CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0524 |
1.0460 |
-0.0064 |
-0.6% |
1.0529 |
High |
1.0529 |
1.0523 |
-0.0006 |
-0.1% |
1.0617 |
Low |
1.0415 |
1.0399 |
-0.0016 |
-0.2% |
1.0415 |
Close |
1.0456 |
1.0444 |
-0.0012 |
-0.1% |
1.0456 |
Range |
0.0114 |
0.0124 |
0.0010 |
8.8% |
0.0202 |
ATR |
0.0097 |
0.0099 |
0.0002 |
2.0% |
0.0000 |
Volume |
106,566 |
83,361 |
-23,205 |
-21.8% |
367,132 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0827 |
1.0760 |
1.0512 |
|
R3 |
1.0703 |
1.0636 |
1.0478 |
|
R2 |
1.0579 |
1.0579 |
1.0467 |
|
R1 |
1.0512 |
1.0512 |
1.0455 |
1.0484 |
PP |
1.0455 |
1.0455 |
1.0455 |
1.0441 |
S1 |
1.0388 |
1.0388 |
1.0433 |
1.0360 |
S2 |
1.0331 |
1.0331 |
1.0421 |
|
S3 |
1.0207 |
1.0264 |
1.0410 |
|
S4 |
1.0083 |
1.0140 |
1.0376 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1102 |
1.0981 |
1.0567 |
|
R3 |
1.0900 |
1.0779 |
1.0512 |
|
R2 |
1.0698 |
1.0698 |
1.0493 |
|
R1 |
1.0577 |
1.0577 |
1.0475 |
1.0537 |
PP |
1.0496 |
1.0496 |
1.0496 |
1.0476 |
S1 |
1.0375 |
1.0375 |
1.0437 |
1.0335 |
S2 |
1.0294 |
1.0294 |
1.0419 |
|
S3 |
1.0092 |
1.0173 |
1.0400 |
|
S4 |
0.9890 |
0.9971 |
1.0345 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0617 |
1.0399 |
0.0218 |
2.1% |
0.0099 |
0.9% |
21% |
False |
True |
79,560 |
10 |
1.0617 |
1.0399 |
0.0218 |
2.1% |
0.0098 |
0.9% |
21% |
False |
True |
76,288 |
20 |
1.0617 |
1.0208 |
0.0409 |
3.9% |
0.0100 |
1.0% |
58% |
False |
False |
76,055 |
40 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0097 |
0.9% |
69% |
False |
False |
75,368 |
60 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0094 |
0.9% |
69% |
False |
False |
50,679 |
80 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0091 |
0.9% |
69% |
False |
False |
38,058 |
100 |
1.0617 |
0.9985 |
0.0632 |
6.1% |
0.0087 |
0.8% |
73% |
False |
False |
30,474 |
120 |
1.0617 |
0.9985 |
0.0632 |
6.1% |
0.0077 |
0.7% |
73% |
False |
False |
25,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1050 |
2.618 |
1.0848 |
1.618 |
1.0724 |
1.000 |
1.0647 |
0.618 |
1.0600 |
HIGH |
1.0523 |
0.618 |
1.0476 |
0.500 |
1.0461 |
0.382 |
1.0446 |
LOW |
1.0399 |
0.618 |
1.0322 |
1.000 |
1.0275 |
1.618 |
1.0198 |
2.618 |
1.0074 |
4.250 |
0.9872 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0461 |
1.0480 |
PP |
1.0455 |
1.0468 |
S1 |
1.0450 |
1.0456 |
|