CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0095 |
0.0003 |
0.0% |
1.0102 |
| High |
1.0136 |
1.0185 |
0.0049 |
0.5% |
1.0207 |
| Low |
1.0074 |
1.0095 |
0.0021 |
0.2% |
1.0039 |
| Close |
1.0093 |
1.0098 |
0.0005 |
0.0% |
1.0082 |
| Range |
0.0062 |
0.0090 |
0.0028 |
45.2% |
0.0168 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
319 |
305 |
-14 |
-4.4% |
2,561 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0337 |
1.0148 |
|
| R3 |
1.0306 |
1.0247 |
1.0123 |
|
| R2 |
1.0216 |
1.0216 |
1.0115 |
|
| R1 |
1.0157 |
1.0157 |
1.0106 |
1.0187 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0141 |
| S1 |
1.0067 |
1.0067 |
1.0090 |
1.0097 |
| S2 |
1.0036 |
1.0036 |
1.0082 |
|
| S3 |
0.9946 |
0.9977 |
1.0073 |
|
| S4 |
0.9856 |
0.9887 |
1.0049 |
|
|
| 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 |
1.0185 |
1.0060 |
0.0125 |
1.2% |
0.0077 |
0.8% |
30% |
True |
False |
508 |
| 10 |
1.0207 |
1.0039 |
0.0168 |
1.7% |
0.0084 |
0.8% |
35% |
False |
False |
463 |
| 20 |
1.0500 |
0.9967 |
0.0533 |
5.3% |
0.0109 |
1.1% |
25% |
False |
False |
618 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0095 |
0.9% |
21% |
False |
False |
420 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0088 |
0.9% |
21% |
False |
False |
328 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0081 |
0.8% |
21% |
False |
False |
268 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0076 |
0.7% |
21% |
False |
False |
223 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0070 |
0.7% |
21% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0421 |
|
1.618 |
1.0331 |
|
1.000 |
1.0275 |
|
0.618 |
1.0241 |
|
HIGH |
1.0185 |
|
0.618 |
1.0151 |
|
0.500 |
1.0140 |
|
0.382 |
1.0129 |
|
LOW |
1.0095 |
|
0.618 |
1.0039 |
|
1.000 |
1.0005 |
|
1.618 |
0.9949 |
|
2.618 |
0.9859 |
|
4.250 |
0.9713 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0140 |
1.0128 |
| PP |
1.0126 |
1.0118 |
| S1 |
1.0112 |
1.0108 |
|