CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0498 |
-0.0061 |
-0.6% |
1.0416 |
| High |
1.0587 |
1.0535 |
-0.0052 |
-0.5% |
1.0570 |
| Low |
1.0485 |
1.0465 |
-0.0020 |
-0.2% |
1.0345 |
| Close |
1.0494 |
1.0486 |
-0.0008 |
-0.1% |
1.0499 |
| Range |
0.0102 |
0.0070 |
-0.0032 |
-31.4% |
0.0225 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
239 |
164 |
-75 |
-31.4% |
1,122 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0666 |
1.0525 |
|
| R3 |
1.0635 |
1.0596 |
1.0505 |
|
| R2 |
1.0565 |
1.0565 |
1.0499 |
|
| R1 |
1.0526 |
1.0526 |
1.0492 |
1.0511 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0488 |
| S1 |
1.0456 |
1.0456 |
1.0480 |
1.0441 |
| S2 |
1.0425 |
1.0425 |
1.0473 |
|
| S3 |
1.0355 |
1.0386 |
1.0467 |
|
| S4 |
1.0285 |
1.0316 |
1.0448 |
|
|
| 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% |
0.0086 |
0.8% |
23% |
False |
False |
208 |
| 10 |
1.0593 |
1.0345 |
0.0248 |
2.4% |
0.0080 |
0.8% |
57% |
False |
False |
225 |
| 20 |
1.0593 |
1.0195 |
0.0398 |
3.8% |
0.0081 |
0.8% |
73% |
False |
False |
223 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0078 |
0.7% |
80% |
False |
False |
182 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0071 |
0.7% |
80% |
False |
False |
151 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0067 |
0.6% |
80% |
False |
False |
124 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
5.8% |
0.0063 |
0.6% |
83% |
False |
False |
110 |
| 120 |
1.0593 |
0.9949 |
0.0644 |
6.1% |
0.0058 |
0.5% |
83% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0718 |
|
1.618 |
1.0648 |
|
1.000 |
1.0605 |
|
0.618 |
1.0578 |
|
HIGH |
1.0535 |
|
0.618 |
1.0508 |
|
0.500 |
1.0500 |
|
0.382 |
1.0492 |
|
LOW |
1.0465 |
|
0.618 |
1.0422 |
|
1.000 |
1.0395 |
|
1.618 |
1.0352 |
|
2.618 |
1.0282 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0500 |
1.0529 |
| PP |
1.0495 |
1.0515 |
| S1 |
1.0491 |
1.0500 |
|