CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0088 |
-0.0057 |
-0.6% |
1.0120 |
| High |
1.0150 |
1.0111 |
-0.0039 |
-0.4% |
1.0150 |
| Low |
1.0083 |
1.0000 |
-0.0083 |
-0.8% |
1.0000 |
| Close |
1.0089 |
1.0007 |
-0.0082 |
-0.8% |
1.0007 |
| Range |
0.0067 |
0.0111 |
0.0044 |
65.7% |
0.0150 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.5% |
0.0000 |
| Volume |
5,293 |
12,175 |
6,882 |
130.0% |
25,185 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0372 |
1.0301 |
1.0068 |
|
| R3 |
1.0261 |
1.0190 |
1.0038 |
|
| R2 |
1.0150 |
1.0150 |
1.0027 |
|
| R1 |
1.0079 |
1.0079 |
1.0017 |
1.0059 |
| PP |
1.0039 |
1.0039 |
1.0039 |
1.0030 |
| S1 |
0.9968 |
0.9968 |
0.9997 |
0.9948 |
| S2 |
0.9928 |
0.9928 |
0.9987 |
|
| S3 |
0.9817 |
0.9857 |
0.9976 |
|
| S4 |
0.9706 |
0.9746 |
0.9946 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0502 |
1.0405 |
1.0090 |
|
| R3 |
1.0352 |
1.0255 |
1.0048 |
|
| R2 |
1.0202 |
1.0202 |
1.0035 |
|
| R1 |
1.0105 |
1.0105 |
1.0021 |
1.0079 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0039 |
| S1 |
0.9955 |
0.9955 |
0.9993 |
0.9929 |
| S2 |
0.9902 |
0.9902 |
0.9980 |
|
| S3 |
0.9752 |
0.9805 |
0.9966 |
|
| S4 |
0.9602 |
0.9655 |
0.9925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0228 |
1.0000 |
0.0228 |
2.3% |
0.0094 |
0.9% |
3% |
False |
True |
5,334 |
| 10 |
1.0257 |
1.0000 |
0.0257 |
2.6% |
0.0086 |
0.9% |
3% |
False |
True |
3,357 |
| 20 |
1.0257 |
1.0000 |
0.0257 |
2.6% |
0.0085 |
0.8% |
3% |
False |
True |
1,910 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.3% |
0.0096 |
1.0% |
6% |
False |
False |
1,204 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.3% |
0.0091 |
0.9% |
6% |
False |
False |
865 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.3% |
0.0083 |
0.8% |
6% |
False |
False |
678 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.3% |
0.0079 |
0.8% |
6% |
False |
False |
554 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.3% |
0.0073 |
0.7% |
6% |
False |
False |
469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0583 |
|
2.618 |
1.0402 |
|
1.618 |
1.0291 |
|
1.000 |
1.0222 |
|
0.618 |
1.0180 |
|
HIGH |
1.0111 |
|
0.618 |
1.0069 |
|
0.500 |
1.0056 |
|
0.382 |
1.0042 |
|
LOW |
1.0000 |
|
0.618 |
0.9931 |
|
1.000 |
0.9889 |
|
1.618 |
0.9820 |
|
2.618 |
0.9709 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0075 |
| PP |
1.0039 |
1.0052 |
| S1 |
1.0023 |
1.0030 |
|