CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0131 |
0.0101 |
1.0% |
0.9990 |
| High |
1.0135 |
1.0187 |
0.0052 |
0.5% |
1.0187 |
| Low |
1.0030 |
1.0126 |
0.0096 |
1.0% |
0.9955 |
| Close |
1.0131 |
1.0175 |
0.0044 |
0.4% |
1.0175 |
| Range |
0.0105 |
0.0061 |
-0.0044 |
-41.9% |
0.0232 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
431 |
145 |
-286 |
-66.4% |
1,323 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0321 |
1.0209 |
|
| R3 |
1.0285 |
1.0260 |
1.0192 |
|
| R2 |
1.0224 |
1.0224 |
1.0186 |
|
| R1 |
1.0199 |
1.0199 |
1.0181 |
1.0212 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0169 |
| S1 |
1.0138 |
1.0138 |
1.0169 |
1.0151 |
| S2 |
1.0102 |
1.0102 |
1.0164 |
|
| S3 |
1.0041 |
1.0077 |
1.0158 |
|
| S4 |
0.9980 |
1.0016 |
1.0141 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0720 |
1.0303 |
|
| R3 |
1.0570 |
1.0488 |
1.0239 |
|
| R2 |
1.0338 |
1.0338 |
1.0218 |
|
| R1 |
1.0256 |
1.0256 |
1.0196 |
1.0297 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0126 |
| S1 |
1.0024 |
1.0024 |
1.0154 |
1.0065 |
| S2 |
0.9874 |
0.9874 |
1.0132 |
|
| S3 |
0.9642 |
0.9792 |
1.0111 |
|
| S4 |
0.9410 |
0.9560 |
1.0047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0187 |
0.9955 |
0.0232 |
2.3% |
0.0091 |
0.9% |
95% |
True |
False |
264 |
| 10 |
1.0187 |
0.9955 |
0.0232 |
2.3% |
0.0073 |
0.7% |
95% |
True |
False |
163 |
| 20 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0066 |
0.6% |
76% |
False |
False |
111 |
| 40 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0064 |
0.6% |
37% |
False |
False |
113 |
| 60 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0053 |
0.5% |
37% |
False |
False |
82 |
| 80 |
1.0544 |
0.9955 |
0.0589 |
5.8% |
0.0045 |
0.4% |
37% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0446 |
|
2.618 |
1.0347 |
|
1.618 |
1.0286 |
|
1.000 |
1.0248 |
|
0.618 |
1.0225 |
|
HIGH |
1.0187 |
|
0.618 |
1.0164 |
|
0.500 |
1.0157 |
|
0.382 |
1.0149 |
|
LOW |
1.0126 |
|
0.618 |
1.0088 |
|
1.000 |
1.0065 |
|
1.618 |
1.0027 |
|
2.618 |
0.9966 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0153 |
| PP |
1.0163 |
1.0131 |
| S1 |
1.0157 |
1.0109 |
|