CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0146 |
1.0176 |
0.0030 |
0.3% |
1.0100 |
| High |
1.0146 |
1.0189 |
0.0043 |
0.4% |
1.0190 |
| Low |
1.0144 |
1.0161 |
0.0017 |
0.2% |
0.9988 |
| Close |
1.0132 |
1.0159 |
0.0027 |
0.3% |
1.0062 |
| Range |
0.0002 |
0.0028 |
0.0026 |
1,300.0% |
0.0202 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
1,851 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0234 |
1.0174 |
|
| R3 |
1.0226 |
1.0206 |
1.0167 |
|
| R2 |
1.0198 |
1.0198 |
1.0164 |
|
| R1 |
1.0178 |
1.0178 |
1.0162 |
1.0174 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0168 |
| S1 |
1.0150 |
1.0150 |
1.0156 |
1.0146 |
| S2 |
1.0142 |
1.0142 |
1.0154 |
|
| S3 |
1.0114 |
1.0122 |
1.0151 |
|
| S4 |
1.0086 |
1.0094 |
1.0144 |
|
|
| 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 |
1.0189 |
1.0012 |
0.0177 |
1.7% |
0.0052 |
0.5% |
83% |
True |
False |
214 |
| 10 |
1.0310 |
0.9988 |
0.0322 |
3.2% |
0.0096 |
0.9% |
53% |
False |
False |
207 |
| 20 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0060 |
0.6% |
31% |
False |
False |
114 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0046 |
0.5% |
31% |
False |
False |
67 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0037 |
0.4% |
31% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0262 |
|
1.618 |
1.0234 |
|
1.000 |
1.0217 |
|
0.618 |
1.0206 |
|
HIGH |
1.0189 |
|
0.618 |
1.0178 |
|
0.500 |
1.0175 |
|
0.382 |
1.0172 |
|
LOW |
1.0161 |
|
0.618 |
1.0144 |
|
1.000 |
1.0133 |
|
1.618 |
1.0116 |
|
2.618 |
1.0088 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0155 |
| PP |
1.0170 |
1.0151 |
| S1 |
1.0164 |
1.0148 |
|