CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0034 |
1.0100 |
0.0066 |
0.7% |
1.0100 |
| High |
1.0055 |
1.0100 |
0.0045 |
0.4% |
1.0145 |
| Low |
1.0034 |
1.0075 |
0.0041 |
0.4% |
1.0034 |
| Close |
1.0055 |
1.0063 |
0.0008 |
0.1% |
1.0063 |
| Range |
0.0021 |
0.0025 |
0.0004 |
19.0% |
0.0111 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
14 |
7 |
-7 |
-50.0% |
44 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0154 |
1.0134 |
1.0077 |
|
| R3 |
1.0129 |
1.0109 |
1.0070 |
|
| R2 |
1.0104 |
1.0104 |
1.0068 |
|
| R1 |
1.0084 |
1.0084 |
1.0065 |
1.0082 |
| PP |
1.0079 |
1.0079 |
1.0079 |
1.0078 |
| S1 |
1.0059 |
1.0059 |
1.0061 |
1.0057 |
| S2 |
1.0054 |
1.0054 |
1.0058 |
|
| S3 |
1.0029 |
1.0034 |
1.0056 |
|
| S4 |
1.0004 |
1.0009 |
1.0049 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0349 |
1.0124 |
|
| R3 |
1.0303 |
1.0238 |
1.0094 |
|
| R2 |
1.0192 |
1.0192 |
1.0083 |
|
| R1 |
1.0127 |
1.0127 |
1.0073 |
1.0104 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0069 |
| S1 |
1.0016 |
1.0016 |
1.0053 |
0.9993 |
| S2 |
0.9970 |
0.9970 |
1.0043 |
|
| S3 |
0.9859 |
0.9905 |
1.0032 |
|
| S4 |
0.9748 |
0.9794 |
1.0002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0206 |
|
2.618 |
1.0165 |
|
1.618 |
1.0140 |
|
1.000 |
1.0125 |
|
0.618 |
1.0115 |
|
HIGH |
1.0100 |
|
0.618 |
1.0090 |
|
0.500 |
1.0088 |
|
0.382 |
1.0085 |
|
LOW |
1.0075 |
|
0.618 |
1.0060 |
|
1.000 |
1.0050 |
|
1.618 |
1.0035 |
|
2.618 |
1.0010 |
|
4.250 |
0.9969 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0088 |
1.0090 |
| PP |
1.0079 |
1.0081 |
| S1 |
1.0071 |
1.0072 |
|