CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0127 |
0.0097 |
1.0% |
1.0150 |
| High |
1.0125 |
1.0135 |
0.0010 |
0.1% |
1.0200 |
| Low |
1.0009 |
1.0060 |
0.0051 |
0.5% |
0.9967 |
| Close |
1.0110 |
1.0072 |
-0.0038 |
-0.4% |
1.0072 |
| Range |
0.0116 |
0.0075 |
-0.0041 |
-35.3% |
0.0233 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
859 |
686 |
-173 |
-20.1% |
5,467 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0268 |
1.0113 |
|
| R3 |
1.0239 |
1.0193 |
1.0093 |
|
| R2 |
1.0164 |
1.0164 |
1.0086 |
|
| R1 |
1.0118 |
1.0118 |
1.0079 |
1.0104 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0082 |
| S1 |
1.0043 |
1.0043 |
1.0065 |
1.0029 |
| S2 |
1.0014 |
1.0014 |
1.0058 |
|
| S3 |
0.9939 |
0.9968 |
1.0051 |
|
| S4 |
0.9864 |
0.9893 |
1.0031 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0779 |
1.0658 |
1.0200 |
|
| R3 |
1.0546 |
1.0425 |
1.0136 |
|
| R2 |
1.0313 |
1.0313 |
1.0115 |
|
| R1 |
1.0192 |
1.0192 |
1.0093 |
1.0136 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0052 |
| S1 |
0.9959 |
0.9959 |
1.0051 |
0.9903 |
| S2 |
0.9847 |
0.9847 |
1.0029 |
|
| S3 |
0.9614 |
0.9726 |
1.0008 |
|
| S4 |
0.9381 |
0.9493 |
0.9944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0200 |
0.9967 |
0.0233 |
2.3% |
0.0147 |
1.5% |
45% |
False |
False |
1,093 |
| 10 |
1.0500 |
0.9967 |
0.0533 |
5.3% |
0.0132 |
1.3% |
20% |
False |
False |
817 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0105 |
1.0% |
17% |
False |
False |
521 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0093 |
0.9% |
17% |
False |
False |
355 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0083 |
0.8% |
17% |
False |
False |
278 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0078 |
0.8% |
17% |
False |
False |
223 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0071 |
0.7% |
17% |
False |
False |
187 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0066 |
0.7% |
17% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0331 |
|
1.618 |
1.0256 |
|
1.000 |
1.0210 |
|
0.618 |
1.0181 |
|
HIGH |
1.0135 |
|
0.618 |
1.0106 |
|
0.500 |
1.0098 |
|
0.382 |
1.0089 |
|
LOW |
1.0060 |
|
0.618 |
1.0014 |
|
1.000 |
0.9985 |
|
1.618 |
0.9939 |
|
2.618 |
0.9864 |
|
4.250 |
0.9741 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0095 |
| PP |
1.0089 |
1.0087 |
| S1 |
1.0081 |
1.0080 |
|