CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0103 |
0.0091 |
0.9% |
1.0100 |
| High |
1.0103 |
1.0130 |
0.0027 |
0.3% |
1.0190 |
| Low |
1.0012 |
1.0050 |
0.0038 |
0.4% |
0.9988 |
| Close |
1.0101 |
1.0062 |
-0.0039 |
-0.4% |
1.0062 |
| Range |
0.0091 |
0.0080 |
-0.0011 |
-12.1% |
0.0202 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
306 |
691 |
385 |
125.8% |
1,851 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0271 |
1.0106 |
|
| R3 |
1.0241 |
1.0191 |
1.0084 |
|
| R2 |
1.0161 |
1.0161 |
1.0077 |
|
| R1 |
1.0111 |
1.0111 |
1.0069 |
1.0096 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0073 |
| S1 |
1.0031 |
1.0031 |
1.0055 |
1.0016 |
| S2 |
1.0001 |
1.0001 |
1.0047 |
|
| S3 |
0.9921 |
0.9951 |
1.0040 |
|
| S4 |
0.9841 |
0.9871 |
1.0018 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0576 |
1.0173 |
|
| R3 |
1.0484 |
1.0374 |
1.0118 |
|
| R2 |
1.0282 |
1.0282 |
1.0099 |
|
| R1 |
1.0172 |
1.0172 |
1.0081 |
1.0126 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0057 |
| S1 |
0.9970 |
0.9970 |
1.0043 |
0.9924 |
| S2 |
0.9878 |
0.9878 |
1.0025 |
|
| S3 |
0.9676 |
0.9768 |
1.0006 |
|
| S4 |
0.9474 |
0.9566 |
0.9951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0190 |
0.9988 |
0.0202 |
2.0% |
0.0124 |
1.2% |
37% |
False |
False |
370 |
| 10 |
1.0398 |
0.9988 |
0.0410 |
4.1% |
0.0095 |
0.9% |
18% |
False |
False |
212 |
| 20 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0058 |
0.6% |
13% |
False |
False |
116 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0045 |
0.4% |
13% |
False |
False |
66 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0037 |
0.4% |
13% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0470 |
|
2.618 |
1.0339 |
|
1.618 |
1.0259 |
|
1.000 |
1.0210 |
|
0.618 |
1.0179 |
|
HIGH |
1.0130 |
|
0.618 |
1.0099 |
|
0.500 |
1.0090 |
|
0.382 |
1.0081 |
|
LOW |
1.0050 |
|
0.618 |
1.0001 |
|
1.000 |
0.9970 |
|
1.618 |
0.9921 |
|
2.618 |
0.9841 |
|
4.250 |
0.9710 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0095 |
| PP |
1.0081 |
1.0084 |
| S1 |
1.0071 |
1.0073 |
|