CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0344 |
-0.0021 |
-0.2% |
1.0098 |
| High |
1.0384 |
1.0431 |
0.0047 |
0.5% |
1.0419 |
| Low |
1.0297 |
1.0326 |
0.0029 |
0.3% |
1.0067 |
| Close |
1.0335 |
1.0407 |
0.0072 |
0.7% |
1.0411 |
| Range |
0.0087 |
0.0105 |
0.0018 |
20.7% |
0.0352 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.2% |
0.0000 |
| Volume |
67,721 |
72,458 |
4,737 |
7.0% |
406,262 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0703 |
1.0660 |
1.0465 |
|
| R3 |
1.0598 |
1.0555 |
1.0436 |
|
| R2 |
1.0493 |
1.0493 |
1.0426 |
|
| R1 |
1.0450 |
1.0450 |
1.0417 |
1.0472 |
| PP |
1.0388 |
1.0388 |
1.0388 |
1.0399 |
| S1 |
1.0345 |
1.0345 |
1.0397 |
1.0367 |
| S2 |
1.0283 |
1.0283 |
1.0388 |
|
| S3 |
1.0178 |
1.0240 |
1.0378 |
|
| S4 |
1.0073 |
1.0135 |
1.0349 |
|
|
| 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 |
1.0431 |
1.0281 |
0.0150 |
1.4% |
0.0085 |
0.8% |
84% |
True |
False |
67,876 |
| 10 |
1.0431 |
1.0067 |
0.0364 |
3.5% |
0.0093 |
0.9% |
93% |
True |
False |
78,640 |
| 20 |
1.0431 |
1.0067 |
0.0364 |
3.5% |
0.0095 |
0.9% |
93% |
True |
False |
80,773 |
| 40 |
1.0473 |
1.0067 |
0.0406 |
3.9% |
0.0090 |
0.9% |
84% |
False |
False |
42,858 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.6% |
0.0089 |
0.9% |
70% |
False |
False |
28,663 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0084 |
0.8% |
75% |
False |
False |
21,532 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0075 |
0.7% |
75% |
False |
False |
17,240 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0066 |
0.6% |
78% |
False |
False |
14,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0877 |
|
2.618 |
1.0706 |
|
1.618 |
1.0601 |
|
1.000 |
1.0536 |
|
0.618 |
1.0496 |
|
HIGH |
1.0431 |
|
0.618 |
1.0391 |
|
0.500 |
1.0379 |
|
0.382 |
1.0366 |
|
LOW |
1.0326 |
|
0.618 |
1.0261 |
|
1.000 |
1.0221 |
|
1.618 |
1.0156 |
|
2.618 |
1.0051 |
|
4.250 |
0.9880 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0398 |
1.0393 |
| PP |
1.0388 |
1.0378 |
| S1 |
1.0379 |
1.0364 |
|