CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0183 |
-0.0127 |
-1.2% |
1.0398 |
| High |
1.0310 |
1.0191 |
-0.0119 |
-1.2% |
1.0398 |
| Low |
1.0150 |
1.0104 |
-0.0046 |
-0.5% |
1.0104 |
| Close |
1.0167 |
1.0167 |
0.0000 |
0.0% |
1.0167 |
| Range |
0.0160 |
0.0087 |
-0.0073 |
-45.6% |
0.0294 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.8% |
0.0000 |
| Volume |
18 |
135 |
117 |
650.0% |
276 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0378 |
1.0215 |
|
| R3 |
1.0328 |
1.0291 |
1.0191 |
|
| R2 |
1.0241 |
1.0241 |
1.0183 |
|
| R1 |
1.0204 |
1.0204 |
1.0175 |
1.0179 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0142 |
| S1 |
1.0117 |
1.0117 |
1.0159 |
1.0092 |
| S2 |
1.0067 |
1.0067 |
1.0151 |
|
| S3 |
0.9980 |
1.0030 |
1.0143 |
|
| S4 |
0.9893 |
0.9943 |
1.0119 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.0930 |
1.0329 |
|
| R3 |
1.0811 |
1.0636 |
1.0248 |
|
| R2 |
1.0517 |
1.0517 |
1.0221 |
|
| R1 |
1.0342 |
1.0342 |
1.0194 |
1.0283 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0193 |
| S1 |
1.0048 |
1.0048 |
1.0140 |
0.9989 |
| S2 |
0.9929 |
0.9929 |
1.0113 |
|
| S3 |
0.9635 |
0.9754 |
1.0086 |
|
| S4 |
0.9341 |
0.9460 |
1.0005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0398 |
1.0104 |
0.0294 |
2.9% |
0.0066 |
0.6% |
21% |
False |
True |
55 |
| 10 |
1.0544 |
1.0104 |
0.0440 |
4.3% |
0.0044 |
0.4% |
14% |
False |
True |
33 |
| 20 |
1.0544 |
1.0104 |
0.0440 |
4.3% |
0.0039 |
0.4% |
14% |
False |
True |
32 |
| 40 |
1.0544 |
1.0042 |
0.0502 |
4.9% |
0.0034 |
0.3% |
25% |
False |
False |
24 |
| 60 |
1.0544 |
1.0042 |
0.0502 |
4.9% |
0.0030 |
0.3% |
25% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0419 |
|
1.618 |
1.0332 |
|
1.000 |
1.0278 |
|
0.618 |
1.0245 |
|
HIGH |
1.0191 |
|
0.618 |
1.0158 |
|
0.500 |
1.0148 |
|
0.382 |
1.0137 |
|
LOW |
1.0104 |
|
0.618 |
1.0050 |
|
1.000 |
1.0017 |
|
1.618 |
0.9963 |
|
2.618 |
0.9876 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0247 |
| PP |
1.0154 |
1.0220 |
| S1 |
1.0148 |
1.0194 |
|