CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0408 |
0.0064 |
0.6% |
1.0408 |
| High |
1.0431 |
1.0437 |
0.0006 |
0.1% |
1.0437 |
| Low |
1.0326 |
1.0327 |
0.0001 |
0.0% |
1.0297 |
| Close |
1.0407 |
1.0383 |
-0.0024 |
-0.2% |
1.0383 |
| Range |
0.0105 |
0.0110 |
0.0005 |
4.8% |
0.0140 |
| ATR |
0.0091 |
0.0093 |
0.0001 |
1.5% |
0.0000 |
| Volume |
72,458 |
90,108 |
17,650 |
24.4% |
286,908 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0658 |
1.0444 |
|
| R3 |
1.0602 |
1.0548 |
1.0413 |
|
| R2 |
1.0492 |
1.0492 |
1.0403 |
|
| R1 |
1.0438 |
1.0438 |
1.0393 |
1.0410 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0369 |
| S1 |
1.0328 |
1.0328 |
1.0373 |
1.0300 |
| S2 |
1.0272 |
1.0272 |
1.0363 |
|
| S3 |
1.0162 |
1.0218 |
1.0353 |
|
| S4 |
1.0052 |
1.0108 |
1.0323 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0728 |
1.0460 |
|
| R3 |
1.0652 |
1.0588 |
1.0422 |
|
| R2 |
1.0512 |
1.0512 |
1.0409 |
|
| R1 |
1.0448 |
1.0448 |
1.0396 |
1.0410 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0354 |
| S1 |
1.0308 |
1.0308 |
1.0370 |
1.0270 |
| S2 |
1.0232 |
1.0232 |
1.0357 |
|
| S3 |
1.0092 |
1.0168 |
1.0345 |
|
| S4 |
0.9952 |
1.0028 |
1.0306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0437 |
1.0297 |
0.0140 |
1.3% |
0.0089 |
0.9% |
61% |
True |
False |
68,403 |
| 10 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0093 |
0.9% |
85% |
True |
False |
76,783 |
| 20 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0096 |
0.9% |
85% |
True |
False |
82,568 |
| 40 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0090 |
0.9% |
85% |
True |
False |
45,103 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.7% |
0.0090 |
0.9% |
65% |
False |
False |
30,164 |
| 80 |
1.0550 |
0.9993 |
0.0557 |
5.4% |
0.0083 |
0.8% |
70% |
False |
False |
22,658 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0075 |
0.7% |
70% |
False |
False |
18,141 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0067 |
0.6% |
74% |
False |
False |
15,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0905 |
|
2.618 |
1.0725 |
|
1.618 |
1.0615 |
|
1.000 |
1.0547 |
|
0.618 |
1.0505 |
|
HIGH |
1.0437 |
|
0.618 |
1.0395 |
|
0.500 |
1.0382 |
|
0.382 |
1.0369 |
|
LOW |
1.0327 |
|
0.618 |
1.0259 |
|
1.000 |
1.0217 |
|
1.618 |
1.0149 |
|
2.618 |
1.0039 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0383 |
1.0378 |
| PP |
1.0382 |
1.0372 |
| S1 |
1.0382 |
1.0367 |
|