CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0200 |
0.0043 |
0.4% |
1.0055 |
| High |
1.0219 |
1.0200 |
-0.0019 |
-0.2% |
1.0155 |
| Low |
1.0157 |
1.0140 |
-0.0017 |
-0.2% |
1.0050 |
| Close |
1.0183 |
1.0184 |
0.0001 |
0.0% |
1.0117 |
| Range |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0105 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
92 |
67 |
-25 |
-27.2% |
328 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0355 |
1.0329 |
1.0217 |
|
| R3 |
1.0295 |
1.0269 |
1.0201 |
|
| R2 |
1.0235 |
1.0235 |
1.0195 |
|
| R1 |
1.0209 |
1.0209 |
1.0190 |
1.0192 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0166 |
| S1 |
1.0149 |
1.0149 |
1.0179 |
1.0132 |
| S2 |
1.0115 |
1.0115 |
1.0173 |
|
| S3 |
1.0055 |
1.0089 |
1.0168 |
|
| S4 |
0.9995 |
1.0029 |
1.0151 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0375 |
1.0175 |
|
| R3 |
1.0317 |
1.0270 |
1.0146 |
|
| R2 |
1.0212 |
1.0212 |
1.0136 |
|
| R1 |
1.0165 |
1.0165 |
1.0127 |
1.0189 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0119 |
| S1 |
1.0060 |
1.0060 |
1.0107 |
1.0084 |
| S2 |
1.0002 |
1.0002 |
1.0098 |
|
| S3 |
0.9897 |
0.9955 |
1.0088 |
|
| S4 |
0.9792 |
0.9850 |
1.0059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0219 |
1.0050 |
0.0169 |
1.7% |
0.0065 |
0.6% |
79% |
False |
False |
59 |
| 10 |
1.0219 |
1.0033 |
0.0186 |
1.8% |
0.0057 |
0.6% |
81% |
False |
False |
59 |
| 20 |
1.0390 |
0.9988 |
0.0402 |
3.9% |
0.0078 |
0.8% |
49% |
False |
False |
136 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0054 |
0.5% |
35% |
False |
False |
80 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0044 |
0.4% |
35% |
False |
False |
58 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0041 |
0.4% |
35% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0455 |
|
2.618 |
1.0357 |
|
1.618 |
1.0297 |
|
1.000 |
1.0260 |
|
0.618 |
1.0237 |
|
HIGH |
1.0200 |
|
0.618 |
1.0177 |
|
0.500 |
1.0170 |
|
0.382 |
1.0163 |
|
LOW |
1.0140 |
|
0.618 |
1.0103 |
|
1.000 |
1.0080 |
|
1.618 |
1.0043 |
|
2.618 |
0.9983 |
|
4.250 |
0.9885 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0179 |
1.0168 |
| PP |
1.0175 |
1.0151 |
| S1 |
1.0170 |
1.0135 |
|