CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0225 |
-0.0023 |
-0.2% |
1.0227 |
| High |
1.0259 |
1.0237 |
-0.0022 |
-0.2% |
1.0355 |
| Low |
1.0147 |
1.0184 |
0.0037 |
0.4% |
1.0147 |
| Close |
1.0230 |
1.0193 |
-0.0037 |
-0.4% |
1.0230 |
| Range |
0.0112 |
0.0053 |
-0.0059 |
-52.7% |
0.0208 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
117,771 |
75,399 |
-42,372 |
-36.0% |
373,972 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0331 |
1.0222 |
|
| R3 |
1.0311 |
1.0278 |
1.0208 |
|
| R2 |
1.0258 |
1.0258 |
1.0203 |
|
| R1 |
1.0225 |
1.0225 |
1.0198 |
1.0215 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0200 |
| S1 |
1.0172 |
1.0172 |
1.0188 |
1.0162 |
| S2 |
1.0152 |
1.0152 |
1.0183 |
|
| S3 |
1.0099 |
1.0119 |
1.0178 |
|
| S4 |
1.0046 |
1.0066 |
1.0164 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0757 |
1.0344 |
|
| R3 |
1.0660 |
1.0549 |
1.0287 |
|
| R2 |
1.0452 |
1.0452 |
1.0268 |
|
| R1 |
1.0341 |
1.0341 |
1.0249 |
1.0397 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0272 |
| S1 |
1.0133 |
1.0133 |
1.0211 |
1.0189 |
| S2 |
1.0036 |
1.0036 |
1.0192 |
|
| S3 |
0.9828 |
0.9925 |
1.0173 |
|
| S4 |
0.9620 |
0.9717 |
1.0116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0097 |
1.0% |
22% |
False |
False |
89,874 |
| 10 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0081 |
0.8% |
22% |
False |
False |
79,667 |
| 20 |
1.0503 |
1.0147 |
0.0356 |
3.5% |
0.0092 |
0.9% |
13% |
False |
False |
84,169 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0093 |
0.9% |
11% |
False |
False |
82,262 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0092 |
0.9% |
33% |
False |
False |
79,156 |
| 80 |
1.0578 |
0.9987 |
0.0591 |
5.8% |
0.0085 |
0.8% |
35% |
False |
False |
61,881 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.5% |
0.0081 |
0.8% |
42% |
False |
False |
49,569 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.1% |
0.0079 |
0.8% |
53% |
False |
False |
41,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0376 |
|
1.618 |
1.0323 |
|
1.000 |
1.0290 |
|
0.618 |
1.0270 |
|
HIGH |
1.0237 |
|
0.618 |
1.0217 |
|
0.500 |
1.0211 |
|
0.382 |
1.0204 |
|
LOW |
1.0184 |
|
0.618 |
1.0151 |
|
1.000 |
1.0131 |
|
1.618 |
1.0098 |
|
2.618 |
1.0045 |
|
4.250 |
0.9959 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0203 |
| PP |
1.0205 |
1.0200 |
| S1 |
1.0199 |
1.0196 |
|