CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0227 |
0.0000 |
0.0% |
1.0132 |
| High |
1.0250 |
1.0293 |
0.0043 |
0.4% |
1.0239 |
| Low |
1.0213 |
1.0226 |
0.0013 |
0.1% |
1.0079 |
| Close |
1.0229 |
1.0272 |
0.0043 |
0.4% |
1.0221 |
| Range |
0.0037 |
0.0067 |
0.0030 |
81.1% |
0.0160 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.0% |
0.0000 |
| Volume |
96,803 |
113,577 |
16,774 |
17.3% |
459,539 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0435 |
1.0309 |
|
| R3 |
1.0398 |
1.0368 |
1.0290 |
|
| R2 |
1.0331 |
1.0331 |
1.0284 |
|
| R1 |
1.0301 |
1.0301 |
1.0278 |
1.0316 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0271 |
| S1 |
1.0234 |
1.0234 |
1.0266 |
1.0249 |
| S2 |
1.0197 |
1.0197 |
1.0260 |
|
| S3 |
1.0130 |
1.0167 |
1.0254 |
|
| S4 |
1.0063 |
1.0100 |
1.0235 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0600 |
1.0309 |
|
| R3 |
1.0500 |
1.0440 |
1.0265 |
|
| R2 |
1.0340 |
1.0340 |
1.0250 |
|
| R1 |
1.0280 |
1.0280 |
1.0236 |
1.0310 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0195 |
| S1 |
1.0120 |
1.0120 |
1.0206 |
1.0150 |
| S2 |
1.0020 |
1.0020 |
1.0192 |
|
| S3 |
0.9860 |
0.9960 |
1.0177 |
|
| S4 |
0.9700 |
0.9800 |
1.0133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0293 |
1.0079 |
0.0214 |
2.1% |
0.0071 |
0.7% |
90% |
True |
False |
112,754 |
| 10 |
1.0293 |
1.0064 |
0.0229 |
2.2% |
0.0063 |
0.6% |
91% |
True |
False |
98,523 |
| 20 |
1.0293 |
1.0046 |
0.0247 |
2.4% |
0.0055 |
0.5% |
91% |
True |
False |
85,515 |
| 40 |
1.0293 |
0.9761 |
0.0532 |
5.2% |
0.0058 |
0.6% |
96% |
True |
False |
89,420 |
| 60 |
1.0293 |
0.9632 |
0.0661 |
6.4% |
0.0062 |
0.6% |
97% |
True |
False |
87,653 |
| 80 |
1.0293 |
0.9554 |
0.0739 |
7.2% |
0.0066 |
0.6% |
97% |
True |
False |
68,435 |
| 100 |
1.0293 |
0.9554 |
0.0739 |
7.2% |
0.0066 |
0.6% |
97% |
True |
False |
54,814 |
| 120 |
1.0293 |
0.9554 |
0.0739 |
7.2% |
0.0065 |
0.6% |
97% |
True |
False |
45,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0578 |
|
2.618 |
1.0468 |
|
1.618 |
1.0401 |
|
1.000 |
1.0360 |
|
0.618 |
1.0334 |
|
HIGH |
1.0293 |
|
0.618 |
1.0267 |
|
0.500 |
1.0260 |
|
0.382 |
1.0252 |
|
LOW |
1.0226 |
|
0.618 |
1.0185 |
|
1.000 |
1.0159 |
|
1.618 |
1.0118 |
|
2.618 |
1.0051 |
|
4.250 |
0.9941 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0258 |
| PP |
1.0264 |
1.0244 |
| S1 |
1.0260 |
1.0230 |
|