CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0406 |
-0.0058 |
-0.6% |
1.0382 |
| High |
1.0470 |
1.0530 |
0.0060 |
0.6% |
1.0489 |
| Low |
1.0361 |
1.0399 |
0.0038 |
0.4% |
1.0208 |
| Close |
1.0405 |
1.0507 |
0.0102 |
1.0% |
1.0445 |
| Range |
0.0109 |
0.0131 |
0.0022 |
20.2% |
0.0281 |
| ATR |
0.0098 |
0.0101 |
0.0002 |
2.4% |
0.0000 |
| Volume |
59,586 |
84,812 |
25,226 |
42.3% |
411,732 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0820 |
1.0579 |
|
| R3 |
1.0741 |
1.0689 |
1.0543 |
|
| R2 |
1.0610 |
1.0610 |
1.0531 |
|
| R1 |
1.0558 |
1.0558 |
1.0519 |
1.0584 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0492 |
| S1 |
1.0427 |
1.0427 |
1.0495 |
1.0453 |
| S2 |
1.0348 |
1.0348 |
1.0483 |
|
| S3 |
1.0217 |
1.0296 |
1.0471 |
|
| S4 |
1.0086 |
1.0165 |
1.0435 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1115 |
1.0600 |
|
| R3 |
1.0943 |
1.0834 |
1.0522 |
|
| R2 |
1.0662 |
1.0662 |
1.0497 |
|
| R1 |
1.0553 |
1.0553 |
1.0471 |
1.0608 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0408 |
| S1 |
1.0272 |
1.0272 |
1.0419 |
1.0327 |
| S2 |
1.0100 |
1.0100 |
1.0393 |
|
| S3 |
0.9819 |
0.9991 |
1.0368 |
|
| S4 |
0.9538 |
0.9710 |
1.0290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0530 |
1.0326 |
0.0204 |
1.9% |
0.0106 |
1.0% |
89% |
True |
False |
76,006 |
| 10 |
1.0530 |
1.0208 |
0.0322 |
3.1% |
0.0108 |
1.0% |
93% |
True |
False |
78,641 |
| 20 |
1.0530 |
1.0067 |
0.0463 |
4.4% |
0.0099 |
0.9% |
95% |
True |
False |
79,342 |
| 40 |
1.0530 |
1.0067 |
0.0463 |
4.4% |
0.0093 |
0.9% |
95% |
True |
False |
58,916 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.6% |
0.0093 |
0.9% |
91% |
False |
False |
39,410 |
| 80 |
1.0550 |
1.0067 |
0.0483 |
4.6% |
0.0086 |
0.8% |
91% |
False |
False |
29,596 |
| 100 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0081 |
0.8% |
92% |
False |
False |
23,700 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.1% |
0.0072 |
0.7% |
93% |
False |
False |
19,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1087 |
|
2.618 |
1.0873 |
|
1.618 |
1.0742 |
|
1.000 |
1.0661 |
|
0.618 |
1.0611 |
|
HIGH |
1.0530 |
|
0.618 |
1.0480 |
|
0.500 |
1.0465 |
|
0.382 |
1.0449 |
|
LOW |
1.0399 |
|
0.618 |
1.0318 |
|
1.000 |
1.0268 |
|
1.618 |
1.0187 |
|
2.618 |
1.0056 |
|
4.250 |
0.9842 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0493 |
1.0487 |
| PP |
1.0479 |
1.0466 |
| S1 |
1.0465 |
1.0446 |
|