CME Canadian Dollar Future March 2012
| 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 |
1.0486 |
1.0400 |
-0.0086 |
-0.8% |
1.0513 |
| High |
1.0486 |
1.0443 |
-0.0043 |
-0.4% |
1.0544 |
| Low |
1.0455 |
1.0385 |
-0.0070 |
-0.7% |
1.0385 |
| Close |
1.0460 |
1.0411 |
-0.0049 |
-0.5% |
1.0411 |
| Range |
0.0031 |
0.0058 |
0.0027 |
87.1% |
0.0159 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.5% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
54 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0587 |
1.0557 |
1.0443 |
|
| R3 |
1.0529 |
1.0499 |
1.0427 |
|
| R2 |
1.0471 |
1.0471 |
1.0422 |
|
| R1 |
1.0441 |
1.0441 |
1.0416 |
1.0456 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0421 |
| S1 |
1.0383 |
1.0383 |
1.0406 |
1.0398 |
| S2 |
1.0355 |
1.0355 |
1.0400 |
|
| S3 |
1.0297 |
1.0325 |
1.0395 |
|
| S4 |
1.0239 |
1.0267 |
1.0379 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0924 |
1.0826 |
1.0498 |
|
| R3 |
1.0765 |
1.0667 |
1.0455 |
|
| R2 |
1.0606 |
1.0606 |
1.0440 |
|
| R1 |
1.0508 |
1.0508 |
1.0426 |
1.0478 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0431 |
| S1 |
1.0349 |
1.0349 |
1.0396 |
1.0319 |
| S2 |
1.0288 |
1.0288 |
1.0382 |
|
| S3 |
1.0129 |
1.0190 |
1.0367 |
|
| S4 |
0.9970 |
1.0031 |
1.0324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0544 |
1.0385 |
0.0159 |
1.5% |
0.0022 |
0.2% |
16% |
False |
True |
10 |
| 10 |
1.0544 |
1.0361 |
0.0183 |
1.8% |
0.0021 |
0.2% |
27% |
False |
False |
19 |
| 20 |
1.0544 |
1.0250 |
0.0294 |
2.8% |
0.0032 |
0.3% |
55% |
False |
False |
21 |
| 40 |
1.0544 |
1.0042 |
0.0502 |
4.8% |
0.0028 |
0.3% |
74% |
False |
False |
18 |
| 60 |
1.0544 |
1.0042 |
0.0502 |
4.8% |
0.0029 |
0.3% |
74% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0690 |
|
2.618 |
1.0595 |
|
1.618 |
1.0537 |
|
1.000 |
1.0501 |
|
0.618 |
1.0479 |
|
HIGH |
1.0443 |
|
0.618 |
1.0421 |
|
0.500 |
1.0414 |
|
0.382 |
1.0407 |
|
LOW |
1.0385 |
|
0.618 |
1.0349 |
|
1.000 |
1.0327 |
|
1.618 |
1.0291 |
|
2.618 |
1.0233 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0414 |
1.0436 |
| PP |
1.0413 |
1.0427 |
| S1 |
1.0412 |
1.0419 |
|