CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0384 |
1.0370 |
-0.0014 |
-0.1% |
1.0513 |
| High |
1.0386 |
1.0390 |
0.0004 |
0.0% |
1.0544 |
| Low |
1.0354 |
1.0341 |
-0.0013 |
-0.1% |
1.0385 |
| Close |
1.0376 |
1.0336 |
-0.0040 |
-0.4% |
1.0411 |
| Range |
0.0032 |
0.0049 |
0.0017 |
53.1% |
0.0159 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
36 |
51 |
15 |
41.7% |
54 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0468 |
1.0363 |
|
| R3 |
1.0454 |
1.0419 |
1.0349 |
|
| R2 |
1.0405 |
1.0405 |
1.0345 |
|
| R1 |
1.0370 |
1.0370 |
1.0340 |
1.0363 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0352 |
| S1 |
1.0321 |
1.0321 |
1.0332 |
1.0314 |
| S2 |
1.0307 |
1.0307 |
1.0327 |
|
| S3 |
1.0258 |
1.0272 |
1.0323 |
|
| S4 |
1.0209 |
1.0223 |
1.0309 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0924 |
1.0826 |
1.0498 |
|
| R3 |
1.0765 |
1.0667 |
1.0455 |
|
| R2 |
1.0606 |
1.0606 |
1.0440 |
|
| R1 |
1.0508 |
1.0508 |
1.0426 |
1.0478 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0431 |
| S1 |
1.0349 |
1.0349 |
1.0396 |
1.0319 |
| S2 |
1.0288 |
1.0288 |
1.0382 |
|
| S3 |
1.0129 |
1.0190 |
1.0367 |
|
| S4 |
0.9970 |
1.0031 |
1.0324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0486 |
1.0341 |
0.0145 |
1.4% |
0.0034 |
0.3% |
-3% |
False |
True |
26 |
| 10 |
1.0544 |
1.0341 |
0.0203 |
2.0% |
0.0024 |
0.2% |
-2% |
False |
True |
21 |
| 20 |
1.0544 |
1.0250 |
0.0294 |
2.8% |
0.0032 |
0.3% |
29% |
False |
False |
25 |
| 40 |
1.0544 |
1.0042 |
0.0502 |
4.9% |
0.0029 |
0.3% |
59% |
False |
False |
20 |
| 60 |
1.0544 |
1.0042 |
0.0502 |
4.9% |
0.0028 |
0.3% |
59% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0518 |
|
1.618 |
1.0469 |
|
1.000 |
1.0439 |
|
0.618 |
1.0420 |
|
HIGH |
1.0390 |
|
0.618 |
1.0371 |
|
0.500 |
1.0366 |
|
0.382 |
1.0360 |
|
LOW |
1.0341 |
|
0.618 |
1.0311 |
|
1.000 |
1.0292 |
|
1.618 |
1.0262 |
|
2.618 |
1.0213 |
|
4.250 |
1.0133 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0370 |
| PP |
1.0356 |
1.0358 |
| S1 |
1.0346 |
1.0347 |
|