CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0114 |
1.0172 |
0.0058 |
0.6% |
1.0084 |
| High |
1.0189 |
1.0262 |
0.0073 |
0.7% |
1.0207 |
| Low |
1.0070 |
1.0146 |
0.0076 |
0.8% |
1.0070 |
| Close |
1.0146 |
1.0213 |
0.0067 |
0.7% |
1.0146 |
| Range |
0.0119 |
0.0116 |
-0.0003 |
-2.5% |
0.0137 |
| ATR |
0.0109 |
0.0109 |
0.0001 |
0.5% |
0.0000 |
| Volume |
100,044 |
65,419 |
-34,625 |
-34.6% |
416,496 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0500 |
1.0277 |
|
| R3 |
1.0439 |
1.0384 |
1.0245 |
|
| R2 |
1.0323 |
1.0323 |
1.0234 |
|
| R1 |
1.0268 |
1.0268 |
1.0224 |
1.0296 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0221 |
| S1 |
1.0152 |
1.0152 |
1.0202 |
1.0180 |
| S2 |
1.0091 |
1.0091 |
1.0192 |
|
| S3 |
0.9975 |
1.0036 |
1.0181 |
|
| S4 |
0.9859 |
0.9920 |
1.0149 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0486 |
1.0221 |
|
| R3 |
1.0415 |
1.0349 |
1.0184 |
|
| R2 |
1.0278 |
1.0278 |
1.0171 |
|
| R1 |
1.0212 |
1.0212 |
1.0159 |
1.0245 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0158 |
| S1 |
1.0075 |
1.0075 |
1.0133 |
1.0108 |
| S2 |
1.0004 |
1.0004 |
1.0121 |
|
| S3 |
0.9867 |
0.9938 |
1.0108 |
|
| S4 |
0.9730 |
0.9801 |
1.0071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0262 |
1.0070 |
0.0192 |
1.9% |
0.0093 |
0.9% |
74% |
True |
False |
82,202 |
| 10 |
1.0262 |
1.0053 |
0.0209 |
2.0% |
0.0096 |
0.9% |
77% |
True |
False |
81,759 |
| 20 |
1.0462 |
0.9980 |
0.0482 |
4.7% |
0.0120 |
1.2% |
48% |
False |
False |
110,862 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0110 |
1.1% |
37% |
False |
False |
93,459 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0104 |
1.0% |
37% |
False |
False |
87,199 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0101 |
1.0% |
37% |
False |
False |
65,725 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0096 |
0.9% |
37% |
False |
False |
52,619 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0092 |
0.9% |
37% |
False |
False |
43,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0566 |
|
1.618 |
1.0450 |
|
1.000 |
1.0378 |
|
0.618 |
1.0334 |
|
HIGH |
1.0262 |
|
0.618 |
1.0218 |
|
0.500 |
1.0204 |
|
0.382 |
1.0190 |
|
LOW |
1.0146 |
|
0.618 |
1.0074 |
|
1.000 |
1.0030 |
|
1.618 |
0.9958 |
|
2.618 |
0.9842 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0197 |
| PP |
1.0207 |
1.0182 |
| S1 |
1.0204 |
1.0166 |
|