CME Canadian Dollar Future September 2011
| 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 |
1.0523 |
1.0524 |
0.0001 |
0.0% |
1.0529 |
| High |
1.0560 |
1.0529 |
-0.0031 |
-0.3% |
1.0617 |
| Low |
1.0487 |
1.0415 |
-0.0072 |
-0.7% |
1.0415 |
| Close |
1.0509 |
1.0456 |
-0.0053 |
-0.5% |
1.0456 |
| Range |
0.0073 |
0.0114 |
0.0041 |
56.2% |
0.0202 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.4% |
0.0000 |
| Volume |
59,974 |
106,566 |
46,592 |
77.7% |
367,132 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0746 |
1.0519 |
|
| R3 |
1.0695 |
1.0632 |
1.0487 |
|
| R2 |
1.0581 |
1.0581 |
1.0477 |
|
| R1 |
1.0518 |
1.0518 |
1.0466 |
1.0493 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0454 |
| S1 |
1.0404 |
1.0404 |
1.0446 |
1.0379 |
| S2 |
1.0353 |
1.0353 |
1.0435 |
|
| S3 |
1.0239 |
1.0290 |
1.0425 |
|
| S4 |
1.0125 |
1.0176 |
1.0393 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.0981 |
1.0567 |
|
| R3 |
1.0900 |
1.0779 |
1.0512 |
|
| R2 |
1.0698 |
1.0698 |
1.0493 |
|
| R1 |
1.0577 |
1.0577 |
1.0475 |
1.0537 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0476 |
| S1 |
1.0375 |
1.0375 |
1.0437 |
1.0335 |
| S2 |
1.0294 |
1.0294 |
1.0419 |
|
| S3 |
1.0092 |
1.0173 |
1.0400 |
|
| S4 |
0.9890 |
0.9971 |
1.0345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0617 |
1.0415 |
0.0202 |
1.9% |
0.0095 |
0.9% |
20% |
False |
True |
73,426 |
| 10 |
1.0617 |
1.0361 |
0.0256 |
2.4% |
0.0097 |
0.9% |
37% |
False |
False |
73,911 |
| 20 |
1.0617 |
1.0208 |
0.0409 |
3.9% |
0.0098 |
0.9% |
61% |
False |
False |
74,643 |
| 40 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0096 |
0.9% |
71% |
False |
False |
73,436 |
| 60 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0095 |
0.9% |
71% |
False |
False |
49,294 |
| 80 |
1.0617 |
1.0067 |
0.0550 |
5.3% |
0.0090 |
0.9% |
71% |
False |
False |
37,017 |
| 100 |
1.0617 |
0.9985 |
0.0632 |
6.0% |
0.0086 |
0.8% |
75% |
False |
False |
29,642 |
| 120 |
1.0617 |
0.9981 |
0.0636 |
6.1% |
0.0077 |
0.7% |
75% |
False |
False |
24,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0827 |
|
1.618 |
1.0713 |
|
1.000 |
1.0643 |
|
0.618 |
1.0599 |
|
HIGH |
1.0529 |
|
0.618 |
1.0485 |
|
0.500 |
1.0472 |
|
0.382 |
1.0459 |
|
LOW |
1.0415 |
|
0.618 |
1.0345 |
|
1.000 |
1.0301 |
|
1.618 |
1.0231 |
|
2.618 |
1.0117 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0472 |
1.0514 |
| PP |
1.0467 |
1.0495 |
| S1 |
1.0461 |
1.0475 |
|