CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0142 |
-0.0023 |
-0.2% |
1.0150 |
| High |
1.0170 |
1.0207 |
0.0037 |
0.4% |
1.0200 |
| Low |
1.0108 |
1.0134 |
0.0026 |
0.3% |
0.9967 |
| Close |
1.0146 |
1.0173 |
0.0027 |
0.3% |
1.0072 |
| Range |
0.0062 |
0.0073 |
0.0011 |
17.7% |
0.0233 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
324 |
151 |
-173 |
-53.4% |
5,467 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0390 |
1.0355 |
1.0213 |
|
| R3 |
1.0317 |
1.0282 |
1.0193 |
|
| R2 |
1.0244 |
1.0244 |
1.0186 |
|
| R1 |
1.0209 |
1.0209 |
1.0180 |
1.0227 |
| PP |
1.0171 |
1.0171 |
1.0171 |
1.0180 |
| S1 |
1.0136 |
1.0136 |
1.0166 |
1.0154 |
| S2 |
1.0098 |
1.0098 |
1.0160 |
|
| S3 |
1.0025 |
1.0063 |
1.0153 |
|
| S4 |
0.9952 |
0.9990 |
1.0133 |
|
|
| 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 |
1.0207 |
1.0009 |
0.0198 |
1.9% |
0.0087 |
0.9% |
83% |
True |
False |
472 |
| 10 |
1.0378 |
0.9967 |
0.0411 |
4.0% |
0.0130 |
1.3% |
50% |
False |
False |
847 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0107 |
1.0% |
33% |
False |
False |
520 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0094 |
0.9% |
33% |
False |
False |
368 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0084 |
0.8% |
33% |
False |
False |
287 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0079 |
0.8% |
33% |
False |
False |
231 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0072 |
0.7% |
33% |
False |
False |
193 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0068 |
0.7% |
33% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0398 |
|
1.618 |
1.0325 |
|
1.000 |
1.0280 |
|
0.618 |
1.0252 |
|
HIGH |
1.0207 |
|
0.618 |
1.0179 |
|
0.500 |
1.0171 |
|
0.382 |
1.0162 |
|
LOW |
1.0134 |
|
0.618 |
1.0089 |
|
1.000 |
1.0061 |
|
1.618 |
1.0016 |
|
2.618 |
0.9943 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0162 |
| PP |
1.0171 |
1.0151 |
| S1 |
1.0171 |
1.0140 |
|