CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0157 |
0.0047 |
0.5% |
1.0055 |
| High |
1.0155 |
1.0219 |
0.0064 |
0.6% |
1.0155 |
| Low |
1.0050 |
1.0157 |
0.0107 |
1.1% |
1.0050 |
| Close |
1.0117 |
1.0183 |
0.0066 |
0.7% |
1.0117 |
| Range |
0.0105 |
0.0062 |
-0.0043 |
-41.0% |
0.0105 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.3% |
0.0000 |
| Volume |
51 |
92 |
41 |
80.4% |
328 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0372 |
1.0340 |
1.0217 |
|
| R3 |
1.0310 |
1.0278 |
1.0200 |
|
| R2 |
1.0248 |
1.0248 |
1.0194 |
|
| R1 |
1.0216 |
1.0216 |
1.0189 |
1.0232 |
| PP |
1.0186 |
1.0186 |
1.0186 |
1.0195 |
| S1 |
1.0154 |
1.0154 |
1.0177 |
1.0170 |
| S2 |
1.0124 |
1.0124 |
1.0172 |
|
| S3 |
1.0062 |
1.0092 |
1.0166 |
|
| S4 |
1.0000 |
1.0030 |
1.0149 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0375 |
1.0175 |
|
| R3 |
1.0317 |
1.0270 |
1.0146 |
|
| R2 |
1.0212 |
1.0212 |
1.0136 |
|
| R1 |
1.0165 |
1.0165 |
1.0127 |
1.0189 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0119 |
| S1 |
1.0060 |
1.0060 |
1.0107 |
1.0084 |
| S2 |
1.0002 |
1.0002 |
1.0098 |
|
| S3 |
0.9897 |
0.9955 |
1.0088 |
|
| S4 |
0.9792 |
0.9850 |
1.0059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0219 |
1.0050 |
0.0169 |
1.7% |
0.0053 |
0.5% |
79% |
True |
False |
61 |
| 10 |
1.0219 |
1.0033 |
0.0186 |
1.8% |
0.0051 |
0.5% |
81% |
True |
False |
53 |
| 20 |
1.0390 |
0.9988 |
0.0402 |
3.9% |
0.0076 |
0.7% |
49% |
False |
False |
134 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0053 |
0.5% |
35% |
False |
False |
78 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0043 |
0.4% |
35% |
False |
False |
57 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0040 |
0.4% |
35% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0381 |
|
1.618 |
1.0319 |
|
1.000 |
1.0281 |
|
0.618 |
1.0257 |
|
HIGH |
1.0219 |
|
0.618 |
1.0195 |
|
0.500 |
1.0188 |
|
0.382 |
1.0181 |
|
LOW |
1.0157 |
|
0.618 |
1.0119 |
|
1.000 |
1.0095 |
|
1.618 |
1.0057 |
|
2.618 |
0.9995 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0167 |
| PP |
1.0186 |
1.0151 |
| S1 |
1.0185 |
1.0135 |
|