CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0180 |
0.0038 |
0.4% |
1.0150 |
| High |
1.0207 |
1.0180 |
-0.0027 |
-0.3% |
1.0200 |
| Low |
1.0134 |
1.0039 |
-0.0095 |
-0.9% |
0.9967 |
| Close |
1.0173 |
1.0075 |
-0.0098 |
-1.0% |
1.0072 |
| Range |
0.0073 |
0.0141 |
0.0068 |
93.2% |
0.0233 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.5% |
0.0000 |
| Volume |
151 |
583 |
432 |
286.1% |
5,467 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0439 |
1.0153 |
|
| R3 |
1.0380 |
1.0298 |
1.0114 |
|
| R2 |
1.0239 |
1.0239 |
1.0101 |
|
| R1 |
1.0157 |
1.0157 |
1.0088 |
1.0128 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0083 |
| S1 |
1.0016 |
1.0016 |
1.0062 |
0.9987 |
| S2 |
0.9957 |
0.9957 |
1.0049 |
|
| S3 |
0.9816 |
0.9875 |
1.0036 |
|
| S4 |
0.9675 |
0.9734 |
0.9997 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0779 |
1.0658 |
1.0200 |
|
| R3 |
1.0546 |
1.0425 |
1.0136 |
|
| R2 |
1.0313 |
1.0313 |
1.0115 |
|
| R1 |
1.0192 |
1.0192 |
1.0093 |
1.0136 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0052 |
| S1 |
0.9959 |
0.9959 |
1.0051 |
0.9903 |
| S2 |
0.9847 |
0.9847 |
1.0029 |
|
| S3 |
0.9614 |
0.9726 |
1.0008 |
|
| S4 |
0.9381 |
0.9493 |
0.9944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0207 |
1.0039 |
0.0168 |
1.7% |
0.0092 |
0.9% |
21% |
False |
True |
417 |
| 10 |
1.0233 |
0.9967 |
0.0266 |
2.6% |
0.0123 |
1.2% |
41% |
False |
False |
863 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0111 |
1.1% |
17% |
False |
False |
542 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0096 |
1.0% |
17% |
False |
False |
379 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0086 |
0.9% |
17% |
False |
False |
295 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0080 |
0.8% |
17% |
False |
False |
238 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0074 |
0.7% |
17% |
False |
False |
199 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0068 |
0.7% |
17% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0549 |
|
1.618 |
1.0408 |
|
1.000 |
1.0321 |
|
0.618 |
1.0267 |
|
HIGH |
1.0180 |
|
0.618 |
1.0126 |
|
0.500 |
1.0110 |
|
0.382 |
1.0093 |
|
LOW |
1.0039 |
|
0.618 |
0.9952 |
|
1.000 |
0.9898 |
|
1.618 |
0.9811 |
|
2.618 |
0.9670 |
|
4.250 |
0.9440 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0123 |
| PP |
1.0098 |
1.0107 |
| S1 |
1.0087 |
1.0091 |
|