CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0582 |
0.0044 |
0.4% |
1.0464 |
| High |
1.0598 |
1.0592 |
-0.0006 |
-0.1% |
1.0598 |
| Low |
1.0518 |
1.0479 |
-0.0039 |
-0.4% |
1.0361 |
| Close |
1.0576 |
1.0523 |
-0.0053 |
-0.5% |
1.0523 |
| Range |
0.0080 |
0.0113 |
0.0033 |
41.3% |
0.0237 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.2% |
0.0000 |
| Volume |
80,738 |
76,467 |
-4,271 |
-5.3% |
371,980 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0810 |
1.0585 |
|
| R3 |
1.0757 |
1.0697 |
1.0554 |
|
| R2 |
1.0644 |
1.0644 |
1.0544 |
|
| R1 |
1.0584 |
1.0584 |
1.0533 |
1.0558 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0518 |
| S1 |
1.0471 |
1.0471 |
1.0513 |
1.0445 |
| S2 |
1.0418 |
1.0418 |
1.0502 |
|
| S3 |
1.0305 |
1.0358 |
1.0492 |
|
| S4 |
1.0192 |
1.0245 |
1.0461 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1205 |
1.1101 |
1.0653 |
|
| R3 |
1.0968 |
1.0864 |
1.0588 |
|
| R2 |
1.0731 |
1.0731 |
1.0566 |
|
| R1 |
1.0627 |
1.0627 |
1.0545 |
1.0679 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0520 |
| S1 |
1.0390 |
1.0390 |
1.0501 |
1.0442 |
| S2 |
1.0257 |
1.0257 |
1.0480 |
|
| S3 |
1.0020 |
1.0153 |
1.0458 |
|
| S4 |
0.9783 |
0.9916 |
1.0393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0598 |
1.0361 |
0.0237 |
2.3% |
0.0099 |
0.9% |
68% |
False |
False |
74,396 |
| 10 |
1.0598 |
1.0208 |
0.0390 |
3.7% |
0.0104 |
1.0% |
81% |
False |
False |
78,371 |
| 20 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0098 |
0.9% |
86% |
False |
False |
77,577 |
| 40 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0095 |
0.9% |
86% |
False |
False |
64,555 |
| 60 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0094 |
0.9% |
86% |
False |
False |
43,196 |
| 80 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0088 |
0.8% |
86% |
False |
False |
32,437 |
| 100 |
1.0598 |
0.9985 |
0.0613 |
5.8% |
0.0083 |
0.8% |
88% |
False |
False |
25,975 |
| 120 |
1.0598 |
0.9981 |
0.0617 |
5.9% |
0.0074 |
0.7% |
88% |
False |
False |
21,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0888 |
|
1.618 |
1.0775 |
|
1.000 |
1.0705 |
|
0.618 |
1.0662 |
|
HIGH |
1.0592 |
|
0.618 |
1.0549 |
|
0.500 |
1.0536 |
|
0.382 |
1.0522 |
|
LOW |
1.0479 |
|
0.618 |
1.0409 |
|
1.000 |
1.0366 |
|
1.618 |
1.0296 |
|
2.618 |
1.0183 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0539 |
| PP |
1.0531 |
1.0533 |
| S1 |
1.0527 |
1.0528 |
|