CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0104 |
1.0161 |
0.0057 |
0.6% |
1.0068 |
| High |
1.0165 |
1.0241 |
0.0076 |
0.7% |
1.0185 |
| Low |
1.0053 |
1.0159 |
0.0106 |
1.1% |
1.0053 |
| Close |
1.0128 |
1.0194 |
0.0066 |
0.7% |
1.0128 |
| Range |
0.0112 |
0.0082 |
-0.0030 |
-26.8% |
0.0132 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0000 |
| Volume |
381 |
1,103 |
722 |
189.5% |
1,764 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0444 |
1.0401 |
1.0239 |
|
| R3 |
1.0362 |
1.0319 |
1.0217 |
|
| R2 |
1.0280 |
1.0280 |
1.0209 |
|
| R1 |
1.0237 |
1.0237 |
1.0202 |
1.0259 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0209 |
| S1 |
1.0155 |
1.0155 |
1.0186 |
1.0177 |
| S2 |
1.0116 |
1.0116 |
1.0179 |
|
| S3 |
1.0034 |
1.0073 |
1.0171 |
|
| S4 |
0.9952 |
0.9991 |
1.0149 |
|
|
| 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 |
1.0241 |
1.0053 |
0.0188 |
1.8% |
0.0080 |
0.8% |
75% |
True |
False |
482 |
| 10 |
1.0241 |
1.0039 |
0.0202 |
2.0% |
0.0086 |
0.8% |
77% |
True |
False |
508 |
| 20 |
1.0429 |
0.9967 |
0.0462 |
4.5% |
0.0108 |
1.1% |
49% |
False |
False |
669 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0096 |
0.9% |
36% |
False |
False |
443 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0089 |
0.9% |
36% |
False |
False |
347 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0082 |
0.8% |
36% |
False |
False |
284 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0077 |
0.8% |
36% |
False |
False |
236 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0072 |
0.7% |
36% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0590 |
|
2.618 |
1.0456 |
|
1.618 |
1.0374 |
|
1.000 |
1.0323 |
|
0.618 |
1.0292 |
|
HIGH |
1.0241 |
|
0.618 |
1.0210 |
|
0.500 |
1.0200 |
|
0.382 |
1.0190 |
|
LOW |
1.0159 |
|
0.618 |
1.0108 |
|
1.000 |
1.0077 |
|
1.618 |
1.0026 |
|
2.618 |
0.9944 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0178 |
| PP |
1.0198 |
1.0163 |
| S1 |
1.0196 |
1.0147 |
|