CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0055 |
-0.0005 |
0.0% |
1.0109 |
| High |
1.0135 |
1.0133 |
-0.0002 |
0.0% |
1.0189 |
| Low |
1.0060 |
1.0055 |
-0.0005 |
0.0% |
1.0033 |
| Close |
1.0074 |
1.0077 |
0.0003 |
0.0% |
1.0074 |
| Range |
0.0075 |
0.0078 |
0.0003 |
4.0% |
0.0156 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
61 |
113 |
52 |
85.2% |
179 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0322 |
1.0278 |
1.0120 |
|
| R3 |
1.0244 |
1.0200 |
1.0098 |
|
| R2 |
1.0166 |
1.0166 |
1.0091 |
|
| R1 |
1.0122 |
1.0122 |
1.0084 |
1.0144 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0100 |
| S1 |
1.0044 |
1.0044 |
1.0070 |
1.0066 |
| S2 |
1.0010 |
1.0010 |
1.0063 |
|
| S3 |
0.9932 |
0.9966 |
1.0056 |
|
| S4 |
0.9854 |
0.9888 |
1.0034 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0567 |
1.0476 |
1.0160 |
|
| R3 |
1.0411 |
1.0320 |
1.0117 |
|
| R2 |
1.0255 |
1.0255 |
1.0103 |
|
| R1 |
1.0164 |
1.0164 |
1.0088 |
1.0132 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0082 |
| S1 |
1.0008 |
1.0008 |
1.0060 |
0.9976 |
| S2 |
0.9943 |
0.9943 |
1.0045 |
|
| S3 |
0.9787 |
0.9852 |
1.0031 |
|
| S4 |
0.9631 |
0.9696 |
0.9988 |
|
|
| 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% |
0.0050 |
0.5% |
28% |
False |
False |
46 |
| 10 |
1.0190 |
0.9988 |
0.0202 |
2.0% |
0.0087 |
0.9% |
44% |
False |
False |
169 |
| 20 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0068 |
0.7% |
16% |
False |
False |
121 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0050 |
0.5% |
16% |
False |
False |
72 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0040 |
0.4% |
16% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0465 |
|
2.618 |
1.0337 |
|
1.618 |
1.0259 |
|
1.000 |
1.0211 |
|
0.618 |
1.0181 |
|
HIGH |
1.0133 |
|
0.618 |
1.0103 |
|
0.500 |
1.0094 |
|
0.382 |
1.0085 |
|
LOW |
1.0055 |
|
0.618 |
1.0007 |
|
1.000 |
0.9977 |
|
1.618 |
0.9929 |
|
2.618 |
0.9851 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0084 |
| PP |
1.0088 |
1.0082 |
| S1 |
1.0083 |
1.0079 |
|