CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0100 |
0.0049 |
0.5% |
1.0070 |
| High |
1.0051 |
1.0122 |
0.0071 |
0.7% |
1.0070 |
| Low |
1.0051 |
1.0100 |
0.0049 |
0.5% |
1.0000 |
| Close |
1.0051 |
1.0140 |
0.0089 |
0.9% |
1.0051 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0070 |
| ATR |
|
|
|
|
|
| Volume |
14 |
7 |
-7 |
-50.0% |
140 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0185 |
1.0152 |
|
| R3 |
1.0165 |
1.0163 |
1.0146 |
|
| R2 |
1.0143 |
1.0143 |
1.0144 |
|
| R1 |
1.0141 |
1.0141 |
1.0142 |
1.0142 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0121 |
| S1 |
1.0119 |
1.0119 |
1.0138 |
1.0120 |
| S2 |
1.0099 |
1.0099 |
1.0136 |
|
| S3 |
1.0077 |
1.0097 |
1.0134 |
|
| S4 |
1.0055 |
1.0075 |
1.0128 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0221 |
1.0090 |
|
| R3 |
1.0180 |
1.0151 |
1.0070 |
|
| R2 |
1.0110 |
1.0110 |
1.0064 |
|
| R1 |
1.0081 |
1.0081 |
1.0057 |
1.0061 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0030 |
| S1 |
1.0011 |
1.0011 |
1.0045 |
0.9991 |
| S2 |
0.9970 |
0.9970 |
1.0038 |
|
| S3 |
0.9900 |
0.9941 |
1.0032 |
|
| S4 |
0.9830 |
0.9871 |
1.0013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0216 |
|
2.618 |
1.0180 |
|
1.618 |
1.0158 |
|
1.000 |
1.0144 |
|
0.618 |
1.0136 |
|
HIGH |
1.0122 |
|
0.618 |
1.0114 |
|
0.500 |
1.0111 |
|
0.382 |
1.0108 |
|
LOW |
1.0100 |
|
0.618 |
1.0086 |
|
1.000 |
1.0078 |
|
1.618 |
1.0064 |
|
2.618 |
1.0042 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0114 |
| PP |
1.0121 |
1.0087 |
| S1 |
1.0111 |
1.0061 |
|