CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0088 |
1.0084 |
-0.0004 |
0.0% |
1.0107 |
| High |
1.0171 |
1.0168 |
-0.0003 |
0.0% |
1.0224 |
| Low |
1.0067 |
1.0072 |
0.0005 |
0.0% |
1.0053 |
| Close |
1.0098 |
1.0102 |
0.0004 |
0.0% |
1.0098 |
| Range |
0.0104 |
0.0096 |
-0.0008 |
-7.7% |
0.0171 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
96,802 |
70,904 |
-25,898 |
-26.8% |
409,993 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0402 |
1.0348 |
1.0155 |
|
| R3 |
1.0306 |
1.0252 |
1.0128 |
|
| R2 |
1.0210 |
1.0210 |
1.0120 |
|
| R1 |
1.0156 |
1.0156 |
1.0111 |
1.0183 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0128 |
| S1 |
1.0060 |
1.0060 |
1.0093 |
1.0087 |
| S2 |
1.0018 |
1.0018 |
1.0084 |
|
| S3 |
0.9922 |
0.9964 |
1.0076 |
|
| S4 |
0.9826 |
0.9868 |
1.0049 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0539 |
1.0192 |
|
| R3 |
1.0467 |
1.0368 |
1.0145 |
|
| R2 |
1.0296 |
1.0296 |
1.0129 |
|
| R1 |
1.0197 |
1.0197 |
1.0114 |
1.0161 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0107 |
| S1 |
1.0026 |
1.0026 |
1.0082 |
0.9990 |
| S2 |
0.9954 |
0.9954 |
1.0067 |
|
| S3 |
0.9783 |
0.9855 |
1.0051 |
|
| S4 |
0.9612 |
0.9684 |
1.0004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0224 |
1.0053 |
0.0171 |
1.7% |
0.0099 |
1.0% |
29% |
False |
False |
81,316 |
| 10 |
1.0225 |
0.9980 |
0.0245 |
2.4% |
0.0126 |
1.2% |
50% |
False |
False |
106,695 |
| 20 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0121 |
1.2% |
19% |
False |
False |
110,202 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0109 |
1.1% |
19% |
False |
False |
93,340 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0104 |
1.0% |
19% |
False |
False |
80,637 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0101 |
1.0% |
19% |
False |
False |
60,603 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0095 |
0.9% |
19% |
False |
False |
48,516 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0090 |
0.9% |
19% |
False |
False |
40,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0576 |
|
2.618 |
1.0419 |
|
1.618 |
1.0323 |
|
1.000 |
1.0264 |
|
0.618 |
1.0227 |
|
HIGH |
1.0168 |
|
0.618 |
1.0131 |
|
0.500 |
1.0120 |
|
0.382 |
1.0109 |
|
LOW |
1.0072 |
|
0.618 |
1.0013 |
|
1.000 |
0.9976 |
|
1.618 |
0.9917 |
|
2.618 |
0.9821 |
|
4.250 |
0.9664 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0125 |
| PP |
1.0114 |
1.0117 |
| S1 |
1.0108 |
1.0110 |
|