CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0070 |
0.0002 |
0.0% |
1.0102 |
| High |
1.0150 |
1.0125 |
-0.0025 |
-0.2% |
1.0207 |
| Low |
1.0060 |
1.0070 |
0.0010 |
0.1% |
1.0039 |
| Close |
1.0085 |
1.0089 |
0.0004 |
0.0% |
1.0082 |
| Range |
0.0090 |
0.0055 |
-0.0035 |
-38.9% |
0.0168 |
| ATR |
0.0104 |
0.0101 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
457 |
302 |
-155 |
-33.9% |
2,561 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0229 |
1.0119 |
|
| R3 |
1.0205 |
1.0174 |
1.0104 |
|
| R2 |
1.0150 |
1.0150 |
1.0099 |
|
| R1 |
1.0119 |
1.0119 |
1.0094 |
1.0135 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0102 |
| S1 |
1.0064 |
1.0064 |
1.0084 |
1.0080 |
| S2 |
1.0040 |
1.0040 |
1.0079 |
|
| S3 |
0.9985 |
1.0009 |
1.0074 |
|
| S4 |
0.9930 |
0.9954 |
1.0059 |
|
|
| 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% |
0.0089 |
0.9% |
30% |
False |
False |
530 |
| 10 |
1.0207 |
1.0009 |
0.0198 |
2.0% |
0.0097 |
1.0% |
40% |
False |
False |
698 |
| 20 |
1.0587 |
0.9967 |
0.0620 |
6.1% |
0.0110 |
1.1% |
20% |
False |
False |
607 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0096 |
1.0% |
19% |
False |
False |
414 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0088 |
0.9% |
19% |
False |
False |
324 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0080 |
0.8% |
19% |
False |
False |
261 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0075 |
0.7% |
19% |
False |
False |
217 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0070 |
0.7% |
19% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0269 |
|
1.618 |
1.0214 |
|
1.000 |
1.0180 |
|
0.618 |
1.0159 |
|
HIGH |
1.0125 |
|
0.618 |
1.0104 |
|
0.500 |
1.0098 |
|
0.382 |
1.0091 |
|
LOW |
1.0070 |
|
0.618 |
1.0036 |
|
1.000 |
1.0015 |
|
1.618 |
0.9981 |
|
2.618 |
0.9926 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0106 |
| PP |
1.0095 |
1.0100 |
| S1 |
1.0092 |
1.0095 |
|