CME Canadian Dollar Future March 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 |
1.0100 |
1.0106 |
0.0006 |
0.1% |
1.0157 |
| High |
1.0110 |
1.0106 |
-0.0004 |
0.0% |
1.0245 |
| Low |
1.0020 |
1.0081 |
0.0061 |
0.6% |
1.0125 |
| Close |
1.0070 |
1.0113 |
0.0043 |
0.4% |
1.0121 |
| Range |
0.0090 |
0.0025 |
-0.0065 |
-72.2% |
0.0120 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
58 |
79 |
21 |
36.2% |
229 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0169 |
1.0127 |
|
| R3 |
1.0150 |
1.0144 |
1.0120 |
|
| R2 |
1.0125 |
1.0125 |
1.0118 |
|
| R1 |
1.0119 |
1.0119 |
1.0115 |
1.0122 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0102 |
| S1 |
1.0094 |
1.0094 |
1.0111 |
1.0097 |
| S2 |
1.0075 |
1.0075 |
1.0108 |
|
| S3 |
1.0050 |
1.0069 |
1.0106 |
|
| S4 |
1.0025 |
1.0044 |
1.0099 |
|
|
| 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% |
0.0053 |
0.5% |
41% |
False |
False |
41 |
| 10 |
1.0245 |
1.0020 |
0.0225 |
2.2% |
0.0059 |
0.6% |
41% |
False |
False |
50 |
| 20 |
1.0245 |
1.0000 |
0.0245 |
2.4% |
0.0063 |
0.6% |
46% |
False |
False |
102 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0054 |
0.5% |
22% |
False |
False |
83 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0047 |
0.5% |
22% |
False |
False |
60 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0040 |
0.4% |
22% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0212 |
|
2.618 |
1.0171 |
|
1.618 |
1.0146 |
|
1.000 |
1.0131 |
|
0.618 |
1.0121 |
|
HIGH |
1.0106 |
|
0.618 |
1.0096 |
|
0.500 |
1.0094 |
|
0.382 |
1.0091 |
|
LOW |
1.0081 |
|
0.618 |
1.0066 |
|
1.000 |
1.0056 |
|
1.618 |
1.0041 |
|
2.618 |
1.0016 |
|
4.250 |
0.9975 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0107 |
| PP |
1.0100 |
1.0100 |
| S1 |
1.0094 |
1.0094 |
|