CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0060 |
-0.0090 |
-0.9% |
1.0456 |
| High |
1.0190 |
1.0200 |
0.0010 |
0.1% |
1.0500 |
| Low |
1.0035 |
0.9967 |
-0.0068 |
-0.7% |
1.0123 |
| Close |
1.0050 |
1.0034 |
-0.0016 |
-0.2% |
1.0179 |
| Range |
0.0155 |
0.0233 |
0.0078 |
50.3% |
0.0377 |
| ATR |
0.0100 |
0.0109 |
0.0010 |
9.5% |
0.0000 |
| Volume |
723 |
1,077 |
354 |
49.0% |
2,709 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0633 |
1.0162 |
|
| R3 |
1.0533 |
1.0400 |
1.0098 |
|
| R2 |
1.0300 |
1.0300 |
1.0077 |
|
| R1 |
1.0167 |
1.0167 |
1.0055 |
1.0117 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0042 |
| S1 |
0.9934 |
0.9934 |
1.0013 |
0.9884 |
| S2 |
0.9834 |
0.9834 |
0.9991 |
|
| S3 |
0.9601 |
0.9701 |
0.9970 |
|
| S4 |
0.9368 |
0.9468 |
0.9906 |
|
|
| 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 |
1.0420 |
0.9967 |
0.0453 |
4.5% |
0.0158 |
1.6% |
15% |
False |
True |
828 |
| 10 |
1.0587 |
0.9967 |
0.0620 |
6.2% |
0.0124 |
1.2% |
11% |
False |
True |
515 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0102 |
1.0% |
11% |
False |
True |
390 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0094 |
0.9% |
11% |
False |
True |
274 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0080 |
0.8% |
11% |
False |
True |
220 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0076 |
0.8% |
11% |
False |
True |
178 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0069 |
0.7% |
11% |
False |
True |
152 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0064 |
0.6% |
11% |
False |
True |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1190 |
|
2.618 |
1.0810 |
|
1.618 |
1.0577 |
|
1.000 |
1.0433 |
|
0.618 |
1.0344 |
|
HIGH |
1.0200 |
|
0.618 |
1.0111 |
|
0.500 |
1.0084 |
|
0.382 |
1.0056 |
|
LOW |
0.9967 |
|
0.618 |
0.9823 |
|
1.000 |
0.9734 |
|
1.618 |
0.9590 |
|
2.618 |
0.9357 |
|
4.250 |
0.8977 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0100 |
| PP |
1.0067 |
1.0078 |
| S1 |
1.0051 |
1.0056 |
|