CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0162 |
-0.0021 |
-0.2% |
1.0460 |
| High |
1.0255 |
1.0213 |
-0.0042 |
-0.4% |
1.0523 |
| Low |
1.0139 |
1.0045 |
-0.0094 |
-0.9% |
1.0139 |
| Close |
1.0198 |
1.0064 |
-0.0134 |
-1.3% |
1.0198 |
| Range |
0.0116 |
0.0168 |
0.0052 |
44.8% |
0.0384 |
| ATR |
0.0106 |
0.0111 |
0.0004 |
4.1% |
0.0000 |
| Volume |
202,803 |
163,564 |
-39,239 |
-19.3% |
659,094 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0611 |
1.0506 |
1.0156 |
|
| R3 |
1.0443 |
1.0338 |
1.0110 |
|
| R2 |
1.0275 |
1.0275 |
1.0095 |
|
| R1 |
1.0170 |
1.0170 |
1.0079 |
1.0139 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0092 |
| S1 |
1.0002 |
1.0002 |
1.0049 |
0.9971 |
| S2 |
0.9939 |
0.9939 |
1.0033 |
|
| S3 |
0.9771 |
0.9834 |
1.0018 |
|
| S4 |
0.9603 |
0.9666 |
0.9972 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1202 |
1.0409 |
|
| R3 |
1.1055 |
1.0818 |
1.0304 |
|
| R2 |
1.0671 |
1.0671 |
1.0268 |
|
| R1 |
1.0434 |
1.0434 |
1.0233 |
1.0361 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0250 |
| S1 |
1.0050 |
1.0050 |
1.0163 |
0.9977 |
| S2 |
0.9903 |
0.9903 |
1.0128 |
|
| S3 |
0.9519 |
0.9666 |
1.0092 |
|
| S4 |
0.9135 |
0.9282 |
0.9987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0462 |
1.0045 |
0.0417 |
4.1% |
0.0134 |
1.3% |
5% |
False |
True |
147,859 |
| 10 |
1.0617 |
1.0045 |
0.0572 |
5.7% |
0.0117 |
1.2% |
3% |
False |
True |
113,709 |
| 20 |
1.0617 |
1.0045 |
0.0572 |
5.7% |
0.0111 |
1.1% |
3% |
False |
True |
94,838 |
| 40 |
1.0617 |
1.0045 |
0.0572 |
5.7% |
0.0103 |
1.0% |
3% |
False |
True |
88,267 |
| 60 |
1.0617 |
1.0045 |
0.0572 |
5.7% |
0.0097 |
1.0% |
3% |
False |
True |
62,951 |
| 80 |
1.0617 |
1.0045 |
0.0572 |
5.7% |
0.0095 |
0.9% |
3% |
False |
True |
47,289 |
| 100 |
1.0617 |
1.0035 |
0.0582 |
5.8% |
0.0088 |
0.9% |
5% |
False |
False |
37,856 |
| 120 |
1.0617 |
0.9985 |
0.0632 |
6.3% |
0.0082 |
0.8% |
13% |
False |
False |
31,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0653 |
|
1.618 |
1.0485 |
|
1.000 |
1.0381 |
|
0.618 |
1.0317 |
|
HIGH |
1.0213 |
|
0.618 |
1.0149 |
|
0.500 |
1.0129 |
|
0.382 |
1.0109 |
|
LOW |
1.0045 |
|
0.618 |
0.9941 |
|
1.000 |
0.9877 |
|
1.618 |
0.9773 |
|
2.618 |
0.9605 |
|
4.250 |
0.9331 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0129 |
1.0224 |
| PP |
1.0107 |
1.0170 |
| S1 |
1.0086 |
1.0117 |
|