CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0223 |
0.0163 |
1.6% |
1.0460 |
| High |
1.0225 |
1.0224 |
-0.0001 |
0.0% |
1.0523 |
| Low |
0.9980 |
1.0035 |
0.0055 |
0.6% |
1.0139 |
| Close |
1.0050 |
1.0096 |
0.0046 |
0.5% |
1.0198 |
| Range |
0.0245 |
0.0189 |
-0.0056 |
-22.9% |
0.0384 |
| ATR |
0.0120 |
0.0125 |
0.0005 |
4.1% |
0.0000 |
| Volume |
193,029 |
162,619 |
-30,410 |
-15.8% |
659,094 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0685 |
1.0580 |
1.0200 |
|
| R3 |
1.0496 |
1.0391 |
1.0148 |
|
| R2 |
1.0307 |
1.0307 |
1.0131 |
|
| R1 |
1.0202 |
1.0202 |
1.0113 |
1.0160 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0098 |
| S1 |
1.0013 |
1.0013 |
1.0079 |
0.9971 |
| S2 |
0.9929 |
0.9929 |
1.0061 |
|
| S3 |
0.9740 |
0.9824 |
1.0044 |
|
| S4 |
0.9551 |
0.9635 |
0.9992 |
|
|
| 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 |
1.0402 |
0.9980 |
0.0422 |
4.2% |
0.0189 |
1.9% |
27% |
False |
False |
177,167 |
| 10 |
1.0560 |
0.9980 |
0.0580 |
5.7% |
0.0142 |
1.4% |
20% |
False |
False |
134,484 |
| 20 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0119 |
1.2% |
18% |
False |
False |
103,339 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0110 |
1.1% |
18% |
False |
False |
93,554 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0100 |
1.0% |
18% |
False |
False |
68,858 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0099 |
1.0% |
18% |
False |
False |
51,732 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0091 |
0.9% |
18% |
False |
False |
41,410 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0085 |
0.8% |
18% |
False |
False |
34,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0719 |
|
1.618 |
1.0530 |
|
1.000 |
1.0413 |
|
0.618 |
1.0341 |
|
HIGH |
1.0224 |
|
0.618 |
1.0152 |
|
0.500 |
1.0130 |
|
0.382 |
1.0107 |
|
LOW |
1.0035 |
|
0.618 |
0.9918 |
|
1.000 |
0.9846 |
|
1.618 |
0.9729 |
|
2.618 |
0.9540 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0103 |
| PP |
1.0118 |
1.0100 |
| S1 |
1.0107 |
1.0098 |
|