CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0480 |
-0.0018 |
-0.2% |
1.0471 |
| High |
1.0535 |
1.0491 |
-0.0044 |
-0.4% |
1.0593 |
| Low |
1.0465 |
1.0395 |
-0.0070 |
-0.7% |
1.0395 |
| Close |
1.0486 |
1.0435 |
-0.0051 |
-0.5% |
1.0435 |
| Range |
0.0070 |
0.0096 |
0.0026 |
37.1% |
0.0198 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
164 |
241 |
77 |
47.0% |
1,125 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0728 |
1.0678 |
1.0488 |
|
| R3 |
1.0632 |
1.0582 |
1.0461 |
|
| R2 |
1.0536 |
1.0536 |
1.0453 |
|
| R1 |
1.0486 |
1.0486 |
1.0444 |
1.0463 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0429 |
| S1 |
1.0390 |
1.0390 |
1.0426 |
1.0367 |
| S2 |
1.0344 |
1.0344 |
1.0417 |
|
| S3 |
1.0248 |
1.0294 |
1.0409 |
|
| S4 |
1.0152 |
1.0198 |
1.0382 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.0950 |
1.0544 |
|
| R3 |
1.0870 |
1.0752 |
1.0489 |
|
| R2 |
1.0672 |
1.0672 |
1.0471 |
|
| R1 |
1.0554 |
1.0554 |
1.0453 |
1.0514 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0455 |
| S1 |
1.0356 |
1.0356 |
1.0417 |
1.0316 |
| S2 |
1.0276 |
1.0276 |
1.0399 |
|
| S3 |
1.0078 |
1.0158 |
1.0381 |
|
| S4 |
0.9880 |
0.9960 |
1.0326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0593 |
1.0395 |
0.0198 |
1.9% |
0.0083 |
0.8% |
20% |
False |
True |
225 |
| 10 |
1.0593 |
1.0345 |
0.0248 |
2.4% |
0.0078 |
0.7% |
36% |
False |
False |
224 |
| 20 |
1.0593 |
1.0195 |
0.0398 |
3.8% |
0.0082 |
0.8% |
60% |
False |
False |
219 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0079 |
0.8% |
71% |
False |
False |
186 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0072 |
0.7% |
71% |
False |
False |
153 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0068 |
0.6% |
71% |
False |
False |
125 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
5.9% |
0.0064 |
0.6% |
74% |
False |
False |
109 |
| 120 |
1.0593 |
0.9949 |
0.0644 |
6.2% |
0.0058 |
0.6% |
75% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0899 |
|
2.618 |
1.0742 |
|
1.618 |
1.0646 |
|
1.000 |
1.0587 |
|
0.618 |
1.0550 |
|
HIGH |
1.0491 |
|
0.618 |
1.0454 |
|
0.500 |
1.0443 |
|
0.382 |
1.0432 |
|
LOW |
1.0395 |
|
0.618 |
1.0336 |
|
1.000 |
1.0299 |
|
1.618 |
1.0240 |
|
2.618 |
1.0144 |
|
4.250 |
0.9987 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0443 |
1.0491 |
| PP |
1.0440 |
1.0472 |
| S1 |
1.0438 |
1.0454 |
|