CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0055 |
1.0094 |
0.0039 |
0.4% |
1.0109 |
High |
1.0133 |
1.0094 |
-0.0039 |
-0.4% |
1.0189 |
Low |
1.0055 |
1.0094 |
0.0039 |
0.4% |
1.0033 |
Close |
1.0077 |
1.0082 |
0.0005 |
0.0% |
1.0074 |
Range |
0.0078 |
0.0000 |
-0.0078 |
-100.0% |
0.0156 |
ATR |
0.0082 |
0.0078 |
-0.0005 |
-5.7% |
0.0000 |
Volume |
113 |
75 |
-38 |
-33.6% |
179 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0090 |
1.0086 |
1.0082 |
|
R3 |
1.0090 |
1.0086 |
1.0082 |
|
R2 |
1.0090 |
1.0090 |
1.0082 |
|
R1 |
1.0086 |
1.0086 |
1.0082 |
1.0088 |
PP |
1.0090 |
1.0090 |
1.0090 |
1.0091 |
S1 |
1.0086 |
1.0086 |
1.0082 |
1.0088 |
S2 |
1.0090 |
1.0090 |
1.0082 |
|
S3 |
1.0090 |
1.0086 |
1.0082 |
|
S4 |
1.0090 |
1.0086 |
1.0082 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0567 |
1.0476 |
1.0160 |
|
R3 |
1.0411 |
1.0320 |
1.0117 |
|
R2 |
1.0255 |
1.0255 |
1.0103 |
|
R1 |
1.0164 |
1.0164 |
1.0088 |
1.0132 |
PP |
1.0099 |
1.0099 |
1.0099 |
1.0082 |
S1 |
1.0008 |
1.0008 |
1.0060 |
0.9976 |
S2 |
0.9943 |
0.9943 |
1.0045 |
|
S3 |
0.9787 |
0.9852 |
1.0031 |
|
S4 |
0.9631 |
0.9696 |
0.9988 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0189 |
1.0033 |
0.0156 |
1.5% |
0.0050 |
0.5% |
31% |
False |
False |
59 |
10 |
1.0190 |
1.0000 |
0.0190 |
1.9% |
0.0067 |
0.7% |
43% |
False |
False |
155 |
20 |
1.0486 |
0.9988 |
0.0498 |
4.9% |
0.0067 |
0.7% |
19% |
False |
False |
125 |
40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0049 |
0.5% |
17% |
False |
False |
74 |
60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0040 |
0.4% |
17% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0094 |
2.618 |
1.0094 |
1.618 |
1.0094 |
1.000 |
1.0094 |
0.618 |
1.0094 |
HIGH |
1.0094 |
0.618 |
1.0094 |
0.500 |
1.0094 |
0.382 |
1.0094 |
LOW |
1.0094 |
0.618 |
1.0094 |
1.000 |
1.0094 |
1.618 |
1.0094 |
2.618 |
1.0094 |
4.250 |
1.0094 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0094 |
1.0095 |
PP |
1.0090 |
1.0091 |
S1 |
1.0086 |
1.0086 |
|