CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0085 |
0.0025 |
0.2% |
1.0168 |
| High |
1.0061 |
1.0091 |
0.0030 |
0.3% |
1.0195 |
| Low |
1.0036 |
1.0085 |
0.0049 |
0.5% |
1.0125 |
| Close |
1.0059 |
1.0103 |
0.0044 |
0.4% |
1.0108 |
| Range |
0.0025 |
0.0006 |
-0.0019 |
-76.0% |
0.0070 |
| ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
14 |
4 |
-10 |
-71.4% |
68 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0113 |
1.0106 |
|
| R3 |
1.0105 |
1.0107 |
1.0105 |
|
| R2 |
1.0099 |
1.0099 |
1.0104 |
|
| R1 |
1.0101 |
1.0101 |
1.0104 |
1.0100 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0093 |
| S1 |
1.0095 |
1.0095 |
1.0102 |
1.0094 |
| S2 |
1.0087 |
1.0087 |
1.0102 |
|
| S3 |
1.0081 |
1.0089 |
1.0101 |
|
| S4 |
1.0075 |
1.0083 |
1.0100 |
|
|
| 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 |
1.0117 |
|
2.618 |
1.0107 |
|
1.618 |
1.0101 |
|
1.000 |
1.0097 |
|
0.618 |
1.0095 |
|
HIGH |
1.0091 |
|
0.618 |
1.0089 |
|
0.500 |
1.0088 |
|
0.382 |
1.0087 |
|
LOW |
1.0085 |
|
0.618 |
1.0081 |
|
1.000 |
1.0079 |
|
1.618 |
1.0075 |
|
2.618 |
1.0069 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0101 |
| PP |
1.0093 |
1.0100 |
| S1 |
1.0088 |
1.0098 |
|