CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0307 |
0.0032 |
0.3% |
1.0369 |
| High |
1.0346 |
1.0400 |
0.0054 |
0.5% |
1.0410 |
| Low |
1.0195 |
1.0306 |
0.0111 |
1.1% |
1.0275 |
| Close |
1.0336 |
1.0391 |
0.0055 |
0.5% |
1.0361 |
| Range |
0.0151 |
0.0094 |
-0.0057 |
-37.7% |
0.0135 |
| ATR |
0.0087 |
0.0087 |
0.0001 |
0.6% |
0.0000 |
| Volume |
123 |
530 |
407 |
330.9% |
568 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0613 |
1.0443 |
|
| R3 |
1.0554 |
1.0519 |
1.0417 |
|
| R2 |
1.0460 |
1.0460 |
1.0408 |
|
| R1 |
1.0425 |
1.0425 |
1.0400 |
1.0443 |
| PP |
1.0366 |
1.0366 |
1.0366 |
1.0374 |
| S1 |
1.0331 |
1.0331 |
1.0382 |
1.0349 |
| S2 |
1.0272 |
1.0272 |
1.0374 |
|
| S3 |
1.0178 |
1.0237 |
1.0365 |
|
| S4 |
1.0084 |
1.0143 |
1.0339 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0692 |
1.0435 |
|
| R3 |
1.0619 |
1.0557 |
1.0398 |
|
| R2 |
1.0484 |
1.0484 |
1.0386 |
|
| R1 |
1.0422 |
1.0422 |
1.0373 |
1.0386 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0330 |
| S1 |
1.0287 |
1.0287 |
1.0349 |
1.0251 |
| S2 |
1.0214 |
1.0214 |
1.0336 |
|
| S3 |
1.0079 |
1.0152 |
1.0324 |
|
| S4 |
0.9944 |
1.0017 |
1.0287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0410 |
1.0195 |
0.0215 |
2.1% |
0.0103 |
1.0% |
91% |
False |
False |
227 |
| 10 |
1.0410 |
1.0150 |
0.0260 |
2.5% |
0.0088 |
0.8% |
93% |
False |
False |
203 |
| 20 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0086 |
0.8% |
95% |
False |
False |
178 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0070 |
0.7% |
95% |
False |
False |
146 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0068 |
0.7% |
74% |
False |
False |
116 |
| 80 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0061 |
0.6% |
74% |
False |
False |
99 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0058 |
0.6% |
78% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0800 |
|
2.618 |
1.0646 |
|
1.618 |
1.0552 |
|
1.000 |
1.0494 |
|
0.618 |
1.0458 |
|
HIGH |
1.0400 |
|
0.618 |
1.0364 |
|
0.500 |
1.0353 |
|
0.382 |
1.0342 |
|
LOW |
1.0306 |
|
0.618 |
1.0248 |
|
1.000 |
1.0212 |
|
1.618 |
1.0154 |
|
2.618 |
1.0060 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0360 |
| PP |
1.0366 |
1.0329 |
| S1 |
1.0353 |
1.0298 |
|