CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0378 |
1.0176 |
-0.0202 |
-1.9% |
1.0456 |
| High |
1.0378 |
1.0233 |
-0.0145 |
-1.4% |
1.0500 |
| Low |
1.0165 |
1.0123 |
-0.0042 |
-0.4% |
1.0123 |
| Close |
1.0186 |
1.0179 |
-0.0007 |
-0.1% |
1.0179 |
| Range |
0.0213 |
0.0110 |
-0.0103 |
-48.4% |
0.0377 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.2% |
0.0000 |
| Volume |
432 |
1,763 |
1,331 |
308.1% |
2,709 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0454 |
1.0240 |
|
| R3 |
1.0398 |
1.0344 |
1.0209 |
|
| R2 |
1.0288 |
1.0288 |
1.0199 |
|
| R1 |
1.0234 |
1.0234 |
1.0189 |
1.0261 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0192 |
| S1 |
1.0124 |
1.0124 |
1.0169 |
1.0151 |
| S2 |
1.0068 |
1.0068 |
1.0159 |
|
| S3 |
0.9958 |
1.0014 |
1.0149 |
|
| S4 |
0.9848 |
0.9904 |
1.0119 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1166 |
1.0386 |
|
| R3 |
1.1021 |
1.0789 |
1.0283 |
|
| R2 |
1.0644 |
1.0644 |
1.0248 |
|
| R1 |
1.0412 |
1.0412 |
1.0214 |
1.0340 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0231 |
| S1 |
1.0035 |
1.0035 |
1.0144 |
0.9963 |
| S2 |
0.9890 |
0.9890 |
1.0110 |
|
| S3 |
0.9513 |
0.9658 |
1.0075 |
|
| S4 |
0.9136 |
0.9281 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0500 |
1.0123 |
0.0377 |
3.7% |
0.0116 |
1.1% |
15% |
False |
True |
541 |
| 10 |
1.0593 |
1.0123 |
0.0470 |
4.6% |
0.0100 |
1.0% |
12% |
False |
True |
383 |
| 20 |
1.0593 |
1.0123 |
0.0470 |
4.6% |
0.0093 |
0.9% |
12% |
False |
True |
313 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.3% |
0.0086 |
0.8% |
24% |
False |
False |
233 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.3% |
0.0075 |
0.7% |
24% |
False |
False |
191 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.3% |
0.0073 |
0.7% |
24% |
False |
False |
156 |
| 100 |
1.0593 |
0.9994 |
0.0599 |
5.9% |
0.0067 |
0.7% |
31% |
False |
False |
134 |
| 120 |
1.0593 |
0.9973 |
0.0620 |
6.1% |
0.0061 |
0.6% |
33% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0701 |
|
2.618 |
1.0521 |
|
1.618 |
1.0411 |
|
1.000 |
1.0343 |
|
0.618 |
1.0301 |
|
HIGH |
1.0233 |
|
0.618 |
1.0191 |
|
0.500 |
1.0178 |
|
0.382 |
1.0165 |
|
LOW |
1.0123 |
|
0.618 |
1.0055 |
|
1.000 |
1.0013 |
|
1.618 |
0.9945 |
|
2.618 |
0.9835 |
|
4.250 |
0.9656 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0179 |
1.0272 |
| PP |
1.0178 |
1.0241 |
| S1 |
1.0178 |
1.0210 |
|