CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0068 |
-0.0002 |
0.0% |
1.0102 |
| High |
1.0152 |
1.0150 |
-0.0002 |
0.0% |
1.0207 |
| Low |
1.0064 |
1.0060 |
-0.0004 |
0.0% |
1.0039 |
| Close |
1.0082 |
1.0085 |
0.0003 |
0.0% |
1.0082 |
| Range |
0.0088 |
0.0090 |
0.0002 |
2.3% |
0.0168 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,161 |
457 |
-704 |
-60.6% |
2,561 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0317 |
1.0135 |
|
| R3 |
1.0278 |
1.0227 |
1.0110 |
|
| R2 |
1.0188 |
1.0188 |
1.0102 |
|
| R1 |
1.0137 |
1.0137 |
1.0093 |
1.0163 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0111 |
| S1 |
1.0047 |
1.0047 |
1.0077 |
1.0073 |
| S2 |
1.0008 |
1.0008 |
1.0069 |
|
| S3 |
0.9918 |
0.9957 |
1.0060 |
|
| S4 |
0.9828 |
0.9867 |
1.0036 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0516 |
1.0174 |
|
| R3 |
1.0445 |
1.0348 |
1.0128 |
|
| R2 |
1.0277 |
1.0277 |
1.0113 |
|
| R1 |
1.0180 |
1.0180 |
1.0097 |
1.0145 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0092 |
| S1 |
1.0012 |
1.0012 |
1.0067 |
0.9977 |
| S2 |
0.9941 |
0.9941 |
1.0051 |
|
| S3 |
0.9773 |
0.9844 |
1.0036 |
|
| S4 |
0.9605 |
0.9676 |
0.9990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0207 |
1.0039 |
0.0168 |
1.7% |
0.0091 |
0.9% |
27% |
False |
False |
535 |
| 10 |
1.0207 |
0.9967 |
0.0240 |
2.4% |
0.0114 |
1.1% |
49% |
False |
False |
776 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0110 |
1.1% |
19% |
False |
False |
599 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0096 |
1.0% |
19% |
False |
False |
410 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0088 |
0.9% |
19% |
False |
False |
320 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0081 |
0.8% |
19% |
False |
False |
258 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0075 |
0.7% |
19% |
False |
False |
215 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0069 |
0.7% |
19% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0386 |
|
1.618 |
1.0296 |
|
1.000 |
1.0240 |
|
0.618 |
1.0206 |
|
HIGH |
1.0150 |
|
0.618 |
1.0116 |
|
0.500 |
1.0105 |
|
0.382 |
1.0094 |
|
LOW |
1.0060 |
|
0.618 |
1.0004 |
|
1.000 |
0.9970 |
|
1.618 |
0.9914 |
|
2.618 |
0.9824 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0110 |
| PP |
1.0098 |
1.0101 |
| S1 |
1.0092 |
1.0093 |
|