CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0365 |
-0.0043 |
-0.4% |
1.0098 |
| High |
1.0418 |
1.0384 |
-0.0034 |
-0.3% |
1.0419 |
| Low |
1.0352 |
1.0297 |
-0.0055 |
-0.5% |
1.0067 |
| Close |
1.0370 |
1.0335 |
-0.0035 |
-0.3% |
1.0411 |
| Range |
0.0066 |
0.0087 |
0.0021 |
31.8% |
0.0352 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
56,621 |
67,721 |
11,100 |
19.6% |
406,262 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0600 |
1.0554 |
1.0383 |
|
| R3 |
1.0513 |
1.0467 |
1.0359 |
|
| R2 |
1.0426 |
1.0426 |
1.0351 |
|
| R1 |
1.0380 |
1.0380 |
1.0343 |
1.0360 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0328 |
| S1 |
1.0293 |
1.0293 |
1.0327 |
1.0273 |
| S2 |
1.0252 |
1.0252 |
1.0319 |
|
| S3 |
1.0165 |
1.0206 |
1.0311 |
|
| S4 |
1.0078 |
1.0119 |
1.0287 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1235 |
1.0605 |
|
| R3 |
1.1003 |
1.0883 |
1.0508 |
|
| R2 |
1.0651 |
1.0651 |
1.0476 |
|
| R1 |
1.0531 |
1.0531 |
1.0443 |
1.0591 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0329 |
| S1 |
1.0179 |
1.0179 |
1.0379 |
1.0239 |
| S2 |
0.9947 |
0.9947 |
1.0346 |
|
| S3 |
0.9595 |
0.9827 |
1.0314 |
|
| S4 |
0.9243 |
0.9475 |
1.0217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0419 |
1.0157 |
0.0262 |
2.5% |
0.0092 |
0.9% |
68% |
False |
False |
77,332 |
| 10 |
1.0419 |
1.0067 |
0.0352 |
3.4% |
0.0089 |
0.9% |
76% |
False |
False |
78,673 |
| 20 |
1.0419 |
1.0067 |
0.0352 |
3.4% |
0.0094 |
0.9% |
76% |
False |
False |
78,634 |
| 40 |
1.0473 |
1.0067 |
0.0406 |
3.9% |
0.0090 |
0.9% |
66% |
False |
False |
41,062 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.7% |
0.0088 |
0.9% |
55% |
False |
False |
27,459 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0083 |
0.8% |
62% |
False |
False |
20,627 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0074 |
0.7% |
62% |
False |
False |
16,515 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0065 |
0.6% |
67% |
False |
False |
13,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0754 |
|
2.618 |
1.0612 |
|
1.618 |
1.0525 |
|
1.000 |
1.0471 |
|
0.618 |
1.0438 |
|
HIGH |
1.0384 |
|
0.618 |
1.0351 |
|
0.500 |
1.0341 |
|
0.382 |
1.0330 |
|
LOW |
1.0297 |
|
0.618 |
1.0243 |
|
1.000 |
1.0210 |
|
1.618 |
1.0156 |
|
2.618 |
1.0069 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0341 |
1.0358 |
| PP |
1.0339 |
1.0350 |
| S1 |
1.0337 |
1.0343 |
|