CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0460 |
1.0445 |
-0.0015 |
-0.1% |
1.0529 |
| High |
1.0523 |
1.0462 |
-0.0061 |
-0.6% |
1.0617 |
| Low |
1.0399 |
1.0386 |
-0.0013 |
-0.1% |
1.0415 |
| Close |
1.0444 |
1.0418 |
-0.0026 |
-0.2% |
1.0456 |
| Range |
0.0124 |
0.0076 |
-0.0048 |
-38.7% |
0.0202 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
83,361 |
88,369 |
5,008 |
6.0% |
367,132 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0610 |
1.0460 |
|
| R3 |
1.0574 |
1.0534 |
1.0439 |
|
| R2 |
1.0498 |
1.0498 |
1.0432 |
|
| R1 |
1.0458 |
1.0458 |
1.0425 |
1.0440 |
| PP |
1.0422 |
1.0422 |
1.0422 |
1.0413 |
| S1 |
1.0382 |
1.0382 |
1.0411 |
1.0364 |
| S2 |
1.0346 |
1.0346 |
1.0404 |
|
| S3 |
1.0270 |
1.0306 |
1.0397 |
|
| S4 |
1.0194 |
1.0230 |
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 |
1.0613 |
1.0386 |
0.0227 |
2.2% |
0.0099 |
1.0% |
14% |
False |
True |
84,539 |
| 10 |
1.0617 |
1.0386 |
0.0231 |
2.2% |
0.0093 |
0.9% |
14% |
False |
True |
76,644 |
| 20 |
1.0617 |
1.0208 |
0.0409 |
3.9% |
0.0101 |
1.0% |
51% |
False |
False |
77,643 |
| 40 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0097 |
0.9% |
64% |
False |
False |
77,173 |
| 60 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0093 |
0.9% |
64% |
False |
False |
52,141 |
| 80 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0091 |
0.9% |
64% |
False |
False |
39,159 |
| 100 |
1.0617 |
0.9985 |
0.0632 |
6.1% |
0.0087 |
0.8% |
69% |
False |
False |
31,356 |
| 120 |
1.0617 |
0.9985 |
0.0632 |
6.1% |
0.0078 |
0.7% |
69% |
False |
False |
26,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0661 |
|
1.618 |
1.0585 |
|
1.000 |
1.0538 |
|
0.618 |
1.0509 |
|
HIGH |
1.0462 |
|
0.618 |
1.0433 |
|
0.500 |
1.0424 |
|
0.382 |
1.0415 |
|
LOW |
1.0386 |
|
0.618 |
1.0339 |
|
1.000 |
1.0310 |
|
1.618 |
1.0263 |
|
2.618 |
1.0187 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0458 |
| PP |
1.0422 |
1.0444 |
| S1 |
1.0420 |
1.0431 |
|