CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0096 |
-0.0010 |
-0.1% |
1.0157 |
| High |
1.0106 |
1.0135 |
0.0029 |
0.3% |
1.0245 |
| Low |
1.0081 |
1.0070 |
-0.0011 |
-0.1% |
1.0125 |
| Close |
1.0113 |
1.0076 |
-0.0037 |
-0.4% |
1.0121 |
| Range |
0.0025 |
0.0065 |
0.0040 |
160.0% |
0.0120 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
79 |
34 |
-45 |
-57.0% |
229 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0289 |
1.0247 |
1.0112 |
|
| R3 |
1.0224 |
1.0182 |
1.0094 |
|
| R2 |
1.0159 |
1.0159 |
1.0088 |
|
| R1 |
1.0117 |
1.0117 |
1.0082 |
1.0106 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0088 |
| S1 |
1.0052 |
1.0052 |
1.0070 |
1.0041 |
| S2 |
1.0029 |
1.0029 |
1.0064 |
|
| S3 |
0.9964 |
0.9987 |
1.0058 |
|
| S4 |
0.9899 |
0.9922 |
1.0040 |
|
|
| 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 |
1.0223 |
1.0020 |
0.0203 |
2.0% |
0.0052 |
0.5% |
28% |
False |
False |
43 |
| 10 |
1.0245 |
1.0020 |
0.0225 |
2.2% |
0.0061 |
0.6% |
25% |
False |
False |
50 |
| 20 |
1.0245 |
1.0012 |
0.0233 |
2.3% |
0.0057 |
0.6% |
27% |
False |
False |
95 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0054 |
0.5% |
16% |
False |
False |
83 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0048 |
0.5% |
16% |
False |
False |
60 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0040 |
0.4% |
16% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0411 |
|
2.618 |
1.0305 |
|
1.618 |
1.0240 |
|
1.000 |
1.0200 |
|
0.618 |
1.0175 |
|
HIGH |
1.0135 |
|
0.618 |
1.0110 |
|
0.500 |
1.0103 |
|
0.382 |
1.0095 |
|
LOW |
1.0070 |
|
0.618 |
1.0030 |
|
1.000 |
1.0005 |
|
1.618 |
0.9965 |
|
2.618 |
0.9900 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0078 |
| PP |
1.0094 |
1.0077 |
| S1 |
1.0085 |
1.0077 |
|