CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0378 |
0.0013 |
0.1% |
1.0471 |
| High |
1.0420 |
1.0378 |
-0.0042 |
-0.4% |
1.0593 |
| Low |
1.0340 |
1.0165 |
-0.0175 |
-1.7% |
1.0395 |
| Close |
1.0357 |
1.0186 |
-0.0171 |
-1.7% |
1.0435 |
| Range |
0.0080 |
0.0213 |
0.0133 |
166.3% |
0.0198 |
| ATR |
0.0085 |
0.0094 |
0.0009 |
10.7% |
0.0000 |
| Volume |
145 |
432 |
287 |
197.9% |
1,125 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0747 |
1.0303 |
|
| R3 |
1.0669 |
1.0534 |
1.0245 |
|
| R2 |
1.0456 |
1.0456 |
1.0225 |
|
| R1 |
1.0321 |
1.0321 |
1.0206 |
1.0282 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0224 |
| S1 |
1.0108 |
1.0108 |
1.0166 |
1.0069 |
| S2 |
1.0030 |
1.0030 |
1.0147 |
|
| S3 |
0.9817 |
0.9895 |
1.0127 |
|
| S4 |
0.9604 |
0.9682 |
1.0069 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.0950 |
1.0544 |
|
| R3 |
1.0870 |
1.0752 |
1.0489 |
|
| R2 |
1.0672 |
1.0672 |
1.0471 |
|
| R1 |
1.0554 |
1.0554 |
1.0453 |
1.0514 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0455 |
| S1 |
1.0356 |
1.0356 |
1.0417 |
1.0316 |
| S2 |
1.0276 |
1.0276 |
1.0399 |
|
| S3 |
1.0078 |
1.0158 |
1.0381 |
|
| S4 |
0.9880 |
0.9960 |
1.0326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0500 |
1.0165 |
0.0335 |
3.3% |
0.0114 |
1.1% |
6% |
False |
True |
237 |
| 10 |
1.0593 |
1.0165 |
0.0428 |
4.2% |
0.0100 |
1.0% |
5% |
False |
True |
222 |
| 20 |
1.0593 |
1.0165 |
0.0428 |
4.2% |
0.0093 |
0.9% |
5% |
False |
True |
237 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.3% |
0.0085 |
0.8% |
25% |
False |
False |
190 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.3% |
0.0075 |
0.7% |
25% |
False |
False |
162 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.3% |
0.0072 |
0.7% |
25% |
False |
False |
134 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
6.0% |
0.0068 |
0.7% |
33% |
False |
False |
117 |
| 120 |
1.0593 |
0.9973 |
0.0620 |
6.1% |
0.0061 |
0.6% |
34% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.0936 |
|
1.618 |
1.0723 |
|
1.000 |
1.0591 |
|
0.618 |
1.0510 |
|
HIGH |
1.0378 |
|
0.618 |
1.0297 |
|
0.500 |
1.0272 |
|
0.382 |
1.0246 |
|
LOW |
1.0165 |
|
0.618 |
1.0033 |
|
1.000 |
0.9952 |
|
1.618 |
0.9820 |
|
2.618 |
0.9607 |
|
4.250 |
0.9260 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0272 |
1.0297 |
| PP |
1.0243 |
1.0260 |
| S1 |
1.0215 |
1.0223 |
|