CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0490 |
0.0090 |
0.9% |
1.0345 |
| High |
1.0501 |
1.0530 |
0.0029 |
0.3% |
1.0466 |
| Low |
1.0400 |
1.0490 |
0.0090 |
0.9% |
1.0195 |
| Close |
1.0484 |
1.0515 |
0.0031 |
0.3% |
1.0424 |
| Range |
0.0101 |
0.0040 |
-0.0061 |
-60.4% |
0.0271 |
| ATR |
0.0090 |
0.0086 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
153 |
211 |
58 |
37.9% |
1,313 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0613 |
1.0537 |
|
| R3 |
1.0592 |
1.0573 |
1.0526 |
|
| R2 |
1.0552 |
1.0552 |
1.0522 |
|
| R1 |
1.0533 |
1.0533 |
1.0519 |
1.0543 |
| PP |
1.0512 |
1.0512 |
1.0512 |
1.0516 |
| S1 |
1.0493 |
1.0493 |
1.0511 |
1.0503 |
| S2 |
1.0472 |
1.0472 |
1.0508 |
|
| S3 |
1.0432 |
1.0453 |
1.0504 |
|
| S4 |
1.0392 |
1.0413 |
1.0493 |
|
|
| 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 |
1.0530 |
1.0345 |
0.0185 |
1.8% |
0.0080 |
0.8% |
92% |
True |
False |
268 |
| 10 |
1.0530 |
1.0195 |
0.0335 |
3.2% |
0.0091 |
0.9% |
96% |
True |
False |
248 |
| 20 |
1.0530 |
1.0050 |
0.0480 |
4.6% |
0.0082 |
0.8% |
97% |
True |
False |
216 |
| 40 |
1.0530 |
1.0050 |
0.0480 |
4.6% |
0.0073 |
0.7% |
97% |
True |
False |
171 |
| 60 |
1.0530 |
1.0050 |
0.0480 |
4.6% |
0.0069 |
0.7% |
97% |
True |
False |
135 |
| 80 |
1.0530 |
1.0050 |
0.0480 |
4.6% |
0.0064 |
0.6% |
97% |
True |
False |
112 |
| 100 |
1.0530 |
0.9981 |
0.0549 |
5.2% |
0.0060 |
0.6% |
97% |
True |
False |
100 |
| 120 |
1.0530 |
0.9878 |
0.0652 |
6.2% |
0.0056 |
0.5% |
98% |
True |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0635 |
|
1.618 |
1.0595 |
|
1.000 |
1.0570 |
|
0.618 |
1.0555 |
|
HIGH |
1.0530 |
|
0.618 |
1.0515 |
|
0.500 |
1.0510 |
|
0.382 |
1.0505 |
|
LOW |
1.0490 |
|
0.618 |
1.0465 |
|
1.000 |
1.0450 |
|
1.618 |
1.0425 |
|
2.618 |
1.0385 |
|
4.250 |
1.0320 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0489 |
| PP |
1.0512 |
1.0463 |
| S1 |
1.0510 |
1.0438 |
|