CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0416 |
1.0400 |
-0.0016 |
-0.2% |
1.0345 |
| High |
1.0416 |
1.0501 |
0.0085 |
0.8% |
1.0466 |
| Low |
1.0345 |
1.0400 |
0.0055 |
0.5% |
1.0195 |
| Close |
1.0385 |
1.0484 |
0.0099 |
1.0% |
1.0424 |
| Range |
0.0071 |
0.0101 |
0.0030 |
42.3% |
0.0271 |
| ATR |
0.0087 |
0.0090 |
0.0002 |
2.3% |
0.0000 |
| Volume |
459 |
153 |
-306 |
-66.7% |
1,313 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0765 |
1.0725 |
1.0540 |
|
| R3 |
1.0664 |
1.0624 |
1.0512 |
|
| R2 |
1.0563 |
1.0563 |
1.0503 |
|
| R1 |
1.0523 |
1.0523 |
1.0493 |
1.0543 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0472 |
| S1 |
1.0422 |
1.0422 |
1.0475 |
1.0442 |
| S2 |
1.0361 |
1.0361 |
1.0465 |
|
| S3 |
1.0260 |
1.0321 |
1.0456 |
|
| S4 |
1.0159 |
1.0220 |
1.0428 |
|
|
| 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 |
1.0501 |
1.0306 |
0.0195 |
1.9% |
0.0090 |
0.9% |
91% |
True |
False |
332 |
| 10 |
1.0501 |
1.0195 |
0.0306 |
2.9% |
0.0092 |
0.9% |
94% |
True |
False |
240 |
| 20 |
1.0501 |
1.0050 |
0.0451 |
4.3% |
0.0083 |
0.8% |
96% |
True |
False |
208 |
| 40 |
1.0501 |
1.0050 |
0.0451 |
4.3% |
0.0073 |
0.7% |
96% |
True |
False |
167 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0069 |
0.7% |
94% |
False |
False |
132 |
| 80 |
1.0510 |
1.0050 |
0.0460 |
4.4% |
0.0064 |
0.6% |
94% |
False |
False |
110 |
| 100 |
1.0510 |
0.9981 |
0.0529 |
5.0% |
0.0060 |
0.6% |
95% |
False |
False |
98 |
| 120 |
1.0510 |
0.9878 |
0.0632 |
6.0% |
0.0056 |
0.5% |
96% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0765 |
|
1.618 |
1.0664 |
|
1.000 |
1.0602 |
|
0.618 |
1.0563 |
|
HIGH |
1.0501 |
|
0.618 |
1.0462 |
|
0.500 |
1.0451 |
|
0.382 |
1.0439 |
|
LOW |
1.0400 |
|
0.618 |
1.0338 |
|
1.000 |
1.0299 |
|
1.618 |
1.0237 |
|
2.618 |
1.0136 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0464 |
| PP |
1.0462 |
1.0443 |
| S1 |
1.0451 |
1.0423 |
|