CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0385 |
0.0065 |
0.6% |
1.0369 |
| High |
1.0408 |
1.0410 |
0.0002 |
0.0% |
1.0410 |
| Low |
1.0308 |
1.0310 |
0.0002 |
0.0% |
1.0275 |
| Close |
1.0384 |
1.0361 |
-0.0023 |
-0.2% |
1.0361 |
| Range |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0135 |
| ATR |
0.0080 |
0.0082 |
0.0001 |
1.8% |
0.0000 |
| Volume |
103 |
244 |
141 |
136.9% |
568 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0611 |
1.0416 |
|
| R3 |
1.0560 |
1.0511 |
1.0389 |
|
| R2 |
1.0460 |
1.0460 |
1.0379 |
|
| R1 |
1.0411 |
1.0411 |
1.0370 |
1.0386 |
| PP |
1.0360 |
1.0360 |
1.0360 |
1.0348 |
| S1 |
1.0311 |
1.0311 |
1.0352 |
1.0286 |
| S2 |
1.0260 |
1.0260 |
1.0343 |
|
| S3 |
1.0160 |
1.0211 |
1.0334 |
|
| S4 |
1.0060 |
1.0111 |
1.0306 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0692 |
1.0435 |
|
| R3 |
1.0619 |
1.0557 |
1.0398 |
|
| R2 |
1.0484 |
1.0484 |
1.0386 |
|
| R1 |
1.0422 |
1.0422 |
1.0373 |
1.0386 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0330 |
| S1 |
1.0287 |
1.0287 |
1.0349 |
1.0251 |
| S2 |
1.0214 |
1.0214 |
1.0336 |
|
| S3 |
1.0079 |
1.0152 |
1.0324 |
|
| S4 |
0.9944 |
1.0017 |
1.0287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0410 |
1.0275 |
0.0135 |
1.3% |
0.0073 |
0.7% |
64% |
True |
False |
167 |
| 10 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0079 |
0.8% |
86% |
True |
False |
196 |
| 20 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0079 |
0.8% |
86% |
True |
False |
154 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0066 |
0.6% |
86% |
True |
False |
131 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0066 |
0.6% |
68% |
False |
False |
104 |
| 80 |
1.0510 |
0.9994 |
0.0516 |
5.0% |
0.0060 |
0.6% |
71% |
False |
False |
90 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0055 |
0.5% |
72% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0835 |
|
2.618 |
1.0672 |
|
1.618 |
1.0572 |
|
1.000 |
1.0510 |
|
0.618 |
1.0472 |
|
HIGH |
1.0410 |
|
0.618 |
1.0372 |
|
0.500 |
1.0360 |
|
0.382 |
1.0348 |
|
LOW |
1.0310 |
|
0.618 |
1.0248 |
|
1.000 |
1.0210 |
|
1.618 |
1.0148 |
|
2.618 |
1.0048 |
|
4.250 |
0.9885 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0361 |
1.0355 |
| PP |
1.0360 |
1.0349 |
| S1 |
1.0360 |
1.0343 |
|