CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0490 |
1.0528 |
0.0038 |
0.4% |
1.0345 |
| High |
1.0530 |
1.0570 |
0.0040 |
0.4% |
1.0466 |
| Low |
1.0490 |
1.0525 |
0.0035 |
0.3% |
1.0195 |
| Close |
1.0515 |
1.0551 |
0.0036 |
0.3% |
1.0424 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0271 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
211 |
141 |
-70 |
-33.2% |
1,313 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0662 |
1.0576 |
|
| R3 |
1.0639 |
1.0617 |
1.0563 |
|
| R2 |
1.0594 |
1.0594 |
1.0559 |
|
| R1 |
1.0572 |
1.0572 |
1.0555 |
1.0583 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0554 |
| S1 |
1.0527 |
1.0527 |
1.0547 |
1.0538 |
| S2 |
1.0504 |
1.0504 |
1.0543 |
|
| S3 |
1.0459 |
1.0482 |
1.0539 |
|
| S4 |
1.0414 |
1.0437 |
1.0526 |
|
|
| 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 |
1.0570 |
1.0345 |
0.0225 |
2.1% |
0.0074 |
0.7% |
92% |
True |
False |
243 |
| 10 |
1.0570 |
1.0195 |
0.0375 |
3.6% |
0.0086 |
0.8% |
95% |
True |
False |
252 |
| 20 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0081 |
0.8% |
96% |
True |
False |
215 |
| 40 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0074 |
0.7% |
96% |
True |
False |
172 |
| 60 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0069 |
0.7% |
96% |
True |
False |
137 |
| 80 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0064 |
0.6% |
96% |
True |
False |
113 |
| 100 |
1.0570 |
0.9981 |
0.0589 |
5.6% |
0.0060 |
0.6% |
97% |
True |
False |
101 |
| 120 |
1.0570 |
0.9878 |
0.0692 |
6.6% |
0.0056 |
0.5% |
97% |
True |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0761 |
|
2.618 |
1.0688 |
|
1.618 |
1.0643 |
|
1.000 |
1.0615 |
|
0.618 |
1.0598 |
|
HIGH |
1.0570 |
|
0.618 |
1.0553 |
|
0.500 |
1.0548 |
|
0.382 |
1.0542 |
|
LOW |
1.0525 |
|
0.618 |
1.0497 |
|
1.000 |
1.0480 |
|
1.618 |
1.0452 |
|
2.618 |
1.0407 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0550 |
1.0529 |
| PP |
1.0549 |
1.0507 |
| S1 |
1.0548 |
1.0485 |
|