CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0196 |
-0.0020 |
-0.2% |
1.0068 |
| High |
1.0223 |
1.0257 |
0.0034 |
0.3% |
1.0185 |
| Low |
1.0165 |
1.0181 |
0.0016 |
0.2% |
1.0053 |
| Close |
1.0199 |
1.0189 |
-0.0010 |
-0.1% |
1.0128 |
| Range |
0.0058 |
0.0076 |
0.0018 |
31.0% |
0.0132 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,663 |
1,995 |
332 |
20.0% |
1,764 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0389 |
1.0231 |
|
| R3 |
1.0361 |
1.0313 |
1.0210 |
|
| R2 |
1.0285 |
1.0285 |
1.0203 |
|
| R1 |
1.0237 |
1.0237 |
1.0196 |
1.0223 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0202 |
| S1 |
1.0161 |
1.0161 |
1.0182 |
1.0147 |
| S2 |
1.0133 |
1.0133 |
1.0175 |
|
| S3 |
1.0057 |
1.0085 |
1.0168 |
|
| S4 |
0.9981 |
1.0009 |
1.0147 |
|
|
| 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 |
1.0257 |
1.0053 |
0.0204 |
2.0% |
0.0084 |
0.8% |
67% |
True |
False |
1,089 |
| 10 |
1.0257 |
1.0039 |
0.0218 |
2.1% |
0.0085 |
0.8% |
69% |
True |
False |
826 |
| 20 |
1.0378 |
0.9967 |
0.0411 |
4.0% |
0.0108 |
1.1% |
54% |
False |
False |
837 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0097 |
1.0% |
35% |
False |
False |
529 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0090 |
0.9% |
35% |
False |
False |
404 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0081 |
0.8% |
35% |
False |
False |
326 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0077 |
0.8% |
35% |
False |
False |
271 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.1% |
0.0073 |
0.7% |
35% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0580 |
|
2.618 |
1.0456 |
|
1.618 |
1.0380 |
|
1.000 |
1.0333 |
|
0.618 |
1.0304 |
|
HIGH |
1.0257 |
|
0.618 |
1.0228 |
|
0.500 |
1.0219 |
|
0.382 |
1.0210 |
|
LOW |
1.0181 |
|
0.618 |
1.0134 |
|
1.000 |
1.0105 |
|
1.618 |
1.0058 |
|
2.618 |
0.9982 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0219 |
1.0208 |
| PP |
1.0209 |
1.0202 |
| S1 |
1.0199 |
1.0195 |
|