CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0345 |
1.0275 |
-0.0070 |
-0.7% |
1.0369 |
| High |
1.0345 |
1.0346 |
0.0001 |
0.0% |
1.0410 |
| Low |
1.0276 |
1.0195 |
-0.0081 |
-0.8% |
1.0275 |
| Close |
1.0291 |
1.0336 |
0.0045 |
0.4% |
1.0361 |
| Range |
0.0069 |
0.0151 |
0.0082 |
118.8% |
0.0135 |
| ATR |
0.0082 |
0.0087 |
0.0005 |
6.0% |
0.0000 |
| Volume |
139 |
123 |
-16 |
-11.5% |
568 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0692 |
1.0419 |
|
| R3 |
1.0594 |
1.0541 |
1.0378 |
|
| R2 |
1.0443 |
1.0443 |
1.0364 |
|
| R1 |
1.0390 |
1.0390 |
1.0350 |
1.0417 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0306 |
| S1 |
1.0239 |
1.0239 |
1.0322 |
1.0266 |
| S2 |
1.0141 |
1.0141 |
1.0308 |
|
| S3 |
0.9990 |
1.0088 |
1.0294 |
|
| S4 |
0.9839 |
0.9937 |
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 |
1.0195 |
0.0215 |
2.1% |
0.0094 |
0.9% |
66% |
False |
True |
148 |
| 10 |
1.0410 |
1.0080 |
0.0330 |
3.2% |
0.0085 |
0.8% |
78% |
False |
False |
176 |
| 20 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0085 |
0.8% |
79% |
False |
False |
157 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0069 |
0.7% |
79% |
False |
False |
135 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0067 |
0.6% |
62% |
False |
False |
108 |
| 80 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0061 |
0.6% |
62% |
False |
False |
92 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0057 |
0.6% |
68% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0741 |
|
1.618 |
1.0590 |
|
1.000 |
1.0497 |
|
0.618 |
1.0439 |
|
HIGH |
1.0346 |
|
0.618 |
1.0288 |
|
0.500 |
1.0271 |
|
0.382 |
1.0253 |
|
LOW |
1.0195 |
|
0.618 |
1.0102 |
|
1.000 |
1.0044 |
|
1.618 |
0.9951 |
|
2.618 |
0.9800 |
|
4.250 |
0.9553 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0314 |
1.0325 |
| PP |
1.0292 |
1.0314 |
| S1 |
1.0271 |
1.0303 |
|