CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0339 |
1.0425 |
0.0086 |
0.8% |
1.0408 |
| High |
1.0424 |
1.0456 |
0.0032 |
0.3% |
1.0437 |
| Low |
1.0326 |
1.0381 |
0.0055 |
0.5% |
1.0297 |
| Close |
1.0413 |
1.0399 |
-0.0014 |
-0.1% |
1.0383 |
| Range |
0.0098 |
0.0075 |
-0.0023 |
-23.5% |
0.0140 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
86,266 |
78,682 |
-7,584 |
-8.8% |
286,908 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0637 |
1.0593 |
1.0440 |
|
| R3 |
1.0562 |
1.0518 |
1.0420 |
|
| R2 |
1.0487 |
1.0487 |
1.0413 |
|
| R1 |
1.0443 |
1.0443 |
1.0406 |
1.0428 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0404 |
| S1 |
1.0368 |
1.0368 |
1.0392 |
1.0353 |
| S2 |
1.0337 |
1.0337 |
1.0385 |
|
| S3 |
1.0262 |
1.0293 |
1.0378 |
|
| S4 |
1.0187 |
1.0218 |
1.0358 |
|
|
| 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 |
1.0456 |
1.0208 |
0.0248 |
2.4% |
0.0107 |
1.0% |
77% |
True |
False |
86,230 |
| 10 |
1.0456 |
1.0208 |
0.0248 |
2.4% |
0.0096 |
0.9% |
77% |
True |
False |
77,053 |
| 20 |
1.0456 |
1.0067 |
0.0389 |
3.7% |
0.0096 |
0.9% |
85% |
True |
False |
81,090 |
| 40 |
1.0456 |
1.0067 |
0.0389 |
3.7% |
0.0090 |
0.9% |
85% |
True |
False |
53,572 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.6% |
0.0091 |
0.9% |
69% |
False |
False |
35,841 |
| 80 |
1.0550 |
1.0067 |
0.0483 |
4.6% |
0.0084 |
0.8% |
69% |
False |
False |
26,910 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0079 |
0.8% |
73% |
False |
False |
21,551 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0069 |
0.7% |
76% |
False |
False |
17,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0775 |
|
2.618 |
1.0652 |
|
1.618 |
1.0577 |
|
1.000 |
1.0531 |
|
0.618 |
1.0502 |
|
HIGH |
1.0456 |
|
0.618 |
1.0427 |
|
0.500 |
1.0419 |
|
0.382 |
1.0410 |
|
LOW |
1.0381 |
|
0.618 |
1.0335 |
|
1.000 |
1.0306 |
|
1.618 |
1.0260 |
|
2.618 |
1.0185 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0377 |
| PP |
1.0412 |
1.0354 |
| S1 |
1.0406 |
1.0332 |
|