CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0318 |
0.0091 |
0.9% |
1.0260 |
| High |
1.0355 |
1.0340 |
-0.0015 |
-0.1% |
1.0282 |
| Low |
1.0213 |
1.0230 |
0.0017 |
0.2% |
1.0182 |
| Close |
1.0318 |
1.0256 |
-0.0062 |
-0.6% |
1.0235 |
| Range |
0.0142 |
0.0110 |
-0.0032 |
-22.5% |
0.0100 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.4% |
0.0000 |
| Volume |
58,703 |
97,848 |
39,145 |
66.7% |
347,307 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0605 |
1.0541 |
1.0317 |
|
| R3 |
1.0495 |
1.0431 |
1.0286 |
|
| R2 |
1.0385 |
1.0385 |
1.0276 |
|
| R1 |
1.0321 |
1.0321 |
1.0266 |
1.0298 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0264 |
| S1 |
1.0211 |
1.0211 |
1.0246 |
1.0188 |
| S2 |
1.0165 |
1.0165 |
1.0236 |
|
| S3 |
1.0055 |
1.0101 |
1.0226 |
|
| S4 |
0.9945 |
0.9991 |
1.0196 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0484 |
1.0290 |
|
| R3 |
1.0433 |
1.0384 |
1.0263 |
|
| R2 |
1.0333 |
1.0333 |
1.0253 |
|
| R1 |
1.0284 |
1.0284 |
1.0244 |
1.0259 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0220 |
| S1 |
1.0184 |
1.0184 |
1.0226 |
1.0159 |
| S2 |
1.0133 |
1.0133 |
1.0217 |
|
| S3 |
1.0033 |
1.0084 |
1.0208 |
|
| S4 |
0.9933 |
0.9984 |
1.0180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0182 |
0.0173 |
1.7% |
0.0088 |
0.9% |
43% |
False |
False |
73,691 |
| 10 |
1.0366 |
1.0182 |
0.0184 |
1.8% |
0.0086 |
0.8% |
40% |
False |
False |
75,264 |
| 20 |
1.0512 |
1.0182 |
0.0330 |
3.2% |
0.0101 |
1.0% |
22% |
False |
False |
88,363 |
| 40 |
1.0578 |
1.0182 |
0.0396 |
3.9% |
0.0093 |
0.9% |
19% |
False |
False |
79,253 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0091 |
0.9% |
44% |
False |
False |
76,903 |
| 80 |
1.0578 |
0.9987 |
0.0591 |
5.8% |
0.0084 |
0.8% |
46% |
False |
False |
58,236 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0081 |
0.8% |
51% |
False |
False |
46,644 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0078 |
0.8% |
61% |
False |
False |
38,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0808 |
|
2.618 |
1.0628 |
|
1.618 |
1.0518 |
|
1.000 |
1.0450 |
|
0.618 |
1.0408 |
|
HIGH |
1.0340 |
|
0.618 |
1.0298 |
|
0.500 |
1.0285 |
|
0.382 |
1.0272 |
|
LOW |
1.0230 |
|
0.618 |
1.0162 |
|
1.000 |
1.0120 |
|
1.618 |
1.0052 |
|
2.618 |
0.9942 |
|
4.250 |
0.9763 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0279 |
| PP |
1.0275 |
1.0271 |
| S1 |
1.0266 |
1.0264 |
|