CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0100 |
0.0006 |
0.1% |
1.0109 |
| High |
1.0094 |
1.0129 |
0.0035 |
0.3% |
1.0189 |
| Low |
1.0094 |
1.0087 |
-0.0007 |
-0.1% |
1.0033 |
| Close |
1.0082 |
1.0083 |
0.0001 |
0.0% |
1.0074 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0156 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
75 |
39 |
-36 |
-48.0% |
179 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0196 |
1.0106 |
|
| R3 |
1.0184 |
1.0154 |
1.0095 |
|
| R2 |
1.0142 |
1.0142 |
1.0091 |
|
| R1 |
1.0112 |
1.0112 |
1.0087 |
1.0106 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0097 |
| S1 |
1.0070 |
1.0070 |
1.0079 |
1.0064 |
| S2 |
1.0058 |
1.0058 |
1.0075 |
|
| S3 |
1.0016 |
1.0028 |
1.0071 |
|
| S4 |
0.9974 |
0.9986 |
1.0060 |
|
|
| 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 |
1.0135 |
1.0033 |
0.0102 |
1.0% |
0.0052 |
0.5% |
49% |
False |
False |
66 |
| 10 |
1.0189 |
1.0012 |
0.0177 |
1.8% |
0.0052 |
0.5% |
40% |
False |
False |
140 |
| 20 |
1.0486 |
0.9988 |
0.0498 |
4.9% |
0.0070 |
0.7% |
19% |
False |
False |
127 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0050 |
0.5% |
17% |
False |
False |
74 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0041 |
0.4% |
17% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0239 |
|
1.618 |
1.0197 |
|
1.000 |
1.0171 |
|
0.618 |
1.0155 |
|
HIGH |
1.0129 |
|
0.618 |
1.0113 |
|
0.500 |
1.0108 |
|
0.382 |
1.0103 |
|
LOW |
1.0087 |
|
0.618 |
1.0061 |
|
1.000 |
1.0045 |
|
1.618 |
1.0019 |
|
2.618 |
0.9977 |
|
4.250 |
0.9909 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0094 |
| PP |
1.0100 |
1.0090 |
| S1 |
1.0091 |
1.0087 |
|