CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0150 |
0.0050 |
0.5% |
1.0109 |
| High |
1.0129 |
1.0155 |
0.0026 |
0.3% |
1.0189 |
| Low |
1.0087 |
1.0100 |
0.0013 |
0.1% |
1.0033 |
| Close |
1.0083 |
1.0089 |
0.0006 |
0.1% |
1.0074 |
| Range |
0.0042 |
0.0055 |
0.0013 |
31.0% |
0.0156 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
39 |
50 |
11 |
28.2% |
179 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0239 |
1.0119 |
|
| R3 |
1.0225 |
1.0184 |
1.0104 |
|
| R2 |
1.0170 |
1.0170 |
1.0099 |
|
| R1 |
1.0129 |
1.0129 |
1.0094 |
1.0122 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0111 |
| S1 |
1.0074 |
1.0074 |
1.0084 |
1.0067 |
| S2 |
1.0060 |
1.0060 |
1.0079 |
|
| S3 |
1.0005 |
1.0019 |
1.0074 |
|
| S4 |
0.9950 |
0.9964 |
1.0059 |
|
|
| 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 |
1.0155 |
1.0055 |
0.0100 |
1.0% |
0.0050 |
0.5% |
34% |
True |
False |
67 |
| 10 |
1.0189 |
1.0033 |
0.0156 |
1.5% |
0.0049 |
0.5% |
36% |
False |
False |
114 |
| 20 |
1.0443 |
0.9988 |
0.0455 |
4.5% |
0.0071 |
0.7% |
22% |
False |
False |
129 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0050 |
0.5% |
18% |
False |
False |
75 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0042 |
0.4% |
18% |
False |
False |
55 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0039 |
0.4% |
18% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0299 |
|
1.618 |
1.0244 |
|
1.000 |
1.0210 |
|
0.618 |
1.0189 |
|
HIGH |
1.0155 |
|
0.618 |
1.0134 |
|
0.500 |
1.0128 |
|
0.382 |
1.0121 |
|
LOW |
1.0100 |
|
0.618 |
1.0066 |
|
1.000 |
1.0045 |
|
1.618 |
1.0011 |
|
2.618 |
0.9956 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0121 |
| PP |
1.0115 |
1.0110 |
| S1 |
1.0102 |
1.0100 |
|