CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0070 |
1.0092 |
0.0022 |
0.2% |
1.0102 |
High |
1.0125 |
1.0136 |
0.0011 |
0.1% |
1.0207 |
Low |
1.0070 |
1.0074 |
0.0004 |
0.0% |
1.0039 |
Close |
1.0089 |
1.0093 |
0.0004 |
0.0% |
1.0082 |
Range |
0.0055 |
0.0062 |
0.0007 |
12.7% |
0.0168 |
ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
302 |
319 |
17 |
5.6% |
2,561 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0287 |
1.0252 |
1.0127 |
|
R3 |
1.0225 |
1.0190 |
1.0110 |
|
R2 |
1.0163 |
1.0163 |
1.0104 |
|
R1 |
1.0128 |
1.0128 |
1.0099 |
1.0146 |
PP |
1.0101 |
1.0101 |
1.0101 |
1.0110 |
S1 |
1.0066 |
1.0066 |
1.0087 |
1.0084 |
S2 |
1.0039 |
1.0039 |
1.0082 |
|
S3 |
0.9977 |
1.0004 |
1.0076 |
|
S4 |
0.9915 |
0.9942 |
1.0059 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0613 |
1.0516 |
1.0174 |
|
R3 |
1.0445 |
1.0348 |
1.0128 |
|
R2 |
1.0277 |
1.0277 |
1.0113 |
|
R1 |
1.0180 |
1.0180 |
1.0097 |
1.0145 |
PP |
1.0109 |
1.0109 |
1.0109 |
1.0092 |
S1 |
1.0012 |
1.0012 |
1.0067 |
0.9977 |
S2 |
0.9941 |
0.9941 |
1.0051 |
|
S3 |
0.9773 |
0.9844 |
1.0036 |
|
S4 |
0.9605 |
0.9676 |
0.9990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0180 |
1.0039 |
0.0141 |
1.4% |
0.0087 |
0.9% |
38% |
False |
False |
564 |
10 |
1.0207 |
1.0009 |
0.0198 |
2.0% |
0.0087 |
0.9% |
42% |
False |
False |
518 |
20 |
1.0535 |
0.9967 |
0.0568 |
5.6% |
0.0108 |
1.1% |
22% |
False |
False |
611 |
40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0096 |
1.0% |
20% |
False |
False |
415 |
60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0087 |
0.9% |
20% |
False |
False |
329 |
80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0080 |
0.8% |
20% |
False |
False |
264 |
100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0075 |
0.7% |
20% |
False |
False |
220 |
120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0070 |
0.7% |
20% |
False |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0400 |
2.618 |
1.0298 |
1.618 |
1.0236 |
1.000 |
1.0198 |
0.618 |
1.0174 |
HIGH |
1.0136 |
0.618 |
1.0112 |
0.500 |
1.0105 |
0.382 |
1.0098 |
LOW |
1.0074 |
0.618 |
1.0036 |
1.000 |
1.0012 |
1.618 |
0.9974 |
2.618 |
0.9912 |
4.250 |
0.9811 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0105 |
1.0105 |
PP |
1.0101 |
1.0101 |
S1 |
1.0097 |
1.0097 |
|