CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0010 |
-0.0090 |
-0.9% |
1.0398 |
| High |
1.0100 |
1.0189 |
0.0089 |
0.9% |
1.0398 |
| Low |
1.0040 |
0.9988 |
-0.0052 |
-0.5% |
1.0104 |
| Close |
1.0044 |
1.0028 |
-0.0016 |
-0.2% |
1.0167 |
| Range |
0.0060 |
0.0201 |
0.0141 |
235.0% |
0.0294 |
| ATR |
0.0069 |
0.0078 |
0.0009 |
13.8% |
0.0000 |
| Volume |
445 |
221 |
-224 |
-50.3% |
276 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0551 |
1.0139 |
|
| R3 |
1.0470 |
1.0350 |
1.0083 |
|
| R2 |
1.0269 |
1.0269 |
1.0065 |
|
| R1 |
1.0149 |
1.0149 |
1.0046 |
1.0209 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0099 |
| S1 |
0.9948 |
0.9948 |
1.0010 |
1.0008 |
| S2 |
0.9867 |
0.9867 |
0.9991 |
|
| S3 |
0.9666 |
0.9747 |
0.9973 |
|
| S4 |
0.9465 |
0.9546 |
0.9917 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.0930 |
1.0329 |
|
| R3 |
1.0811 |
1.0636 |
1.0248 |
|
| R2 |
1.0517 |
1.0517 |
1.0221 |
|
| R1 |
1.0342 |
1.0342 |
1.0194 |
1.0283 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0193 |
| S1 |
1.0048 |
1.0048 |
1.0140 |
0.9989 |
| S2 |
0.9929 |
0.9929 |
1.0113 |
|
| S3 |
0.9635 |
0.9754 |
1.0086 |
|
| S4 |
0.9341 |
0.9460 |
1.0005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0390 |
0.9988 |
0.0402 |
4.0% |
0.0111 |
1.1% |
10% |
False |
True |
174 |
| 10 |
1.0486 |
0.9988 |
0.0498 |
5.0% |
0.0068 |
0.7% |
8% |
False |
True |
95 |
| 20 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0045 |
0.5% |
7% |
False |
True |
63 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0039 |
0.4% |
7% |
False |
True |
39 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0032 |
0.3% |
7% |
False |
True |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1043 |
|
2.618 |
1.0715 |
|
1.618 |
1.0514 |
|
1.000 |
1.0390 |
|
0.618 |
1.0313 |
|
HIGH |
1.0189 |
|
0.618 |
1.0112 |
|
0.500 |
1.0089 |
|
0.382 |
1.0065 |
|
LOW |
0.9988 |
|
0.618 |
0.9864 |
|
1.000 |
0.9787 |
|
1.618 |
0.9663 |
|
2.618 |
0.9462 |
|
4.250 |
0.9134 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0089 |
1.0090 |
| PP |
1.0068 |
1.0069 |
| S1 |
1.0048 |
1.0049 |
|