CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0369 |
1.0327 |
-0.0042 |
-0.4% |
1.0084 |
| High |
1.0369 |
1.0327 |
-0.0042 |
-0.4% |
1.0391 |
| Low |
1.0330 |
1.0275 |
-0.0055 |
-0.5% |
1.0050 |
| Close |
1.0346 |
1.0312 |
-0.0034 |
-0.3% |
1.0386 |
| Range |
0.0039 |
0.0052 |
0.0013 |
33.3% |
0.0341 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
89 |
132 |
43 |
48.3% |
1,078 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0438 |
1.0341 |
|
| R3 |
1.0409 |
1.0386 |
1.0326 |
|
| R2 |
1.0357 |
1.0357 |
1.0322 |
|
| R1 |
1.0334 |
1.0334 |
1.0317 |
1.0320 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0297 |
| S1 |
1.0282 |
1.0282 |
1.0307 |
1.0268 |
| S2 |
1.0253 |
1.0253 |
1.0302 |
|
| S3 |
1.0201 |
1.0230 |
1.0298 |
|
| S4 |
1.0149 |
1.0178 |
1.0283 |
|
|
| 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 |
1.0150 |
0.0241 |
2.3% |
0.0073 |
0.7% |
67% |
False |
False |
178 |
| 10 |
1.0391 |
1.0050 |
0.0341 |
3.3% |
0.0072 |
0.7% |
77% |
False |
False |
184 |
| 20 |
1.0391 |
1.0050 |
0.0341 |
3.3% |
0.0075 |
0.7% |
77% |
False |
False |
153 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0064 |
0.6% |
73% |
False |
False |
123 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0064 |
0.6% |
57% |
False |
False |
100 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0060 |
0.6% |
63% |
False |
False |
86 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0054 |
0.5% |
63% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0548 |
|
2.618 |
1.0463 |
|
1.618 |
1.0411 |
|
1.000 |
1.0379 |
|
0.618 |
1.0359 |
|
HIGH |
1.0327 |
|
0.618 |
1.0307 |
|
0.500 |
1.0301 |
|
0.382 |
1.0295 |
|
LOW |
1.0275 |
|
0.618 |
1.0243 |
|
1.000 |
1.0223 |
|
1.618 |
1.0191 |
|
2.618 |
1.0139 |
|
4.250 |
1.0054 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0333 |
| PP |
1.0305 |
1.0326 |
| S1 |
1.0301 |
1.0319 |
|