CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0175 |
-0.0025 |
-0.2% |
1.0055 |
| High |
1.0200 |
1.0245 |
0.0045 |
0.4% |
1.0155 |
| Low |
1.0140 |
1.0175 |
0.0035 |
0.3% |
1.0050 |
| Close |
1.0184 |
1.0174 |
-0.0010 |
-0.1% |
1.0117 |
| Range |
0.0060 |
0.0070 |
0.0010 |
16.7% |
0.0105 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
67 |
25 |
-42 |
-62.7% |
328 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0361 |
1.0213 |
|
| R3 |
1.0338 |
1.0291 |
1.0193 |
|
| R2 |
1.0268 |
1.0268 |
1.0187 |
|
| R1 |
1.0221 |
1.0221 |
1.0180 |
1.0210 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0192 |
| S1 |
1.0151 |
1.0151 |
1.0168 |
1.0140 |
| S2 |
1.0128 |
1.0128 |
1.0161 |
|
| S3 |
1.0058 |
1.0081 |
1.0155 |
|
| S4 |
0.9988 |
1.0011 |
1.0136 |
|
|
| 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 |
1.0245 |
1.0050 |
0.0195 |
1.9% |
0.0070 |
0.7% |
64% |
True |
False |
57 |
| 10 |
1.0245 |
1.0033 |
0.0212 |
2.1% |
0.0061 |
0.6% |
67% |
True |
False |
61 |
| 20 |
1.0310 |
0.9988 |
0.0322 |
3.2% |
0.0079 |
0.8% |
58% |
False |
False |
134 |
| 40 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0055 |
0.5% |
33% |
False |
False |
80 |
| 60 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0045 |
0.4% |
33% |
False |
False |
58 |
| 80 |
1.0544 |
0.9988 |
0.0556 |
5.5% |
0.0041 |
0.4% |
33% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0543 |
|
2.618 |
1.0428 |
|
1.618 |
1.0358 |
|
1.000 |
1.0315 |
|
0.618 |
1.0288 |
|
HIGH |
1.0245 |
|
0.618 |
1.0218 |
|
0.500 |
1.0210 |
|
0.382 |
1.0202 |
|
LOW |
1.0175 |
|
0.618 |
1.0132 |
|
1.000 |
1.0105 |
|
1.618 |
1.0062 |
|
2.618 |
0.9992 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0193 |
| PP |
1.0198 |
1.0186 |
| S1 |
1.0186 |
1.0180 |
|