CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0150 |
0.0090 |
0.9% |
1.0456 |
| High |
1.0200 |
1.0180 |
-0.0020 |
-0.2% |
1.0500 |
| Low |
0.9967 |
1.0023 |
0.0056 |
0.6% |
1.0123 |
| Close |
1.0034 |
1.0080 |
0.0046 |
0.5% |
1.0179 |
| Range |
0.0233 |
0.0157 |
-0.0076 |
-32.6% |
0.0377 |
| ATR |
0.0109 |
0.0113 |
0.0003 |
3.1% |
0.0000 |
| Volume |
1,077 |
2,122 |
1,045 |
97.0% |
2,709 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0565 |
1.0480 |
1.0166 |
|
| R3 |
1.0408 |
1.0323 |
1.0123 |
|
| R2 |
1.0251 |
1.0251 |
1.0109 |
|
| R1 |
1.0166 |
1.0166 |
1.0094 |
1.0130 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0077 |
| S1 |
1.0009 |
1.0009 |
1.0066 |
0.9973 |
| S2 |
0.9937 |
0.9937 |
1.0051 |
|
| S3 |
0.9780 |
0.9852 |
1.0037 |
|
| S4 |
0.9623 |
0.9695 |
0.9994 |
|
|
| 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 |
1.0378 |
0.9967 |
0.0411 |
4.1% |
0.0174 |
1.7% |
27% |
False |
False |
1,223 |
| 10 |
1.0535 |
0.9967 |
0.0568 |
5.6% |
0.0129 |
1.3% |
20% |
False |
False |
703 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0105 |
1.0% |
18% |
False |
False |
469 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0095 |
0.9% |
18% |
False |
False |
324 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0082 |
0.8% |
18% |
False |
False |
254 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0077 |
0.8% |
18% |
False |
False |
204 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0070 |
0.7% |
18% |
False |
False |
173 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0066 |
0.7% |
18% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0847 |
|
2.618 |
1.0591 |
|
1.618 |
1.0434 |
|
1.000 |
1.0337 |
|
0.618 |
1.0277 |
|
HIGH |
1.0180 |
|
0.618 |
1.0120 |
|
0.500 |
1.0102 |
|
0.382 |
1.0083 |
|
LOW |
1.0023 |
|
0.618 |
0.9926 |
|
1.000 |
0.9866 |
|
1.618 |
0.9769 |
|
2.618 |
0.9612 |
|
4.250 |
0.9356 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0084 |
| PP |
1.0094 |
1.0082 |
| S1 |
1.0087 |
1.0081 |
|