CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0103 |
1.0109 |
0.0006 |
0.1% |
1.0100 |
| High |
1.0130 |
1.0166 |
0.0036 |
0.4% |
1.0190 |
| Low |
1.0050 |
1.0106 |
0.0056 |
0.6% |
0.9988 |
| Close |
1.0062 |
1.0152 |
0.0090 |
0.9% |
1.0062 |
| Range |
0.0080 |
0.0060 |
-0.0020 |
-25.0% |
0.0202 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.5% |
0.0000 |
| Volume |
691 |
60 |
-631 |
-91.3% |
1,851 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0297 |
1.0185 |
|
| R3 |
1.0261 |
1.0237 |
1.0169 |
|
| R2 |
1.0201 |
1.0201 |
1.0163 |
|
| R1 |
1.0177 |
1.0177 |
1.0158 |
1.0189 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0148 |
| S1 |
1.0117 |
1.0117 |
1.0147 |
1.0129 |
| S2 |
1.0081 |
1.0081 |
1.0141 |
|
| S3 |
1.0021 |
1.0057 |
1.0136 |
|
| S4 |
0.9961 |
0.9997 |
1.0119 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0576 |
1.0173 |
|
| R3 |
1.0484 |
1.0374 |
1.0118 |
|
| R2 |
1.0282 |
1.0282 |
1.0099 |
|
| R1 |
1.0172 |
1.0172 |
1.0081 |
1.0126 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0057 |
| S1 |
0.9970 |
0.9970 |
1.0043 |
0.9924 |
| S2 |
0.9878 |
0.9878 |
1.0025 |
|
| S3 |
0.9676 |
0.9768 |
1.0006 |
|
| S4 |
0.9474 |
0.9566 |
0.9951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0190 |
0.9988 |
0.0202 |
2.0% |
0.0124 |
1.2% |
81% |
False |
False |
293 |
| 10 |
1.0390 |
0.9988 |
0.0402 |
4.0% |
0.0101 |
1.0% |
41% |
False |
False |
215 |
| 20 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0061 |
0.6% |
29% |
False |
False |
119 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0046 |
0.5% |
29% |
False |
False |
67 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0038 |
0.4% |
29% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0323 |
|
1.618 |
1.0263 |
|
1.000 |
1.0226 |
|
0.618 |
1.0203 |
|
HIGH |
1.0166 |
|
0.618 |
1.0143 |
|
0.500 |
1.0136 |
|
0.382 |
1.0129 |
|
LOW |
1.0106 |
|
0.618 |
1.0069 |
|
1.000 |
1.0046 |
|
1.618 |
1.0009 |
|
2.618 |
0.9949 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0147 |
1.0131 |
| PP |
1.0141 |
1.0110 |
| S1 |
1.0136 |
1.0089 |
|