CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0365 |
-0.0055 |
-0.5% |
1.0471 |
| High |
1.0429 |
1.0420 |
-0.0009 |
-0.1% |
1.0593 |
| Low |
1.0370 |
1.0340 |
-0.0030 |
-0.3% |
1.0395 |
| Close |
1.0398 |
1.0357 |
-0.0041 |
-0.4% |
1.0435 |
| Range |
0.0059 |
0.0080 |
0.0021 |
35.6% |
0.0198 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
148 |
145 |
-3 |
-2.0% |
1,125 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0565 |
1.0401 |
|
| R3 |
1.0532 |
1.0485 |
1.0379 |
|
| R2 |
1.0452 |
1.0452 |
1.0372 |
|
| R1 |
1.0405 |
1.0405 |
1.0364 |
1.0389 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0364 |
| S1 |
1.0325 |
1.0325 |
1.0350 |
1.0309 |
| S2 |
1.0292 |
1.0292 |
1.0342 |
|
| S3 |
1.0212 |
1.0245 |
1.0335 |
|
| S4 |
1.0132 |
1.0165 |
1.0313 |
|
|
| 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 |
1.0535 |
1.0340 |
0.0195 |
1.9% |
0.0085 |
0.8% |
9% |
False |
True |
183 |
| 10 |
1.0593 |
1.0340 |
0.0253 |
2.4% |
0.0083 |
0.8% |
7% |
False |
True |
193 |
| 20 |
1.0593 |
1.0195 |
0.0398 |
3.8% |
0.0087 |
0.8% |
41% |
False |
False |
221 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0081 |
0.8% |
57% |
False |
False |
187 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0072 |
0.7% |
57% |
False |
False |
156 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.2% |
0.0069 |
0.7% |
57% |
False |
False |
130 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
5.9% |
0.0066 |
0.6% |
61% |
False |
False |
113 |
| 120 |
1.0593 |
0.9973 |
0.0620 |
6.0% |
0.0059 |
0.6% |
62% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0760 |
|
2.618 |
1.0629 |
|
1.618 |
1.0549 |
|
1.000 |
1.0500 |
|
0.618 |
1.0469 |
|
HIGH |
1.0420 |
|
0.618 |
1.0389 |
|
0.500 |
1.0380 |
|
0.382 |
1.0371 |
|
LOW |
1.0340 |
|
0.618 |
1.0291 |
|
1.000 |
1.0260 |
|
1.618 |
1.0211 |
|
2.618 |
1.0131 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0420 |
| PP |
1.0372 |
1.0399 |
| S1 |
1.0365 |
1.0378 |
|