CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0382 |
-0.0026 |
-0.2% |
1.0408 |
| High |
1.0437 |
1.0384 |
-0.0053 |
-0.5% |
1.0437 |
| Low |
1.0327 |
1.0294 |
-0.0033 |
-0.3% |
1.0297 |
| Close |
1.0383 |
1.0311 |
-0.0072 |
-0.7% |
1.0383 |
| Range |
0.0110 |
0.0090 |
-0.0020 |
-18.2% |
0.0140 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,108 |
76,742 |
-13,366 |
-14.8% |
286,908 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0600 |
1.0545 |
1.0361 |
|
| R3 |
1.0510 |
1.0455 |
1.0336 |
|
| R2 |
1.0420 |
1.0420 |
1.0328 |
|
| R1 |
1.0365 |
1.0365 |
1.0319 |
1.0348 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0321 |
| S1 |
1.0275 |
1.0275 |
1.0303 |
1.0258 |
| S2 |
1.0240 |
1.0240 |
1.0295 |
|
| S3 |
1.0150 |
1.0185 |
1.0286 |
|
| S4 |
1.0060 |
1.0095 |
1.0262 |
|
|
| 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 |
1.0294 |
0.0143 |
1.4% |
0.0092 |
0.9% |
12% |
False |
True |
72,730 |
| 10 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0090 |
0.9% |
66% |
False |
False |
76,991 |
| 20 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0096 |
0.9% |
66% |
False |
False |
81,696 |
| 40 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0089 |
0.9% |
66% |
False |
False |
47,007 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.7% |
0.0090 |
0.9% |
51% |
False |
False |
31,439 |
| 80 |
1.0550 |
1.0035 |
0.0515 |
5.0% |
0.0082 |
0.8% |
54% |
False |
False |
23,611 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0076 |
0.7% |
58% |
False |
False |
18,908 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0067 |
0.7% |
63% |
False |
False |
15,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0767 |
|
2.618 |
1.0620 |
|
1.618 |
1.0530 |
|
1.000 |
1.0474 |
|
0.618 |
1.0440 |
|
HIGH |
1.0384 |
|
0.618 |
1.0350 |
|
0.500 |
1.0339 |
|
0.382 |
1.0328 |
|
LOW |
1.0294 |
|
0.618 |
1.0238 |
|
1.000 |
1.0204 |
|
1.618 |
1.0148 |
|
2.618 |
1.0058 |
|
4.250 |
0.9912 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0366 |
| PP |
1.0330 |
1.0347 |
| S1 |
1.0320 |
1.0329 |
|