CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0386 |
-0.0014 |
-0.1% |
1.0345 |
| High |
1.0433 |
1.0466 |
0.0033 |
0.3% |
1.0466 |
| Low |
1.0358 |
1.0355 |
-0.0003 |
0.0% |
1.0195 |
| Close |
1.0377 |
1.0424 |
0.0047 |
0.5% |
1.0424 |
| Range |
0.0075 |
0.0111 |
0.0036 |
48.0% |
0.0271 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.0% |
0.0000 |
| Volume |
270 |
251 |
-19 |
-7.0% |
1,313 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0697 |
1.0485 |
|
| R3 |
1.0637 |
1.0586 |
1.0455 |
|
| R2 |
1.0526 |
1.0526 |
1.0444 |
|
| R1 |
1.0475 |
1.0475 |
1.0434 |
1.0501 |
| PP |
1.0415 |
1.0415 |
1.0415 |
1.0428 |
| S1 |
1.0364 |
1.0364 |
1.0414 |
1.0390 |
| S2 |
1.0304 |
1.0304 |
1.0404 |
|
| S3 |
1.0193 |
1.0253 |
1.0393 |
|
| S4 |
1.0082 |
1.0142 |
1.0363 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1070 |
1.0573 |
|
| R3 |
1.0904 |
1.0799 |
1.0499 |
|
| R2 |
1.0633 |
1.0633 |
1.0474 |
|
| R1 |
1.0528 |
1.0528 |
1.0449 |
1.0581 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0388 |
| S1 |
1.0257 |
1.0257 |
1.0399 |
1.0310 |
| S2 |
1.0091 |
1.0091 |
1.0374 |
|
| S3 |
0.9820 |
0.9986 |
1.0349 |
|
| S4 |
0.9549 |
0.9715 |
1.0275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0466 |
1.0195 |
0.0271 |
2.6% |
0.0100 |
1.0% |
85% |
True |
False |
262 |
| 10 |
1.0466 |
1.0195 |
0.0271 |
2.6% |
0.0086 |
0.8% |
85% |
True |
False |
215 |
| 20 |
1.0466 |
1.0050 |
0.0416 |
4.0% |
0.0081 |
0.8% |
90% |
True |
False |
189 |
| 40 |
1.0466 |
1.0050 |
0.0416 |
4.0% |
0.0072 |
0.7% |
90% |
True |
False |
156 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0069 |
0.7% |
81% |
False |
False |
124 |
| 80 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0062 |
0.6% |
81% |
False |
False |
104 |
| 100 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0059 |
0.6% |
84% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0938 |
|
2.618 |
1.0757 |
|
1.618 |
1.0646 |
|
1.000 |
1.0577 |
|
0.618 |
1.0535 |
|
HIGH |
1.0466 |
|
0.618 |
1.0424 |
|
0.500 |
1.0411 |
|
0.382 |
1.0397 |
|
LOW |
1.0355 |
|
0.618 |
1.0286 |
|
1.000 |
1.0244 |
|
1.618 |
1.0175 |
|
2.618 |
1.0064 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0411 |
| PP |
1.0415 |
1.0399 |
| S1 |
1.0411 |
1.0386 |
|