CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0196 |
1.0171 |
-0.0025 |
-0.2% |
1.0162 |
| High |
1.0196 |
1.0224 |
0.0028 |
0.3% |
1.0225 |
| Low |
1.0121 |
1.0148 |
0.0027 |
0.3% |
0.9980 |
| Close |
1.0165 |
1.0191 |
0.0026 |
0.3% |
1.0089 |
| Range |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0245 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
76,515 |
63,812 |
-12,703 |
-16.6% |
749,617 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0379 |
1.0233 |
|
| R3 |
1.0340 |
1.0303 |
1.0212 |
|
| R2 |
1.0264 |
1.0264 |
1.0205 |
|
| R1 |
1.0227 |
1.0227 |
1.0198 |
1.0246 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0197 |
| S1 |
1.0151 |
1.0151 |
1.0184 |
1.0170 |
| S2 |
1.0112 |
1.0112 |
1.0177 |
|
| S3 |
1.0036 |
1.0075 |
1.0170 |
|
| S4 |
0.9960 |
0.9999 |
1.0149 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0706 |
1.0224 |
|
| R3 |
1.0588 |
1.0461 |
1.0156 |
|
| R2 |
1.0343 |
1.0343 |
1.0134 |
|
| R1 |
1.0216 |
1.0216 |
1.0111 |
1.0157 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0069 |
| S1 |
0.9971 |
0.9971 |
1.0067 |
0.9912 |
| S2 |
0.9853 |
0.9853 |
1.0044 |
|
| S3 |
0.9608 |
0.9726 |
1.0022 |
|
| S4 |
0.9363 |
0.9481 |
0.9954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0224 |
1.0022 |
0.0202 |
2.0% |
0.0096 |
0.9% |
84% |
True |
False |
89,009 |
| 10 |
1.0402 |
0.9980 |
0.0422 |
4.1% |
0.0142 |
1.4% |
50% |
False |
False |
133,088 |
| 20 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0119 |
1.2% |
33% |
False |
False |
107,384 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0108 |
1.1% |
33% |
False |
False |
93,087 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0101 |
1.0% |
33% |
False |
False |
76,233 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0100 |
1.0% |
33% |
False |
False |
57,281 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0093 |
0.9% |
33% |
False |
False |
45,856 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0088 |
0.9% |
33% |
False |
False |
38,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0547 |
|
2.618 |
1.0423 |
|
1.618 |
1.0347 |
|
1.000 |
1.0300 |
|
0.618 |
1.0271 |
|
HIGH |
1.0224 |
|
0.618 |
1.0195 |
|
0.500 |
1.0186 |
|
0.382 |
1.0177 |
|
LOW |
1.0148 |
|
0.618 |
1.0101 |
|
1.000 |
1.0072 |
|
1.618 |
1.0025 |
|
2.618 |
0.9949 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0189 |
1.0179 |
| PP |
1.0188 |
1.0167 |
| S1 |
1.0186 |
1.0155 |
|