CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0060 |
-0.0100 |
-1.0% |
1.0168 |
| High |
1.0160 |
1.0061 |
-0.0099 |
-1.0% |
1.0195 |
| Low |
1.0125 |
1.0036 |
-0.0089 |
-0.9% |
1.0125 |
| Close |
1.0108 |
1.0059 |
-0.0049 |
-0.5% |
1.0108 |
| Range |
0.0035 |
0.0025 |
-0.0010 |
-28.6% |
0.0070 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
6.1% |
0.0000 |
| Volume |
6 |
14 |
8 |
133.3% |
68 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0118 |
1.0073 |
|
| R3 |
1.0102 |
1.0093 |
1.0066 |
|
| R2 |
1.0077 |
1.0077 |
1.0064 |
|
| R1 |
1.0068 |
1.0068 |
1.0061 |
1.0060 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0048 |
| S1 |
1.0043 |
1.0043 |
1.0057 |
1.0035 |
| S2 |
1.0027 |
1.0027 |
1.0054 |
|
| S3 |
1.0002 |
1.0018 |
1.0052 |
|
| S4 |
0.9977 |
0.9993 |
1.0045 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0300 |
1.0147 |
|
| R3 |
1.0283 |
1.0230 |
1.0127 |
|
| R2 |
1.0213 |
1.0213 |
1.0121 |
|
| R1 |
1.0160 |
1.0160 |
1.0114 |
1.0152 |
| PP |
1.0143 |
1.0143 |
1.0143 |
1.0138 |
| S1 |
1.0090 |
1.0090 |
1.0102 |
1.0082 |
| S2 |
1.0073 |
1.0073 |
1.0095 |
|
| S3 |
1.0003 |
1.0020 |
1.0089 |
|
| S4 |
0.9933 |
0.9950 |
1.0070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
1.0126 |
|
1.618 |
1.0101 |
|
1.000 |
1.0086 |
|
0.618 |
1.0076 |
|
HIGH |
1.0061 |
|
0.618 |
1.0051 |
|
0.500 |
1.0049 |
|
0.382 |
1.0046 |
|
LOW |
1.0036 |
|
0.618 |
1.0021 |
|
1.000 |
1.0011 |
|
1.618 |
0.9996 |
|
2.618 |
0.9971 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0116 |
| PP |
1.0052 |
1.0097 |
| S1 |
1.0049 |
1.0078 |
|