CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0420 |
-0.0036 |
-0.3% |
1.0471 |
| High |
1.0500 |
1.0429 |
-0.0071 |
-0.7% |
1.0593 |
| Low |
1.0380 |
1.0370 |
-0.0010 |
-0.1% |
1.0395 |
| Close |
1.0422 |
1.0398 |
-0.0024 |
-0.2% |
1.0435 |
| Range |
0.0120 |
0.0059 |
-0.0061 |
-50.8% |
0.0198 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
221 |
148 |
-73 |
-33.0% |
1,125 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0546 |
1.0430 |
|
| R3 |
1.0517 |
1.0487 |
1.0414 |
|
| R2 |
1.0458 |
1.0458 |
1.0409 |
|
| R1 |
1.0428 |
1.0428 |
1.0403 |
1.0414 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0392 |
| S1 |
1.0369 |
1.0369 |
1.0393 |
1.0355 |
| S2 |
1.0340 |
1.0340 |
1.0387 |
|
| S3 |
1.0281 |
1.0310 |
1.0382 |
|
| S4 |
1.0222 |
1.0251 |
1.0366 |
|
|
| 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 |
1.0587 |
1.0370 |
0.0217 |
2.1% |
0.0089 |
0.9% |
13% |
False |
True |
202 |
| 10 |
1.0593 |
1.0370 |
0.0223 |
2.1% |
0.0079 |
0.8% |
13% |
False |
True |
200 |
| 20 |
1.0593 |
1.0195 |
0.0398 |
3.8% |
0.0086 |
0.8% |
51% |
False |
False |
220 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0080 |
0.8% |
64% |
False |
False |
185 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0072 |
0.7% |
64% |
False |
False |
154 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0069 |
0.7% |
64% |
False |
False |
129 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
5.9% |
0.0065 |
0.6% |
68% |
False |
False |
112 |
| 120 |
1.0593 |
0.9952 |
0.0641 |
6.2% |
0.0059 |
0.6% |
70% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0680 |
|
2.618 |
1.0583 |
|
1.618 |
1.0524 |
|
1.000 |
1.0488 |
|
0.618 |
1.0465 |
|
HIGH |
1.0429 |
|
0.618 |
1.0406 |
|
0.500 |
1.0400 |
|
0.382 |
1.0393 |
|
LOW |
1.0370 |
|
0.618 |
1.0334 |
|
1.000 |
1.0311 |
|
1.618 |
1.0275 |
|
2.618 |
1.0216 |
|
4.250 |
1.0119 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0435 |
| PP |
1.0399 |
1.0423 |
| S1 |
1.0399 |
1.0410 |
|