CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0114 |
-0.0004 |
0.0% |
1.0084 |
| High |
1.0207 |
1.0189 |
-0.0018 |
-0.2% |
1.0207 |
| Low |
1.0107 |
1.0070 |
-0.0037 |
-0.4% |
1.0070 |
| Close |
1.0116 |
1.0146 |
0.0030 |
0.3% |
1.0146 |
| Range |
0.0100 |
0.0119 |
0.0019 |
19.0% |
0.0137 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.7% |
0.0000 |
| Volume |
92,733 |
100,044 |
7,311 |
7.9% |
416,496 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0438 |
1.0211 |
|
| R3 |
1.0373 |
1.0319 |
1.0179 |
|
| R2 |
1.0254 |
1.0254 |
1.0168 |
|
| R1 |
1.0200 |
1.0200 |
1.0157 |
1.0227 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0149 |
| S1 |
1.0081 |
1.0081 |
1.0135 |
1.0108 |
| S2 |
1.0016 |
1.0016 |
1.0124 |
|
| S3 |
0.9897 |
0.9962 |
1.0113 |
|
| S4 |
0.9778 |
0.9843 |
1.0081 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0486 |
1.0221 |
|
| R3 |
1.0415 |
1.0349 |
1.0184 |
|
| R2 |
1.0278 |
1.0278 |
1.0171 |
|
| R1 |
1.0212 |
1.0212 |
1.0159 |
1.0245 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0158 |
| S1 |
1.0075 |
1.0075 |
1.0133 |
1.0108 |
| S2 |
1.0004 |
1.0004 |
1.0121 |
|
| S3 |
0.9867 |
0.9938 |
1.0108 |
|
| S4 |
0.9730 |
0.9801 |
1.0071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0207 |
1.0070 |
0.0137 |
1.4% |
0.0089 |
0.9% |
55% |
False |
True |
83,299 |
| 10 |
1.0224 |
1.0053 |
0.0171 |
1.7% |
0.0096 |
0.9% |
54% |
False |
False |
82,648 |
| 20 |
1.0523 |
0.9980 |
0.0543 |
5.4% |
0.0120 |
1.2% |
31% |
False |
False |
111,760 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0109 |
1.1% |
26% |
False |
False |
93,201 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0104 |
1.0% |
26% |
False |
False |
86,210 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0101 |
1.0% |
26% |
False |
False |
64,910 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0096 |
0.9% |
26% |
False |
False |
51,965 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.3% |
0.0092 |
0.9% |
26% |
False |
False |
43,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0695 |
|
2.618 |
1.0501 |
|
1.618 |
1.0382 |
|
1.000 |
1.0308 |
|
0.618 |
1.0263 |
|
HIGH |
1.0189 |
|
0.618 |
1.0144 |
|
0.500 |
1.0130 |
|
0.382 |
1.0115 |
|
LOW |
1.0070 |
|
0.618 |
0.9996 |
|
1.000 |
0.9951 |
|
1.618 |
0.9877 |
|
2.618 |
0.9758 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0141 |
1.0144 |
| PP |
1.0135 |
1.0141 |
| S1 |
1.0130 |
1.0139 |
|