CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0385 |
1.0345 |
-0.0040 |
-0.4% |
1.0369 |
| High |
1.0410 |
1.0345 |
-0.0065 |
-0.6% |
1.0410 |
| Low |
1.0310 |
1.0276 |
-0.0034 |
-0.3% |
1.0275 |
| Close |
1.0361 |
1.0291 |
-0.0070 |
-0.7% |
1.0361 |
| Range |
0.0100 |
0.0069 |
-0.0031 |
-31.0% |
0.0135 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
244 |
139 |
-105 |
-43.0% |
568 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0470 |
1.0329 |
|
| R3 |
1.0442 |
1.0401 |
1.0310 |
|
| R2 |
1.0373 |
1.0373 |
1.0304 |
|
| R1 |
1.0332 |
1.0332 |
1.0297 |
1.0318 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0297 |
| S1 |
1.0263 |
1.0263 |
1.0285 |
1.0249 |
| S2 |
1.0235 |
1.0235 |
1.0278 |
|
| S3 |
1.0166 |
1.0194 |
1.0272 |
|
| S4 |
1.0097 |
1.0125 |
1.0253 |
|
|
| 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% |
0.0072 |
0.7% |
12% |
False |
False |
141 |
| 10 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0075 |
0.7% |
67% |
False |
False |
178 |
| 20 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0079 |
0.8% |
67% |
False |
False |
155 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0067 |
0.6% |
67% |
False |
False |
133 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0066 |
0.6% |
52% |
False |
False |
106 |
| 80 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0059 |
0.6% |
52% |
False |
False |
91 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0056 |
0.5% |
59% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0526 |
|
1.618 |
1.0457 |
|
1.000 |
1.0414 |
|
0.618 |
1.0388 |
|
HIGH |
1.0345 |
|
0.618 |
1.0319 |
|
0.500 |
1.0311 |
|
0.382 |
1.0302 |
|
LOW |
1.0276 |
|
0.618 |
1.0233 |
|
1.000 |
1.0207 |
|
1.618 |
1.0164 |
|
2.618 |
1.0095 |
|
4.250 |
0.9983 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0311 |
1.0343 |
| PP |
1.0304 |
1.0326 |
| S1 |
1.0298 |
1.0308 |
|