CME Canadian Dollar Future December 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 |
1.0176 |
1.0150 |
-0.0026 |
-0.3% |
1.0456 |
| High |
1.0233 |
1.0190 |
-0.0043 |
-0.4% |
1.0500 |
| Low |
1.0123 |
1.0035 |
-0.0088 |
-0.9% |
1.0123 |
| Close |
1.0179 |
1.0050 |
-0.0129 |
-1.3% |
1.0179 |
| Range |
0.0110 |
0.0155 |
0.0045 |
40.9% |
0.0377 |
| ATR |
0.0095 |
0.0100 |
0.0004 |
4.5% |
0.0000 |
| Volume |
1,763 |
723 |
-1,040 |
-59.0% |
2,709 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0458 |
1.0135 |
|
| R3 |
1.0402 |
1.0303 |
1.0093 |
|
| R2 |
1.0247 |
1.0247 |
1.0078 |
|
| R1 |
1.0148 |
1.0148 |
1.0064 |
1.0120 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0078 |
| S1 |
0.9993 |
0.9993 |
1.0036 |
0.9965 |
| S2 |
0.9937 |
0.9937 |
1.0022 |
|
| S3 |
0.9782 |
0.9838 |
1.0007 |
|
| S4 |
0.9627 |
0.9683 |
0.9965 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1166 |
1.0386 |
|
| R3 |
1.1021 |
1.0789 |
1.0283 |
|
| R2 |
1.0644 |
1.0644 |
1.0248 |
|
| R1 |
1.0412 |
1.0412 |
1.0214 |
1.0340 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0231 |
| S1 |
1.0035 |
1.0035 |
1.0144 |
0.9963 |
| S2 |
0.9890 |
0.9890 |
1.0110 |
|
| S3 |
0.9513 |
0.9658 |
1.0075 |
|
| S4 |
0.9136 |
0.9281 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0429 |
1.0035 |
0.0394 |
3.9% |
0.0123 |
1.2% |
4% |
False |
True |
642 |
| 10 |
1.0593 |
1.0035 |
0.0558 |
5.6% |
0.0106 |
1.1% |
3% |
False |
True |
421 |
| 20 |
1.0593 |
1.0035 |
0.0558 |
5.6% |
0.0098 |
1.0% |
3% |
False |
True |
342 |
| 40 |
1.0593 |
1.0035 |
0.0558 |
5.6% |
0.0088 |
0.9% |
3% |
False |
True |
248 |
| 60 |
1.0593 |
1.0035 |
0.0558 |
5.6% |
0.0077 |
0.8% |
3% |
False |
True |
203 |
| 80 |
1.0593 |
1.0035 |
0.0558 |
5.6% |
0.0074 |
0.7% |
3% |
False |
True |
165 |
| 100 |
1.0593 |
1.0035 |
0.0558 |
5.6% |
0.0067 |
0.7% |
3% |
False |
True |
141 |
| 120 |
1.0593 |
0.9973 |
0.0620 |
6.2% |
0.0063 |
0.6% |
12% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0596 |
|
1.618 |
1.0441 |
|
1.000 |
1.0345 |
|
0.618 |
1.0286 |
|
HIGH |
1.0190 |
|
0.618 |
1.0131 |
|
0.500 |
1.0113 |
|
0.382 |
1.0094 |
|
LOW |
1.0035 |
|
0.618 |
0.9939 |
|
1.000 |
0.9880 |
|
1.618 |
0.9784 |
|
2.618 |
0.9629 |
|
4.250 |
0.9376 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0113 |
1.0207 |
| PP |
1.0092 |
1.0154 |
| S1 |
1.0071 |
1.0102 |
|