CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0180 |
1.0070 |
-0.0110 |
-1.1% |
1.0102 |
| High |
1.0180 |
1.0152 |
-0.0028 |
-0.3% |
1.0207 |
| Low |
1.0039 |
1.0064 |
0.0025 |
0.2% |
1.0039 |
| Close |
1.0075 |
1.0082 |
0.0007 |
0.1% |
1.0082 |
| Range |
0.0141 |
0.0088 |
-0.0053 |
-37.6% |
0.0168 |
| ATR |
0.0107 |
0.0105 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
583 |
1,161 |
578 |
99.1% |
2,561 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0311 |
1.0130 |
|
| R3 |
1.0275 |
1.0223 |
1.0106 |
|
| R2 |
1.0187 |
1.0187 |
1.0098 |
|
| R1 |
1.0135 |
1.0135 |
1.0090 |
1.0161 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0113 |
| S1 |
1.0047 |
1.0047 |
1.0074 |
1.0073 |
| S2 |
1.0011 |
1.0011 |
1.0066 |
|
| S3 |
0.9923 |
0.9959 |
1.0058 |
|
| S4 |
0.9835 |
0.9871 |
1.0034 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0516 |
1.0174 |
|
| R3 |
1.0445 |
1.0348 |
1.0128 |
|
| R2 |
1.0277 |
1.0277 |
1.0113 |
|
| R1 |
1.0180 |
1.0180 |
1.0097 |
1.0145 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0092 |
| S1 |
1.0012 |
1.0012 |
1.0067 |
0.9977 |
| S2 |
0.9941 |
0.9941 |
1.0051 |
|
| S3 |
0.9773 |
0.9844 |
1.0036 |
|
| S4 |
0.9605 |
0.9676 |
0.9990 |
|
|
| 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% |
0.0094 |
0.9% |
26% |
False |
False |
512 |
| 10 |
1.0207 |
0.9967 |
0.0240 |
2.4% |
0.0121 |
1.2% |
48% |
False |
False |
802 |
| 20 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0110 |
1.1% |
18% |
False |
False |
593 |
| 40 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0097 |
1.0% |
18% |
False |
False |
406 |
| 60 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0087 |
0.9% |
18% |
False |
False |
313 |
| 80 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0080 |
0.8% |
18% |
False |
False |
252 |
| 100 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0074 |
0.7% |
18% |
False |
False |
210 |
| 120 |
1.0593 |
0.9967 |
0.0626 |
6.2% |
0.0069 |
0.7% |
18% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0526 |
|
2.618 |
1.0382 |
|
1.618 |
1.0294 |
|
1.000 |
1.0240 |
|
0.618 |
1.0206 |
|
HIGH |
1.0152 |
|
0.618 |
1.0118 |
|
0.500 |
1.0108 |
|
0.382 |
1.0098 |
|
LOW |
1.0064 |
|
0.618 |
1.0010 |
|
1.000 |
0.9976 |
|
1.618 |
0.9922 |
|
2.618 |
0.9834 |
|
4.250 |
0.9690 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0123 |
| PP |
1.0099 |
1.0109 |
| S1 |
1.0091 |
1.0096 |
|