CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0320 |
-0.0007 |
-0.1% |
1.0084 |
| High |
1.0327 |
1.0408 |
0.0081 |
0.8% |
1.0391 |
| Low |
1.0275 |
1.0308 |
0.0033 |
0.3% |
1.0050 |
| Close |
1.0312 |
1.0384 |
0.0072 |
0.7% |
1.0386 |
| Range |
0.0052 |
0.0100 |
0.0048 |
92.3% |
0.0341 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0000 |
| Volume |
132 |
103 |
-29 |
-22.0% |
1,078 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0625 |
1.0439 |
|
| R3 |
1.0567 |
1.0525 |
1.0412 |
|
| R2 |
1.0467 |
1.0467 |
1.0402 |
|
| R1 |
1.0425 |
1.0425 |
1.0393 |
1.0446 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0377 |
| S1 |
1.0325 |
1.0325 |
1.0375 |
1.0346 |
| S2 |
1.0267 |
1.0267 |
1.0366 |
|
| S3 |
1.0167 |
1.0225 |
1.0357 |
|
| S4 |
1.0067 |
1.0125 |
1.0329 |
|
|
| 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 |
1.0408 |
1.0268 |
0.0140 |
1.3% |
0.0067 |
0.6% |
83% |
True |
False |
182 |
| 10 |
1.0408 |
1.0050 |
0.0358 |
3.4% |
0.0077 |
0.7% |
93% |
True |
False |
179 |
| 20 |
1.0408 |
1.0050 |
0.0358 |
3.4% |
0.0078 |
0.7% |
93% |
True |
False |
144 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0066 |
0.6% |
93% |
False |
False |
125 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0065 |
0.6% |
73% |
False |
False |
100 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0061 |
0.6% |
76% |
False |
False |
87 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0054 |
0.5% |
77% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0670 |
|
1.618 |
1.0570 |
|
1.000 |
1.0508 |
|
0.618 |
1.0470 |
|
HIGH |
1.0408 |
|
0.618 |
1.0370 |
|
0.500 |
1.0358 |
|
0.382 |
1.0346 |
|
LOW |
1.0308 |
|
0.618 |
1.0246 |
|
1.000 |
1.0208 |
|
1.618 |
1.0146 |
|
2.618 |
1.0046 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0370 |
| PP |
1.0367 |
1.0356 |
| S1 |
1.0358 |
1.0342 |
|