CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0140 |
0.0009 |
0.1% |
0.9990 |
| High |
1.0187 |
1.0151 |
-0.0036 |
-0.4% |
1.0187 |
| Low |
1.0126 |
1.0049 |
-0.0077 |
-0.8% |
0.9955 |
| Close |
1.0175 |
1.0058 |
-0.0117 |
-1.1% |
1.0175 |
| Range |
0.0061 |
0.0102 |
0.0041 |
67.2% |
0.0232 |
| ATR |
0.0079 |
0.0083 |
0.0003 |
4.2% |
0.0000 |
| Volume |
145 |
146 |
1 |
0.7% |
1,323 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0327 |
1.0114 |
|
| R3 |
1.0290 |
1.0225 |
1.0086 |
|
| R2 |
1.0188 |
1.0188 |
1.0077 |
|
| R1 |
1.0123 |
1.0123 |
1.0067 |
1.0105 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0077 |
| S1 |
1.0021 |
1.0021 |
1.0049 |
1.0003 |
| S2 |
0.9984 |
0.9984 |
1.0039 |
|
| S3 |
0.9882 |
0.9919 |
1.0030 |
|
| S4 |
0.9780 |
0.9817 |
1.0002 |
|
|
| 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 |
1.0000 |
0.0187 |
1.9% |
0.0093 |
0.9% |
31% |
False |
False |
254 |
| 10 |
1.0187 |
0.9955 |
0.0232 |
2.3% |
0.0079 |
0.8% |
44% |
False |
False |
176 |
| 20 |
1.0245 |
0.9955 |
0.0290 |
2.9% |
0.0067 |
0.7% |
36% |
False |
False |
116 |
| 40 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0066 |
0.7% |
17% |
False |
False |
117 |
| 60 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0055 |
0.5% |
17% |
False |
False |
85 |
| 80 |
1.0544 |
0.9955 |
0.0589 |
5.9% |
0.0046 |
0.5% |
17% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0585 |
|
2.618 |
1.0418 |
|
1.618 |
1.0316 |
|
1.000 |
1.0253 |
|
0.618 |
1.0214 |
|
HIGH |
1.0151 |
|
0.618 |
1.0112 |
|
0.500 |
1.0100 |
|
0.382 |
1.0088 |
|
LOW |
1.0049 |
|
0.618 |
0.9986 |
|
1.000 |
0.9947 |
|
1.618 |
0.9884 |
|
2.618 |
0.9782 |
|
4.250 |
0.9616 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0109 |
| PP |
1.0086 |
1.0092 |
| S1 |
1.0072 |
1.0075 |
|