CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0369 |
0.0039 |
0.4% |
1.0084 |
| High |
1.0391 |
1.0369 |
-0.0022 |
-0.2% |
1.0391 |
| Low |
1.0318 |
1.0330 |
0.0012 |
0.1% |
1.0050 |
| Close |
1.0386 |
1.0346 |
-0.0040 |
-0.4% |
1.0386 |
| Range |
0.0073 |
0.0039 |
-0.0034 |
-46.6% |
0.0341 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
269 |
89 |
-180 |
-66.9% |
1,078 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0445 |
1.0367 |
|
| R3 |
1.0426 |
1.0406 |
1.0357 |
|
| R2 |
1.0387 |
1.0387 |
1.0353 |
|
| R1 |
1.0367 |
1.0367 |
1.0350 |
1.0358 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0344 |
| S1 |
1.0328 |
1.0328 |
1.0342 |
1.0319 |
| S2 |
1.0309 |
1.0309 |
1.0339 |
|
| S3 |
1.0270 |
1.0289 |
1.0335 |
|
| S4 |
1.0231 |
1.0250 |
1.0325 |
|
|
| 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 |
1.0080 |
0.0311 |
3.0% |
0.0075 |
0.7% |
86% |
False |
False |
205 |
| 10 |
1.0391 |
1.0050 |
0.0341 |
3.3% |
0.0074 |
0.7% |
87% |
False |
False |
177 |
| 20 |
1.0391 |
1.0050 |
0.0341 |
3.3% |
0.0075 |
0.7% |
87% |
False |
False |
151 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0065 |
0.6% |
82% |
False |
False |
121 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0064 |
0.6% |
64% |
False |
False |
98 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0060 |
0.6% |
69% |
False |
False |
85 |
| 100 |
1.0510 |
0.9952 |
0.0558 |
5.4% |
0.0054 |
0.5% |
71% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0535 |
|
2.618 |
1.0471 |
|
1.618 |
1.0432 |
|
1.000 |
1.0408 |
|
0.618 |
1.0393 |
|
HIGH |
1.0369 |
|
0.618 |
1.0354 |
|
0.500 |
1.0350 |
|
0.382 |
1.0345 |
|
LOW |
1.0330 |
|
0.618 |
1.0306 |
|
1.000 |
1.0291 |
|
1.618 |
1.0267 |
|
2.618 |
1.0228 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0350 |
1.0341 |
| PP |
1.0348 |
1.0335 |
| S1 |
1.0347 |
1.0330 |
|