CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0165 |
0.0063 |
0.6% |
1.0150 |
| High |
1.0180 |
1.0170 |
-0.0010 |
-0.1% |
1.0200 |
| Low |
1.0072 |
1.0108 |
0.0036 |
0.4% |
0.9967 |
| Close |
1.0166 |
1.0146 |
-0.0020 |
-0.2% |
1.0072 |
| Range |
0.0108 |
0.0062 |
-0.0046 |
-42.6% |
0.0233 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
342 |
324 |
-18 |
-5.3% |
5,467 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0299 |
1.0180 |
|
| R3 |
1.0265 |
1.0237 |
1.0163 |
|
| R2 |
1.0203 |
1.0203 |
1.0157 |
|
| R1 |
1.0175 |
1.0175 |
1.0152 |
1.0158 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0133 |
| S1 |
1.0113 |
1.0113 |
1.0140 |
1.0096 |
| S2 |
1.0079 |
1.0079 |
1.0135 |
|
| S3 |
1.0017 |
1.0051 |
1.0129 |
|
| S4 |
0.9955 |
0.9989 |
1.0112 |
|
|
| 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 |
1.0180 |
1.0009 |
0.0171 |
1.7% |
0.0104 |
1.0% |
80% |
False |
False |
866 |
| 10 |
1.0420 |
0.9967 |
0.0453 |
4.5% |
0.0131 |
1.3% |
40% |
False |
False |
847 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0105 |
1.0% |
29% |
False |
False |
523 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0094 |
0.9% |
29% |
False |
False |
366 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0084 |
0.8% |
29% |
False |
False |
286 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0078 |
0.8% |
29% |
False |
False |
230 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0072 |
0.7% |
29% |
False |
False |
192 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0067 |
0.7% |
29% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0434 |
|
2.618 |
1.0332 |
|
1.618 |
1.0270 |
|
1.000 |
1.0232 |
|
0.618 |
1.0208 |
|
HIGH |
1.0170 |
|
0.618 |
1.0146 |
|
0.500 |
1.0139 |
|
0.382 |
1.0132 |
|
LOW |
1.0108 |
|
0.618 |
1.0070 |
|
1.000 |
1.0046 |
|
1.618 |
1.0008 |
|
2.618 |
0.9946 |
|
4.250 |
0.9845 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0137 |
| PP |
1.0141 |
1.0129 |
| S1 |
1.0139 |
1.0120 |
|