CME Canadian Dollar Future March 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 |
1.0150 |
1.0100 |
-0.0050 |
-0.5% |
1.0157 |
| High |
1.0167 |
1.0110 |
-0.0057 |
-0.6% |
1.0245 |
| Low |
1.0125 |
1.0020 |
-0.0105 |
-1.0% |
1.0125 |
| Close |
1.0121 |
1.0070 |
-0.0051 |
-0.5% |
1.0121 |
| Range |
0.0042 |
0.0090 |
0.0048 |
114.3% |
0.0120 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.3% |
0.0000 |
| Volume |
21 |
58 |
37 |
176.2% |
229 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0293 |
1.0120 |
|
| R3 |
1.0247 |
1.0203 |
1.0095 |
|
| R2 |
1.0157 |
1.0157 |
1.0087 |
|
| R1 |
1.0113 |
1.0113 |
1.0078 |
1.0090 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0055 |
| S1 |
1.0023 |
1.0023 |
1.0062 |
1.0000 |
| S2 |
0.9977 |
0.9977 |
1.0054 |
|
| S3 |
0.9887 |
0.9933 |
1.0045 |
|
| S4 |
0.9797 |
0.9843 |
1.0021 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0442 |
1.0187 |
|
| R3 |
1.0404 |
1.0322 |
1.0154 |
|
| R2 |
1.0284 |
1.0284 |
1.0143 |
|
| R1 |
1.0202 |
1.0202 |
1.0132 |
1.0183 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0154 |
| S1 |
1.0082 |
1.0082 |
1.0110 |
1.0063 |
| S2 |
1.0044 |
1.0044 |
1.0099 |
|
| S3 |
0.9924 |
0.9962 |
1.0088 |
|
| S4 |
0.9804 |
0.9842 |
1.0055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0245 |
1.0020 |
0.0225 |
2.2% |
0.0060 |
0.6% |
22% |
False |
True |
39 |
| 10 |
1.0245 |
1.0020 |
0.0225 |
2.2% |
0.0056 |
0.6% |
22% |
False |
True |
50 |
| 20 |
1.0245 |
0.9988 |
0.0257 |
2.6% |
0.0072 |
0.7% |
32% |
False |
False |
110 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0056 |
0.6% |
15% |
False |
False |
82 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0047 |
0.5% |
15% |
False |
False |
59 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0040 |
0.4% |
15% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0493 |
|
2.618 |
1.0346 |
|
1.618 |
1.0256 |
|
1.000 |
1.0200 |
|
0.618 |
1.0166 |
|
HIGH |
1.0110 |
|
0.618 |
1.0076 |
|
0.500 |
1.0065 |
|
0.382 |
1.0054 |
|
LOW |
1.0020 |
|
0.618 |
0.9964 |
|
1.000 |
0.9930 |
|
1.618 |
0.9874 |
|
2.618 |
0.9784 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0122 |
| PP |
1.0067 |
1.0104 |
| S1 |
1.0065 |
1.0087 |
|