CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0552 |
0.0024 |
0.2% |
1.0416 |
| High |
1.0570 |
1.0565 |
-0.0005 |
0.0% |
1.0570 |
| Low |
1.0525 |
1.0454 |
-0.0071 |
-0.7% |
1.0345 |
| Close |
1.0551 |
1.0499 |
-0.0052 |
-0.5% |
1.0499 |
| Range |
0.0045 |
0.0111 |
0.0066 |
146.7% |
0.0225 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.3% |
0.0000 |
| Volume |
141 |
158 |
17 |
12.1% |
1,122 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0780 |
1.0560 |
|
| R3 |
1.0728 |
1.0669 |
1.0530 |
|
| R2 |
1.0617 |
1.0617 |
1.0519 |
|
| R1 |
1.0558 |
1.0558 |
1.0509 |
1.0532 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0493 |
| S1 |
1.0447 |
1.0447 |
1.0489 |
1.0421 |
| S2 |
1.0395 |
1.0395 |
1.0479 |
|
| S3 |
1.0284 |
1.0336 |
1.0468 |
|
| S4 |
1.0173 |
1.0225 |
1.0438 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1048 |
1.0623 |
|
| R3 |
1.0921 |
1.0823 |
1.0561 |
|
| R2 |
1.0696 |
1.0696 |
1.0540 |
|
| R1 |
1.0598 |
1.0598 |
1.0520 |
1.0647 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0496 |
| S1 |
1.0373 |
1.0373 |
1.0478 |
1.0422 |
| S2 |
1.0246 |
1.0246 |
1.0458 |
|
| S3 |
1.0021 |
1.0148 |
1.0437 |
|
| S4 |
0.9796 |
0.9923 |
1.0375 |
|
|
| 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% |
68% |
False |
False |
224 |
| 10 |
1.0570 |
1.0195 |
0.0375 |
3.6% |
0.0087 |
0.8% |
81% |
False |
False |
243 |
| 20 |
1.0570 |
1.0050 |
0.0520 |
5.0% |
0.0083 |
0.8% |
86% |
False |
False |
219 |
| 40 |
1.0570 |
1.0050 |
0.0520 |
5.0% |
0.0075 |
0.7% |
86% |
False |
False |
173 |
| 60 |
1.0570 |
1.0050 |
0.0520 |
5.0% |
0.0070 |
0.7% |
86% |
False |
False |
139 |
| 80 |
1.0570 |
1.0050 |
0.0520 |
5.0% |
0.0065 |
0.6% |
86% |
False |
False |
115 |
| 100 |
1.0570 |
0.9981 |
0.0589 |
5.6% |
0.0061 |
0.6% |
88% |
False |
False |
102 |
| 120 |
1.0570 |
0.9939 |
0.0631 |
6.0% |
0.0056 |
0.5% |
89% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0856 |
|
1.618 |
1.0745 |
|
1.000 |
1.0676 |
|
0.618 |
1.0634 |
|
HIGH |
1.0565 |
|
0.618 |
1.0523 |
|
0.500 |
1.0510 |
|
0.382 |
1.0496 |
|
LOW |
1.0454 |
|
0.618 |
1.0385 |
|
1.000 |
1.0343 |
|
1.618 |
1.0274 |
|
2.618 |
1.0163 |
|
4.250 |
0.9982 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0512 |
| PP |
1.0506 |
1.0508 |
| S1 |
1.0503 |
1.0503 |
|