CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0330 |
0.0061 |
0.6% |
1.0084 |
| High |
1.0341 |
1.0391 |
0.0050 |
0.5% |
1.0391 |
| Low |
1.0268 |
1.0318 |
0.0050 |
0.5% |
1.0050 |
| Close |
1.0333 |
1.0386 |
0.0053 |
0.5% |
1.0386 |
| Range |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0341 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
320 |
269 |
-51 |
-15.9% |
1,078 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0558 |
1.0426 |
|
| R3 |
1.0511 |
1.0485 |
1.0406 |
|
| R2 |
1.0438 |
1.0438 |
1.0399 |
|
| R1 |
1.0412 |
1.0412 |
1.0393 |
1.0425 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0372 |
| S1 |
1.0339 |
1.0339 |
1.0379 |
1.0352 |
| S2 |
1.0292 |
1.0292 |
1.0373 |
|
| S3 |
1.0219 |
1.0266 |
1.0366 |
|
| S4 |
1.0146 |
1.0193 |
1.0346 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1299 |
1.1183 |
1.0574 |
|
| R3 |
1.0958 |
1.0842 |
1.0480 |
|
| R2 |
1.0617 |
1.0617 |
1.0449 |
|
| R1 |
1.0501 |
1.0501 |
1.0417 |
1.0559 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0305 |
| S1 |
1.0160 |
1.0160 |
1.0355 |
1.0218 |
| S2 |
0.9935 |
0.9935 |
1.0323 |
|
| S3 |
0.9594 |
0.9819 |
1.0292 |
|
| S4 |
0.9253 |
0.9478 |
1.0198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0391 |
1.0050 |
0.0341 |
3.3% |
0.0078 |
0.7% |
99% |
True |
False |
215 |
| 10 |
1.0391 |
1.0050 |
0.0341 |
3.3% |
0.0075 |
0.7% |
99% |
True |
False |
172 |
| 20 |
1.0391 |
1.0050 |
0.0341 |
3.3% |
0.0075 |
0.7% |
99% |
True |
False |
154 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0067 |
0.6% |
93% |
False |
False |
125 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0064 |
0.6% |
73% |
False |
False |
97 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0060 |
0.6% |
77% |
False |
False |
84 |
| 100 |
1.0510 |
0.9952 |
0.0558 |
5.4% |
0.0053 |
0.5% |
78% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0701 |
|
2.618 |
1.0582 |
|
1.618 |
1.0509 |
|
1.000 |
1.0464 |
|
0.618 |
1.0436 |
|
HIGH |
1.0391 |
|
0.618 |
1.0363 |
|
0.500 |
1.0355 |
|
0.382 |
1.0346 |
|
LOW |
1.0318 |
|
0.618 |
1.0273 |
|
1.000 |
1.0245 |
|
1.618 |
1.0200 |
|
2.618 |
1.0127 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0348 |
| PP |
1.0365 |
1.0309 |
| S1 |
1.0355 |
1.0271 |
|