CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0386 |
1.0416 |
0.0030 |
0.3% |
1.0345 |
| High |
1.0466 |
1.0416 |
-0.0050 |
-0.5% |
1.0466 |
| Low |
1.0355 |
1.0345 |
-0.0010 |
-0.1% |
1.0195 |
| Close |
1.0424 |
1.0385 |
-0.0039 |
-0.4% |
1.0424 |
| Range |
0.0111 |
0.0071 |
-0.0040 |
-36.0% |
0.0271 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
251 |
459 |
208 |
82.9% |
1,313 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0561 |
1.0424 |
|
| R3 |
1.0524 |
1.0490 |
1.0405 |
|
| R2 |
1.0453 |
1.0453 |
1.0398 |
|
| R1 |
1.0419 |
1.0419 |
1.0392 |
1.0401 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0373 |
| S1 |
1.0348 |
1.0348 |
1.0378 |
1.0330 |
| S2 |
1.0311 |
1.0311 |
1.0372 |
|
| S3 |
1.0240 |
1.0277 |
1.0365 |
|
| S4 |
1.0169 |
1.0206 |
1.0346 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1070 |
1.0573 |
|
| R3 |
1.0904 |
1.0799 |
1.0499 |
|
| R2 |
1.0633 |
1.0633 |
1.0474 |
|
| R1 |
1.0528 |
1.0528 |
1.0449 |
1.0581 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0388 |
| S1 |
1.0257 |
1.0257 |
1.0399 |
1.0310 |
| S2 |
1.0091 |
1.0091 |
1.0374 |
|
| S3 |
0.9820 |
0.9986 |
1.0349 |
|
| S4 |
0.9549 |
0.9715 |
1.0275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0466 |
1.0195 |
0.0271 |
2.6% |
0.0100 |
1.0% |
70% |
False |
False |
326 |
| 10 |
1.0466 |
1.0195 |
0.0271 |
2.6% |
0.0086 |
0.8% |
70% |
False |
False |
234 |
| 20 |
1.0466 |
1.0050 |
0.0416 |
4.0% |
0.0081 |
0.8% |
81% |
False |
False |
203 |
| 40 |
1.0466 |
1.0050 |
0.0416 |
4.0% |
0.0073 |
0.7% |
81% |
False |
False |
165 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0069 |
0.7% |
73% |
False |
False |
131 |
| 80 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0063 |
0.6% |
73% |
False |
False |
110 |
| 100 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0059 |
0.6% |
76% |
False |
False |
97 |
| 120 |
1.0510 |
0.9878 |
0.0632 |
6.1% |
0.0055 |
0.5% |
80% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0602 |
|
1.618 |
1.0531 |
|
1.000 |
1.0487 |
|
0.618 |
1.0460 |
|
HIGH |
1.0416 |
|
0.618 |
1.0389 |
|
0.500 |
1.0381 |
|
0.382 |
1.0372 |
|
LOW |
1.0345 |
|
0.618 |
1.0301 |
|
1.000 |
1.0274 |
|
1.618 |
1.0230 |
|
2.618 |
1.0159 |
|
4.250 |
1.0043 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0406 |
| PP |
1.0382 |
1.0399 |
| S1 |
1.0381 |
1.0392 |
|