CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
1.0000 |
-0.0036 |
-0.4% |
0.9996 |
| High |
1.0040 |
1.0030 |
-0.0010 |
-0.1% |
1.0160 |
| Low |
1.0036 |
0.9900 |
-0.0136 |
-1.4% |
0.9996 |
| Close |
1.0045 |
0.9926 |
-0.0119 |
-1.2% |
1.0160 |
| Range |
0.0004 |
0.0130 |
0.0126 |
3,150.0% |
0.0164 |
| ATR |
0.0048 |
0.0055 |
0.0007 |
14.5% |
0.0000 |
| Volume |
21 |
18 |
-3 |
-14.3% |
318 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0264 |
0.9998 |
|
| R3 |
1.0212 |
1.0134 |
0.9962 |
|
| R2 |
1.0082 |
1.0082 |
0.9950 |
|
| R1 |
1.0004 |
1.0004 |
0.9938 |
0.9978 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9939 |
| S1 |
0.9874 |
0.9874 |
0.9914 |
0.9848 |
| S2 |
0.9822 |
0.9822 |
0.9902 |
|
| S3 |
0.9692 |
0.9744 |
0.9890 |
|
| S4 |
0.9562 |
0.9614 |
0.9855 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0543 |
1.0250 |
|
| R3 |
1.0433 |
1.0379 |
1.0205 |
|
| R2 |
1.0269 |
1.0269 |
1.0190 |
|
| R1 |
1.0215 |
1.0215 |
1.0175 |
1.0242 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0119 |
| S1 |
1.0051 |
1.0051 |
1.0145 |
1.0078 |
| S2 |
0.9941 |
0.9941 |
1.0130 |
|
| S3 |
0.9777 |
0.9887 |
1.0115 |
|
| S4 |
0.9613 |
0.9723 |
1.0070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0583 |
|
2.618 |
1.0370 |
|
1.618 |
1.0240 |
|
1.000 |
1.0160 |
|
0.618 |
1.0110 |
|
HIGH |
1.0030 |
|
0.618 |
0.9980 |
|
0.500 |
0.9965 |
|
0.382 |
0.9950 |
|
LOW |
0.9900 |
|
0.618 |
0.9820 |
|
1.000 |
0.9770 |
|
1.618 |
0.9690 |
|
2.618 |
0.9560 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9965 |
0.9972 |
| PP |
0.9952 |
0.9956 |
| S1 |
0.9939 |
0.9941 |
|