CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0582 |
1.0529 |
-0.0053 |
-0.5% |
1.0464 |
| High |
1.0592 |
1.0585 |
-0.0007 |
-0.1% |
1.0598 |
| Low |
1.0479 |
1.0484 |
0.0005 |
0.0% |
1.0361 |
| Close |
1.0523 |
1.0565 |
0.0042 |
0.4% |
1.0523 |
| Range |
0.0113 |
0.0101 |
-0.0012 |
-10.6% |
0.0237 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.2% |
0.0000 |
| Volume |
76,467 |
52,692 |
-23,775 |
-31.1% |
371,980 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0807 |
1.0621 |
|
| R3 |
1.0747 |
1.0706 |
1.0593 |
|
| R2 |
1.0646 |
1.0646 |
1.0584 |
|
| R1 |
1.0605 |
1.0605 |
1.0574 |
1.0626 |
| PP |
1.0545 |
1.0545 |
1.0545 |
1.0555 |
| S1 |
1.0504 |
1.0504 |
1.0556 |
1.0525 |
| S2 |
1.0444 |
1.0444 |
1.0546 |
|
| S3 |
1.0343 |
1.0403 |
1.0537 |
|
| S4 |
1.0242 |
1.0302 |
1.0509 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1205 |
1.1101 |
1.0653 |
|
| R3 |
1.0968 |
1.0864 |
1.0588 |
|
| R2 |
1.0731 |
1.0731 |
1.0566 |
|
| R1 |
1.0627 |
1.0627 |
1.0545 |
1.0679 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0520 |
| S1 |
1.0390 |
1.0390 |
1.0501 |
1.0442 |
| S2 |
1.0257 |
1.0257 |
1.0480 |
|
| S3 |
1.0020 |
1.0153 |
1.0458 |
|
| S4 |
0.9783 |
0.9916 |
1.0393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0598 |
1.0399 |
0.0199 |
1.9% |
0.0097 |
0.9% |
83% |
False |
False |
73,017 |
| 10 |
1.0598 |
1.0208 |
0.0390 |
3.7% |
0.0105 |
1.0% |
92% |
False |
False |
75,966 |
| 20 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0097 |
0.9% |
94% |
False |
False |
76,478 |
| 40 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0096 |
0.9% |
94% |
False |
False |
65,855 |
| 60 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0095 |
0.9% |
94% |
False |
False |
44,070 |
| 80 |
1.0598 |
1.0067 |
0.0531 |
5.0% |
0.0088 |
0.8% |
94% |
False |
False |
33,095 |
| 100 |
1.0598 |
0.9985 |
0.0613 |
5.8% |
0.0084 |
0.8% |
95% |
False |
False |
26,501 |
| 120 |
1.0598 |
0.9981 |
0.0617 |
5.8% |
0.0074 |
0.7% |
95% |
False |
False |
22,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0849 |
|
1.618 |
1.0748 |
|
1.000 |
1.0686 |
|
0.618 |
1.0647 |
|
HIGH |
1.0585 |
|
0.618 |
1.0546 |
|
0.500 |
1.0535 |
|
0.382 |
1.0523 |
|
LOW |
1.0484 |
|
0.618 |
1.0422 |
|
1.000 |
1.0383 |
|
1.618 |
1.0321 |
|
2.618 |
1.0220 |
|
4.250 |
1.0055 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0555 |
1.0556 |
| PP |
1.0545 |
1.0547 |
| S1 |
1.0535 |
1.0539 |
|