CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
0.9712 |
-0.0288 |
-2.9% |
0.9996 |
| High |
1.0030 |
0.9715 |
-0.0315 |
-3.1% |
1.0160 |
| Low |
0.9900 |
0.9628 |
-0.0272 |
-2.7% |
0.9996 |
| Close |
0.9926 |
0.9673 |
-0.0253 |
-2.5% |
1.0160 |
| Range |
0.0130 |
0.0087 |
-0.0043 |
-33.1% |
0.0164 |
| ATR |
0.0055 |
0.0072 |
0.0017 |
31.7% |
0.0000 |
| Volume |
18 |
172 |
154 |
855.6% |
318 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9890 |
0.9721 |
|
| R3 |
0.9846 |
0.9803 |
0.9697 |
|
| R2 |
0.9759 |
0.9759 |
0.9689 |
|
| R1 |
0.9716 |
0.9716 |
0.9681 |
0.9694 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9661 |
| S1 |
0.9629 |
0.9629 |
0.9665 |
0.9607 |
| S2 |
0.9585 |
0.9585 |
0.9657 |
|
| S3 |
0.9498 |
0.9542 |
0.9649 |
|
| S4 |
0.9411 |
0.9455 |
0.9625 |
|
|
| 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 |
1.0085 |
|
2.618 |
0.9943 |
|
1.618 |
0.9856 |
|
1.000 |
0.9802 |
|
0.618 |
0.9769 |
|
HIGH |
0.9715 |
|
0.618 |
0.9682 |
|
0.500 |
0.9672 |
|
0.382 |
0.9661 |
|
LOW |
0.9628 |
|
0.618 |
0.9574 |
|
1.000 |
0.9541 |
|
1.618 |
0.9487 |
|
2.618 |
0.9400 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9834 |
| PP |
0.9672 |
0.9780 |
| S1 |
0.9672 |
0.9727 |
|