CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
1.0190 |
0.0180 |
1.8% |
1.0398 |
| High |
1.0189 |
1.0190 |
0.0001 |
0.0% |
1.0398 |
| Low |
0.9988 |
1.0000 |
0.0012 |
0.1% |
1.0104 |
| Close |
1.0028 |
1.0074 |
0.0046 |
0.5% |
1.0167 |
| Range |
0.0201 |
0.0190 |
-0.0011 |
-5.5% |
0.0294 |
| ATR |
0.0078 |
0.0086 |
0.0008 |
10.2% |
0.0000 |
| Volume |
221 |
188 |
-33 |
-14.9% |
276 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0658 |
1.0556 |
1.0179 |
|
| R3 |
1.0468 |
1.0366 |
1.0126 |
|
| R2 |
1.0278 |
1.0278 |
1.0109 |
|
| R1 |
1.0176 |
1.0176 |
1.0091 |
1.0132 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0066 |
| S1 |
0.9986 |
0.9986 |
1.0057 |
0.9942 |
| S2 |
0.9898 |
0.9898 |
1.0039 |
|
| S3 |
0.9708 |
0.9796 |
1.0022 |
|
| S4 |
0.9518 |
0.9606 |
0.9970 |
|
|
| 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 |
1.0310 |
0.9988 |
0.0322 |
3.2% |
0.0140 |
1.4% |
27% |
False |
False |
201 |
| 10 |
1.0486 |
0.9988 |
0.0498 |
4.9% |
0.0087 |
0.9% |
17% |
False |
False |
113 |
| 20 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0052 |
0.5% |
15% |
False |
False |
71 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0044 |
0.4% |
15% |
False |
False |
42 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0034 |
0.3% |
15% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0687 |
|
1.618 |
1.0497 |
|
1.000 |
1.0380 |
|
0.618 |
1.0307 |
|
HIGH |
1.0190 |
|
0.618 |
1.0117 |
|
0.500 |
1.0095 |
|
0.382 |
1.0073 |
|
LOW |
1.0000 |
|
0.618 |
0.9883 |
|
1.000 |
0.9810 |
|
1.618 |
0.9693 |
|
2.618 |
0.9503 |
|
4.250 |
0.9193 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0089 |
| PP |
1.0088 |
1.0084 |
| S1 |
1.0081 |
1.0079 |
|