CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0480 |
1.0456 |
-0.0024 |
-0.2% |
1.0471 |
| High |
1.0491 |
1.0500 |
0.0009 |
0.1% |
1.0593 |
| Low |
1.0395 |
1.0380 |
-0.0015 |
-0.1% |
1.0395 |
| Close |
1.0435 |
1.0422 |
-0.0013 |
-0.1% |
1.0435 |
| Range |
0.0096 |
0.0120 |
0.0024 |
25.0% |
0.0198 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.9% |
0.0000 |
| Volume |
241 |
221 |
-20 |
-8.3% |
1,125 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0728 |
1.0488 |
|
| R3 |
1.0674 |
1.0608 |
1.0455 |
|
| R2 |
1.0554 |
1.0554 |
1.0444 |
|
| R1 |
1.0488 |
1.0488 |
1.0433 |
1.0461 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0421 |
| S1 |
1.0368 |
1.0368 |
1.0411 |
1.0341 |
| S2 |
1.0314 |
1.0314 |
1.0400 |
|
| S3 |
1.0194 |
1.0248 |
1.0389 |
|
| S4 |
1.0074 |
1.0128 |
1.0356 |
|
|
| 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 |
1.0380 |
0.0213 |
2.0% |
0.0088 |
0.8% |
20% |
False |
True |
201 |
| 10 |
1.0593 |
1.0380 |
0.0213 |
2.0% |
0.0083 |
0.8% |
20% |
False |
True |
200 |
| 20 |
1.0593 |
1.0195 |
0.0398 |
3.8% |
0.0085 |
0.8% |
57% |
False |
False |
217 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0080 |
0.8% |
69% |
False |
False |
185 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0073 |
0.7% |
69% |
False |
False |
156 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0069 |
0.7% |
69% |
False |
False |
127 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
5.9% |
0.0065 |
0.6% |
72% |
False |
False |
111 |
| 120 |
1.0593 |
0.9952 |
0.0641 |
6.2% |
0.0059 |
0.6% |
73% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0814 |
|
1.618 |
1.0694 |
|
1.000 |
1.0620 |
|
0.618 |
1.0574 |
|
HIGH |
1.0500 |
|
0.618 |
1.0454 |
|
0.500 |
1.0440 |
|
0.382 |
1.0426 |
|
LOW |
1.0380 |
|
0.618 |
1.0306 |
|
1.000 |
1.0260 |
|
1.618 |
1.0186 |
|
2.618 |
1.0066 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0440 |
1.0458 |
| PP |
1.0434 |
1.0446 |
| S1 |
1.0428 |
1.0434 |
|