CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0176 |
1.0100 |
-0.0076 |
-0.7% |
1.0100 |
| High |
1.0189 |
1.0100 |
-0.0089 |
-0.9% |
1.0190 |
| Low |
1.0161 |
1.0033 |
-0.0128 |
-1.3% |
0.9988 |
| Close |
1.0159 |
1.0066 |
-0.0093 |
-0.9% |
1.0062 |
| Range |
0.0028 |
0.0067 |
0.0039 |
139.3% |
0.0202 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
4.1% |
0.0000 |
| Volume |
3 |
45 |
42 |
1,400.0% |
1,851 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0267 |
1.0234 |
1.0103 |
|
| R3 |
1.0200 |
1.0167 |
1.0084 |
|
| R2 |
1.0133 |
1.0133 |
1.0078 |
|
| R1 |
1.0100 |
1.0100 |
1.0072 |
1.0083 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0058 |
| S1 |
1.0033 |
1.0033 |
1.0060 |
1.0016 |
| S2 |
0.9999 |
0.9999 |
1.0054 |
|
| S3 |
0.9932 |
0.9966 |
1.0048 |
|
| S4 |
0.9865 |
0.9899 |
1.0029 |
|
|
| 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 |
1.0033 |
0.0156 |
1.5% |
0.0047 |
0.5% |
21% |
False |
True |
161 |
| 10 |
1.0191 |
0.9988 |
0.0203 |
2.0% |
0.0087 |
0.9% |
38% |
False |
False |
210 |
| 20 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0062 |
0.6% |
14% |
False |
False |
115 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0047 |
0.5% |
14% |
False |
False |
68 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0038 |
0.4% |
14% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0275 |
|
1.618 |
1.0208 |
|
1.000 |
1.0167 |
|
0.618 |
1.0141 |
|
HIGH |
1.0100 |
|
0.618 |
1.0074 |
|
0.500 |
1.0067 |
|
0.382 |
1.0059 |
|
LOW |
1.0033 |
|
0.618 |
0.9992 |
|
1.000 |
0.9966 |
|
1.618 |
0.9925 |
|
2.618 |
0.9858 |
|
4.250 |
0.9748 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0111 |
| PP |
1.0066 |
1.0096 |
| S1 |
1.0066 |
1.0081 |
|