CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0400 |
1.0398 |
-0.0002 |
0.0% |
1.0513 |
High |
1.0443 |
1.0398 |
-0.0045 |
-0.4% |
1.0544 |
Low |
1.0385 |
1.0398 |
0.0013 |
0.1% |
1.0385 |
Close |
1.0411 |
1.0398 |
-0.0013 |
-0.1% |
1.0411 |
Range |
0.0058 |
0.0000 |
-0.0058 |
-100.0% |
0.0159 |
ATR |
0.0057 |
0.0054 |
-0.0003 |
-5.5% |
0.0000 |
Volume |
7 |
36 |
29 |
414.3% |
54 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0398 |
1.0398 |
1.0398 |
|
R3 |
1.0398 |
1.0398 |
1.0398 |
|
R2 |
1.0398 |
1.0398 |
1.0398 |
|
R1 |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
PP |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
S1 |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
S2 |
1.0398 |
1.0398 |
1.0398 |
|
S3 |
1.0398 |
1.0398 |
1.0398 |
|
S4 |
1.0398 |
1.0398 |
1.0398 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0924 |
1.0826 |
1.0498 |
|
R3 |
1.0765 |
1.0667 |
1.0455 |
|
R2 |
1.0606 |
1.0606 |
1.0440 |
|
R1 |
1.0508 |
1.0508 |
1.0426 |
1.0478 |
PP |
1.0447 |
1.0447 |
1.0447 |
1.0431 |
S1 |
1.0349 |
1.0349 |
1.0396 |
1.0319 |
S2 |
1.0288 |
1.0288 |
1.0382 |
|
S3 |
1.0129 |
1.0190 |
1.0367 |
|
S4 |
0.9970 |
1.0031 |
1.0324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0544 |
1.0385 |
0.0159 |
1.5% |
0.0020 |
0.2% |
8% |
False |
False |
10 |
10 |
1.0544 |
1.0385 |
0.0159 |
1.5% |
0.0021 |
0.2% |
8% |
False |
False |
22 |
20 |
1.0544 |
1.0250 |
0.0294 |
2.8% |
0.0030 |
0.3% |
50% |
False |
False |
22 |
40 |
1.0544 |
1.0042 |
0.0502 |
4.8% |
0.0027 |
0.3% |
71% |
False |
False |
19 |
60 |
1.0544 |
1.0042 |
0.0502 |
4.8% |
0.0028 |
0.3% |
71% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0398 |
2.618 |
1.0398 |
1.618 |
1.0398 |
1.000 |
1.0398 |
0.618 |
1.0398 |
HIGH |
1.0398 |
0.618 |
1.0398 |
0.500 |
1.0398 |
0.382 |
1.0398 |
LOW |
1.0398 |
0.618 |
1.0398 |
1.000 |
1.0398 |
1.618 |
1.0398 |
2.618 |
1.0398 |
4.250 |
1.0398 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0398 |
1.0436 |
PP |
1.0398 |
1.0423 |
S1 |
1.0398 |
1.0411 |
|