 |
1.0544 |
0.9586 |
0.0958 |
10.0% |
0.0051 |
0.5% |
1% |
False |
True |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0071 |
|
1.618 |
0.9937 |
|
1.000 |
0.9854 |
|
0.618 |
0.9803 |
|
HIGH |
0.9720 |
|
0.618 |
0.9669 |
|
0.500 |
0.9653 |
|
0.382 |
0.9637 |
|
LOW |
0.9586 |
|
0.618 |
0.9503 |
|
1.000 |
0.9452 |
|
1.618 |
0.9369 |
|
2.618 |
0.9235 |
|
4.250 |
0.9017 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9653 |
0.9706 |
| PP |
0.9635 |
0.9670 |
| S1 |
0.9616 |
0.9634 |
|