CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0400 |
0.0093 |
0.9% |
1.0369 |
| High |
1.0400 |
1.0433 |
0.0033 |
0.3% |
1.0410 |
| Low |
1.0306 |
1.0358 |
0.0052 |
0.5% |
1.0275 |
| Close |
1.0391 |
1.0377 |
-0.0014 |
-0.1% |
1.0361 |
| Range |
0.0094 |
0.0075 |
-0.0019 |
-20.2% |
0.0135 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
530 |
270 |
-260 |
-49.1% |
568 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0614 |
1.0571 |
1.0418 |
|
| R3 |
1.0539 |
1.0496 |
1.0398 |
|
| R2 |
1.0464 |
1.0464 |
1.0391 |
|
| R1 |
1.0421 |
1.0421 |
1.0384 |
1.0405 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0382 |
| S1 |
1.0346 |
1.0346 |
1.0370 |
1.0330 |
| S2 |
1.0314 |
1.0314 |
1.0363 |
|
| S3 |
1.0239 |
1.0271 |
1.0356 |
|
| S4 |
1.0164 |
1.0196 |
1.0336 |
|
|
| 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 |
1.0433 |
1.0195 |
0.0238 |
2.3% |
0.0098 |
0.9% |
76% |
True |
False |
261 |
| 10 |
1.0433 |
1.0195 |
0.0238 |
2.3% |
0.0083 |
0.8% |
76% |
True |
False |
221 |
| 20 |
1.0433 |
1.0050 |
0.0383 |
3.7% |
0.0082 |
0.8% |
85% |
True |
False |
187 |
| 40 |
1.0433 |
1.0050 |
0.0383 |
3.7% |
0.0070 |
0.7% |
85% |
True |
False |
152 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0068 |
0.7% |
71% |
False |
False |
120 |
| 80 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0061 |
0.6% |
71% |
False |
False |
102 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0058 |
0.6% |
75% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0752 |
|
2.618 |
1.0629 |
|
1.618 |
1.0554 |
|
1.000 |
1.0508 |
|
0.618 |
1.0479 |
|
HIGH |
1.0433 |
|
0.618 |
1.0404 |
|
0.500 |
1.0396 |
|
0.382 |
1.0387 |
|
LOW |
1.0358 |
|
0.618 |
1.0312 |
|
1.000 |
1.0283 |
|
1.618 |
1.0237 |
|
2.618 |
1.0162 |
|
4.250 |
1.0039 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0356 |
| PP |
1.0389 |
1.0335 |
| S1 |
1.0383 |
1.0314 |
|