CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0382 |
1.0307 |
-0.0075 |
-0.7% |
1.0408 |
| High |
1.0384 |
1.0371 |
-0.0013 |
-0.1% |
1.0437 |
| Low |
1.0294 |
1.0208 |
-0.0086 |
-0.8% |
1.0297 |
| Close |
1.0311 |
1.0358 |
0.0047 |
0.5% |
1.0383 |
| Range |
0.0090 |
0.0163 |
0.0073 |
81.1% |
0.0140 |
| ATR |
0.0093 |
0.0098 |
0.0005 |
5.4% |
0.0000 |
| Volume |
76,742 |
99,354 |
22,612 |
29.5% |
286,908 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0743 |
1.0448 |
|
| R3 |
1.0638 |
1.0580 |
1.0403 |
|
| R2 |
1.0475 |
1.0475 |
1.0388 |
|
| R1 |
1.0417 |
1.0417 |
1.0373 |
1.0446 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0327 |
| S1 |
1.0254 |
1.0254 |
1.0343 |
1.0283 |
| S2 |
1.0149 |
1.0149 |
1.0328 |
|
| S3 |
0.9986 |
1.0091 |
1.0313 |
|
| S4 |
0.9823 |
0.9928 |
1.0268 |
|
|
| 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 |
1.0208 |
0.0229 |
2.2% |
0.0111 |
1.1% |
66% |
False |
True |
81,276 |
| 10 |
1.0437 |
1.0096 |
0.0341 |
3.3% |
0.0100 |
1.0% |
77% |
False |
False |
79,800 |
| 20 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0101 |
1.0% |
79% |
False |
False |
83,622 |
| 40 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0090 |
0.9% |
79% |
False |
False |
49,476 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.7% |
0.0092 |
0.9% |
60% |
False |
False |
33,094 |
| 80 |
1.0550 |
1.0067 |
0.0483 |
4.7% |
0.0083 |
0.8% |
60% |
False |
False |
24,851 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0078 |
0.7% |
66% |
False |
False |
19,901 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0068 |
0.7% |
70% |
False |
False |
16,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.0798 |
|
1.618 |
1.0635 |
|
1.000 |
1.0534 |
|
0.618 |
1.0472 |
|
HIGH |
1.0371 |
|
0.618 |
1.0309 |
|
0.500 |
1.0290 |
|
0.382 |
1.0270 |
|
LOW |
1.0208 |
|
0.618 |
1.0107 |
|
1.000 |
1.0045 |
|
1.618 |
0.9944 |
|
2.618 |
0.9781 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0335 |
1.0346 |
| PP |
1.0312 |
1.0334 |
| S1 |
1.0290 |
1.0323 |
|