CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0216 |
0.0055 |
0.5% |
1.0068 |
| High |
1.0241 |
1.0223 |
-0.0018 |
-0.2% |
1.0185 |
| Low |
1.0159 |
1.0165 |
0.0006 |
0.1% |
1.0053 |
| Close |
1.0194 |
1.0199 |
0.0005 |
0.0% |
1.0128 |
| Range |
0.0082 |
0.0058 |
-0.0024 |
-29.3% |
0.0132 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
1,103 |
1,663 |
560 |
50.8% |
1,764 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0342 |
1.0231 |
|
| R3 |
1.0312 |
1.0284 |
1.0215 |
|
| R2 |
1.0254 |
1.0254 |
1.0210 |
|
| R1 |
1.0226 |
1.0226 |
1.0204 |
1.0211 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0188 |
| S1 |
1.0168 |
1.0168 |
1.0194 |
1.0153 |
| S2 |
1.0138 |
1.0138 |
1.0188 |
|
| S3 |
1.0080 |
1.0110 |
1.0183 |
|
| S4 |
1.0022 |
1.0052 |
1.0167 |
|
|
| 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% |
0.0081 |
0.8% |
78% |
False |
False |
754 |
| 10 |
1.0241 |
1.0039 |
0.0202 |
2.0% |
0.0085 |
0.8% |
79% |
False |
False |
642 |
| 20 |
1.0420 |
0.9967 |
0.0453 |
4.4% |
0.0108 |
1.1% |
51% |
False |
False |
744 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0097 |
0.9% |
37% |
False |
False |
482 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0090 |
0.9% |
37% |
False |
False |
372 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0081 |
0.8% |
37% |
False |
False |
302 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0077 |
0.8% |
37% |
False |
False |
252 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0072 |
0.7% |
37% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0470 |
|
2.618 |
1.0375 |
|
1.618 |
1.0317 |
|
1.000 |
1.0281 |
|
0.618 |
1.0259 |
|
HIGH |
1.0223 |
|
0.618 |
1.0201 |
|
0.500 |
1.0194 |
|
0.382 |
1.0187 |
|
LOW |
1.0165 |
|
0.618 |
1.0129 |
|
1.000 |
1.0107 |
|
1.618 |
1.0071 |
|
2.618 |
1.0013 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0197 |
1.0182 |
| PP |
1.0196 |
1.0164 |
| S1 |
1.0194 |
1.0147 |
|