CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0339 |
0.0032 |
0.3% |
1.0408 |
| High |
1.0371 |
1.0424 |
0.0053 |
0.5% |
1.0437 |
| Low |
1.0208 |
1.0326 |
0.0118 |
1.2% |
1.0297 |
| Close |
1.0358 |
1.0413 |
0.0055 |
0.5% |
1.0383 |
| Range |
0.0163 |
0.0098 |
-0.0065 |
-39.9% |
0.0140 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
| Volume |
99,354 |
86,266 |
-13,088 |
-13.2% |
286,908 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0645 |
1.0467 |
|
| R3 |
1.0584 |
1.0547 |
1.0440 |
|
| R2 |
1.0486 |
1.0486 |
1.0431 |
|
| R1 |
1.0449 |
1.0449 |
1.0422 |
1.0468 |
| PP |
1.0388 |
1.0388 |
1.0388 |
1.0397 |
| S1 |
1.0351 |
1.0351 |
1.0404 |
1.0370 |
| S2 |
1.0290 |
1.0290 |
1.0395 |
|
| S3 |
1.0192 |
1.0253 |
1.0386 |
|
| S4 |
1.0094 |
1.0155 |
1.0359 |
|
|
| 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% |
0.0113 |
1.1% |
90% |
False |
False |
84,985 |
| 10 |
1.0437 |
1.0157 |
0.0280 |
2.7% |
0.0103 |
1.0% |
91% |
False |
False |
81,158 |
| 20 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0101 |
1.0% |
94% |
False |
False |
83,770 |
| 40 |
1.0437 |
1.0067 |
0.0370 |
3.6% |
0.0090 |
0.9% |
94% |
False |
False |
51,618 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.6% |
0.0092 |
0.9% |
72% |
False |
False |
34,530 |
| 80 |
1.0550 |
1.0067 |
0.0483 |
4.6% |
0.0084 |
0.8% |
72% |
False |
False |
25,928 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0078 |
0.8% |
76% |
False |
False |
20,764 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0069 |
0.7% |
79% |
False |
False |
17,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0841 |
|
2.618 |
1.0681 |
|
1.618 |
1.0583 |
|
1.000 |
1.0522 |
|
0.618 |
1.0485 |
|
HIGH |
1.0424 |
|
0.618 |
1.0387 |
|
0.500 |
1.0375 |
|
0.382 |
1.0363 |
|
LOW |
1.0326 |
|
0.618 |
1.0265 |
|
1.000 |
1.0228 |
|
1.618 |
1.0167 |
|
2.618 |
1.0069 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0381 |
| PP |
1.0388 |
1.0348 |
| S1 |
1.0375 |
1.0316 |
|