CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0030 |
-0.0120 |
-1.2% |
1.0456 |
| High |
1.0180 |
1.0125 |
-0.0055 |
-0.5% |
1.0500 |
| Low |
1.0023 |
1.0009 |
-0.0014 |
-0.1% |
1.0123 |
| Close |
1.0080 |
1.0110 |
0.0030 |
0.3% |
1.0179 |
| Range |
0.0157 |
0.0116 |
-0.0041 |
-26.1% |
0.0377 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,122 |
859 |
-1,263 |
-59.5% |
2,709 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0386 |
1.0174 |
|
| R3 |
1.0313 |
1.0270 |
1.0142 |
|
| R2 |
1.0197 |
1.0197 |
1.0131 |
|
| R1 |
1.0154 |
1.0154 |
1.0121 |
1.0176 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0092 |
| S1 |
1.0038 |
1.0038 |
1.0099 |
1.0060 |
| S2 |
0.9965 |
0.9965 |
1.0089 |
|
| S3 |
0.9849 |
0.9922 |
1.0078 |
|
| S4 |
0.9733 |
0.9806 |
1.0046 |
|
|
| 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 |
1.0233 |
0.9967 |
0.0266 |
2.6% |
0.0154 |
1.5% |
54% |
False |
False |
1,308 |
| 10 |
1.0500 |
0.9967 |
0.0533 |
5.3% |
0.0134 |
1.3% |
27% |
False |
False |
773 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0107 |
1.1% |
23% |
False |
False |
499 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0094 |
0.9% |
23% |
False |
False |
343 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0083 |
0.8% |
23% |
False |
False |
267 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0078 |
0.8% |
23% |
False |
False |
215 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0070 |
0.7% |
23% |
False |
False |
181 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0066 |
0.7% |
23% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0429 |
|
1.618 |
1.0313 |
|
1.000 |
1.0241 |
|
0.618 |
1.0197 |
|
HIGH |
1.0125 |
|
0.618 |
1.0081 |
|
0.500 |
1.0067 |
|
0.382 |
1.0053 |
|
LOW |
1.0009 |
|
0.618 |
0.9937 |
|
1.000 |
0.9893 |
|
1.618 |
0.9821 |
|
2.618 |
0.9705 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0101 |
| PP |
1.0081 |
1.0092 |
| S1 |
1.0067 |
1.0084 |
|