CME Canadian Dollar Future September 2011
| 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 |
1.0172 |
1.0231 |
0.0059 |
0.6% |
1.0084 |
| High |
1.0262 |
1.0242 |
-0.0020 |
-0.2% |
1.0207 |
| Low |
1.0146 |
1.0180 |
0.0034 |
0.3% |
1.0070 |
| Close |
1.0213 |
1.0217 |
0.0004 |
0.0% |
1.0146 |
| Range |
0.0116 |
0.0062 |
-0.0054 |
-46.6% |
0.0137 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
65,419 |
62,083 |
-3,336 |
-5.1% |
416,496 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0370 |
1.0251 |
|
| R3 |
1.0337 |
1.0308 |
1.0234 |
|
| R2 |
1.0275 |
1.0275 |
1.0228 |
|
| R1 |
1.0246 |
1.0246 |
1.0223 |
1.0230 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0205 |
| S1 |
1.0184 |
1.0184 |
1.0211 |
1.0168 |
| S2 |
1.0151 |
1.0151 |
1.0206 |
|
| S3 |
1.0089 |
1.0122 |
1.0200 |
|
| S4 |
1.0027 |
1.0060 |
1.0183 |
|
|
| 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 |
1.0262 |
1.0070 |
0.0192 |
1.9% |
0.0093 |
0.9% |
77% |
False |
False |
78,649 |
| 10 |
1.0262 |
1.0053 |
0.0209 |
2.0% |
0.0095 |
0.9% |
78% |
False |
False |
80,316 |
| 20 |
1.0442 |
0.9980 |
0.0462 |
4.5% |
0.0119 |
1.2% |
51% |
False |
False |
109,548 |
| 40 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0110 |
1.1% |
37% |
False |
False |
93,595 |
| 60 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0104 |
1.0% |
37% |
False |
False |
87,965 |
| 80 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0100 |
1.0% |
37% |
False |
False |
66,493 |
| 100 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0097 |
0.9% |
37% |
False |
False |
53,237 |
| 120 |
1.0617 |
0.9980 |
0.0637 |
6.2% |
0.0092 |
0.9% |
37% |
False |
False |
44,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0506 |
|
2.618 |
1.0404 |
|
1.618 |
1.0342 |
|
1.000 |
1.0304 |
|
0.618 |
1.0280 |
|
HIGH |
1.0242 |
|
0.618 |
1.0218 |
|
0.500 |
1.0211 |
|
0.382 |
1.0204 |
|
LOW |
1.0180 |
|
0.618 |
1.0142 |
|
1.000 |
1.0118 |
|
1.618 |
1.0080 |
|
2.618 |
1.0018 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0200 |
| PP |
1.0213 |
1.0183 |
| S1 |
1.0211 |
1.0166 |
|