CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0552 |
1.0471 |
-0.0081 |
-0.8% |
1.0416 |
| High |
1.0565 |
1.0559 |
-0.0006 |
-0.1% |
1.0570 |
| Low |
1.0454 |
1.0465 |
0.0011 |
0.1% |
1.0345 |
| Close |
1.0499 |
1.0541 |
0.0042 |
0.4% |
1.0499 |
| Range |
0.0111 |
0.0094 |
-0.0017 |
-15.3% |
0.0225 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.7% |
0.0000 |
| Volume |
158 |
338 |
180 |
113.9% |
1,122 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0766 |
1.0593 |
|
| R3 |
1.0710 |
1.0672 |
1.0567 |
|
| R2 |
1.0616 |
1.0616 |
1.0558 |
|
| R1 |
1.0578 |
1.0578 |
1.0550 |
1.0597 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0531 |
| S1 |
1.0484 |
1.0484 |
1.0532 |
1.0503 |
| S2 |
1.0428 |
1.0428 |
1.0524 |
|
| S3 |
1.0334 |
1.0390 |
1.0515 |
|
| S4 |
1.0240 |
1.0296 |
1.0489 |
|
|
| 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 |
1.0400 |
0.0170 |
1.6% |
0.0078 |
0.7% |
83% |
False |
False |
200 |
| 10 |
1.0570 |
1.0195 |
0.0375 |
3.6% |
0.0089 |
0.8% |
92% |
False |
False |
263 |
| 20 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0082 |
0.8% |
94% |
False |
False |
220 |
| 40 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0077 |
0.7% |
94% |
False |
False |
181 |
| 60 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0071 |
0.7% |
94% |
False |
False |
144 |
| 80 |
1.0570 |
1.0050 |
0.0520 |
4.9% |
0.0066 |
0.6% |
94% |
False |
False |
119 |
| 100 |
1.0570 |
0.9981 |
0.0589 |
5.6% |
0.0061 |
0.6% |
95% |
False |
False |
105 |
| 120 |
1.0570 |
0.9949 |
0.0621 |
5.9% |
0.0056 |
0.5% |
95% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0805 |
|
1.618 |
1.0711 |
|
1.000 |
1.0653 |
|
0.618 |
1.0617 |
|
HIGH |
1.0559 |
|
0.618 |
1.0523 |
|
0.500 |
1.0512 |
|
0.382 |
1.0501 |
|
LOW |
1.0465 |
|
0.618 |
1.0407 |
|
1.000 |
1.0371 |
|
1.618 |
1.0313 |
|
2.618 |
1.0219 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0531 |
1.0531 |
| PP |
1.0522 |
1.0522 |
| S1 |
1.0512 |
1.0512 |
|