CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0231 |
-0.0087 |
-0.8% |
1.0260 |
| High |
1.0340 |
1.0259 |
-0.0081 |
-0.8% |
1.0282 |
| Low |
1.0230 |
1.0190 |
-0.0040 |
-0.4% |
1.0182 |
| Close |
1.0256 |
1.0243 |
-0.0013 |
-0.1% |
1.0235 |
| Range |
0.0110 |
0.0069 |
-0.0041 |
-37.3% |
0.0100 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
97,848 |
99,650 |
1,802 |
1.8% |
347,307 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0409 |
1.0281 |
|
| R3 |
1.0369 |
1.0340 |
1.0262 |
|
| R2 |
1.0300 |
1.0300 |
1.0256 |
|
| R1 |
1.0271 |
1.0271 |
1.0249 |
1.0286 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0238 |
| S1 |
1.0202 |
1.0202 |
1.0237 |
1.0217 |
| S2 |
1.0162 |
1.0162 |
1.0230 |
|
| S3 |
1.0093 |
1.0133 |
1.0224 |
|
| S4 |
1.0024 |
1.0064 |
1.0205 |
|
|
| 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% |
0.0086 |
0.8% |
35% |
False |
False |
79,924 |
| 10 |
1.0366 |
1.0182 |
0.0184 |
1.8% |
0.0086 |
0.8% |
33% |
False |
False |
78,387 |
| 20 |
1.0503 |
1.0182 |
0.0321 |
3.1% |
0.0099 |
1.0% |
19% |
False |
False |
88,272 |
| 40 |
1.0578 |
1.0182 |
0.0396 |
3.9% |
0.0093 |
0.9% |
15% |
False |
False |
80,460 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0092 |
0.9% |
42% |
False |
False |
77,941 |
| 80 |
1.0578 |
0.9987 |
0.0591 |
5.8% |
0.0085 |
0.8% |
43% |
False |
False |
59,475 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0080 |
0.8% |
49% |
False |
False |
47,640 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0078 |
0.8% |
59% |
False |
False |
39,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0440 |
|
1.618 |
1.0371 |
|
1.000 |
1.0328 |
|
0.618 |
1.0302 |
|
HIGH |
1.0259 |
|
0.618 |
1.0233 |
|
0.500 |
1.0225 |
|
0.382 |
1.0216 |
|
LOW |
1.0190 |
|
0.618 |
1.0147 |
|
1.000 |
1.0121 |
|
1.618 |
1.0078 |
|
2.618 |
1.0009 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0273 |
| PP |
1.0231 |
1.0263 |
| S1 |
1.0225 |
1.0253 |
|