CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0104 |
0.0009 |
0.1% |
1.0068 |
| High |
1.0185 |
1.0165 |
-0.0020 |
-0.2% |
1.0185 |
| Low |
1.0095 |
1.0053 |
-0.0042 |
-0.4% |
1.0053 |
| Close |
1.0098 |
1.0128 |
0.0030 |
0.3% |
1.0128 |
| Range |
0.0090 |
0.0112 |
0.0022 |
24.4% |
0.0132 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.1% |
0.0000 |
| Volume |
305 |
381 |
76 |
24.9% |
1,764 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0402 |
1.0190 |
|
| R3 |
1.0339 |
1.0290 |
1.0159 |
|
| R2 |
1.0227 |
1.0227 |
1.0149 |
|
| R1 |
1.0178 |
1.0178 |
1.0138 |
1.0203 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0128 |
| S1 |
1.0066 |
1.0066 |
1.0118 |
1.0091 |
| S2 |
1.0003 |
1.0003 |
1.0107 |
|
| S3 |
0.9891 |
0.9954 |
1.0097 |
|
| S4 |
0.9779 |
0.9842 |
1.0066 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0455 |
1.0201 |
|
| R3 |
1.0386 |
1.0323 |
1.0164 |
|
| R2 |
1.0254 |
1.0254 |
1.0152 |
|
| R1 |
1.0191 |
1.0191 |
1.0140 |
1.0223 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0138 |
| S1 |
1.0059 |
1.0059 |
1.0116 |
1.0091 |
| S2 |
0.9990 |
0.9990 |
1.0104 |
|
| S3 |
0.9858 |
0.9927 |
1.0092 |
|
| S4 |
0.9726 |
0.9795 |
1.0055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0185 |
1.0053 |
0.0132 |
1.3% |
0.0082 |
0.8% |
57% |
False |
True |
352 |
| 10 |
1.0207 |
1.0039 |
0.0168 |
1.7% |
0.0088 |
0.9% |
53% |
False |
False |
432 |
| 20 |
1.0500 |
0.9967 |
0.0533 |
5.3% |
0.0110 |
1.1% |
30% |
False |
False |
625 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0096 |
0.9% |
26% |
False |
False |
422 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0089 |
0.9% |
26% |
False |
False |
332 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0081 |
0.8% |
26% |
False |
False |
271 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0076 |
0.8% |
26% |
False |
False |
225 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0071 |
0.7% |
26% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0458 |
|
1.618 |
1.0346 |
|
1.000 |
1.0277 |
|
0.618 |
1.0234 |
|
HIGH |
1.0165 |
|
0.618 |
1.0122 |
|
0.500 |
1.0109 |
|
0.382 |
1.0096 |
|
LOW |
1.0053 |
|
0.618 |
0.9984 |
|
1.000 |
0.9941 |
|
1.618 |
0.9872 |
|
2.618 |
0.9760 |
|
4.250 |
0.9577 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0125 |
| PP |
1.0115 |
1.0122 |
| S1 |
1.0109 |
1.0119 |
|