CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0562 |
1.0559 |
-0.0003 |
0.0% |
1.0416 |
| High |
1.0593 |
1.0587 |
-0.0006 |
-0.1% |
1.0570 |
| Low |
1.0541 |
1.0485 |
-0.0056 |
-0.5% |
1.0345 |
| Close |
1.0567 |
1.0494 |
-0.0073 |
-0.7% |
1.0499 |
| Range |
0.0052 |
0.0102 |
0.0050 |
96.2% |
0.0225 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.5% |
0.0000 |
| Volume |
143 |
239 |
96 |
67.1% |
1,122 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0763 |
1.0550 |
|
| R3 |
1.0726 |
1.0661 |
1.0522 |
|
| R2 |
1.0624 |
1.0624 |
1.0513 |
|
| R1 |
1.0559 |
1.0559 |
1.0503 |
1.0541 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0513 |
| S1 |
1.0457 |
1.0457 |
1.0485 |
1.0439 |
| S2 |
1.0420 |
1.0420 |
1.0475 |
|
| S3 |
1.0318 |
1.0355 |
1.0466 |
|
| S4 |
1.0216 |
1.0253 |
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 |
1.0593 |
1.0454 |
0.0139 |
1.3% |
0.0081 |
0.8% |
29% |
False |
False |
203 |
| 10 |
1.0593 |
1.0345 |
0.0248 |
2.4% |
0.0080 |
0.8% |
60% |
False |
False |
236 |
| 20 |
1.0593 |
1.0150 |
0.0443 |
4.2% |
0.0084 |
0.8% |
78% |
False |
False |
219 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0077 |
0.7% |
82% |
False |
False |
188 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0071 |
0.7% |
82% |
False |
False |
149 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0067 |
0.6% |
82% |
False |
False |
123 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
5.8% |
0.0062 |
0.6% |
84% |
False |
False |
108 |
| 120 |
1.0593 |
0.9949 |
0.0644 |
6.1% |
0.0057 |
0.5% |
85% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1021 |
|
2.618 |
1.0854 |
|
1.618 |
1.0752 |
|
1.000 |
1.0689 |
|
0.618 |
1.0650 |
|
HIGH |
1.0587 |
|
0.618 |
1.0548 |
|
0.500 |
1.0536 |
|
0.382 |
1.0524 |
|
LOW |
1.0485 |
|
0.618 |
1.0422 |
|
1.000 |
1.0383 |
|
1.618 |
1.0320 |
|
2.618 |
1.0218 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0529 |
| PP |
1.0522 |
1.0517 |
| S1 |
1.0508 |
1.0506 |
|