CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0471 |
1.0562 |
0.0091 |
0.9% |
1.0416 |
| High |
1.0559 |
1.0593 |
0.0034 |
0.3% |
1.0570 |
| Low |
1.0465 |
1.0541 |
0.0076 |
0.7% |
1.0345 |
| Close |
1.0541 |
1.0567 |
0.0026 |
0.2% |
1.0499 |
| Range |
0.0094 |
0.0052 |
-0.0042 |
-44.7% |
0.0225 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
338 |
143 |
-195 |
-57.7% |
1,122 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0723 |
1.0697 |
1.0596 |
|
| R3 |
1.0671 |
1.0645 |
1.0581 |
|
| R2 |
1.0619 |
1.0619 |
1.0577 |
|
| R1 |
1.0593 |
1.0593 |
1.0572 |
1.0606 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0574 |
| S1 |
1.0541 |
1.0541 |
1.0562 |
1.0554 |
| S2 |
1.0515 |
1.0515 |
1.0557 |
|
| S3 |
1.0463 |
1.0489 |
1.0553 |
|
| S4 |
1.0411 |
1.0437 |
1.0538 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1048 |
1.0623 |
|
| R3 |
1.0921 |
1.0823 |
1.0561 |
|
| R2 |
1.0696 |
1.0696 |
1.0540 |
|
| R1 |
1.0598 |
1.0598 |
1.0520 |
1.0647 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0496 |
| S1 |
1.0373 |
1.0373 |
1.0478 |
1.0422 |
| S2 |
1.0246 |
1.0246 |
1.0458 |
|
| S3 |
1.0021 |
1.0148 |
1.0437 |
|
| S4 |
0.9796 |
0.9923 |
1.0375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0593 |
1.0454 |
0.0139 |
1.3% |
0.0068 |
0.6% |
81% |
True |
False |
198 |
| 10 |
1.0593 |
1.0306 |
0.0287 |
2.7% |
0.0079 |
0.8% |
91% |
True |
False |
265 |
| 20 |
1.0593 |
1.0080 |
0.0513 |
4.9% |
0.0082 |
0.8% |
95% |
True |
False |
221 |
| 40 |
1.0593 |
1.0050 |
0.0543 |
5.1% |
0.0077 |
0.7% |
95% |
True |
False |
183 |
| 60 |
1.0593 |
1.0050 |
0.0543 |
5.1% |
0.0070 |
0.7% |
95% |
True |
False |
146 |
| 80 |
1.0593 |
1.0050 |
0.0543 |
5.1% |
0.0066 |
0.6% |
95% |
True |
False |
120 |
| 100 |
1.0593 |
0.9981 |
0.0612 |
5.8% |
0.0062 |
0.6% |
96% |
True |
False |
106 |
| 120 |
1.0593 |
0.9949 |
0.0644 |
6.1% |
0.0056 |
0.5% |
96% |
True |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0814 |
|
2.618 |
1.0729 |
|
1.618 |
1.0677 |
|
1.000 |
1.0645 |
|
0.618 |
1.0625 |
|
HIGH |
1.0593 |
|
0.618 |
1.0573 |
|
0.500 |
1.0567 |
|
0.382 |
1.0561 |
|
LOW |
1.0541 |
|
0.618 |
1.0509 |
|
1.000 |
1.0489 |
|
1.618 |
1.0457 |
|
2.618 |
1.0405 |
|
4.250 |
1.0320 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0567 |
1.0553 |
| PP |
1.0567 |
1.0538 |
| S1 |
1.0567 |
1.0524 |
|