CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0225 |
1.0197 |
-0.0028 |
-0.3% |
1.0227 |
| High |
1.0237 |
1.0274 |
0.0037 |
0.4% |
1.0355 |
| Low |
1.0184 |
1.0192 |
0.0008 |
0.1% |
1.0147 |
| Close |
1.0193 |
1.0268 |
0.0075 |
0.7% |
1.0230 |
| Range |
0.0053 |
0.0082 |
0.0029 |
54.7% |
0.0208 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
75,399 |
86,879 |
11,480 |
15.2% |
373,972 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0461 |
1.0313 |
|
| R3 |
1.0409 |
1.0379 |
1.0291 |
|
| R2 |
1.0327 |
1.0327 |
1.0283 |
|
| R1 |
1.0297 |
1.0297 |
1.0276 |
1.0312 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0252 |
| S1 |
1.0215 |
1.0215 |
1.0260 |
1.0230 |
| S2 |
1.0163 |
1.0163 |
1.0253 |
|
| S3 |
1.0081 |
1.0133 |
1.0245 |
|
| S4 |
0.9999 |
1.0051 |
1.0223 |
|
|
| 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 |
1.0340 |
1.0147 |
0.0193 |
1.9% |
0.0085 |
0.8% |
63% |
False |
False |
95,509 |
| 10 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0079 |
0.8% |
58% |
False |
False |
81,230 |
| 20 |
1.0503 |
1.0147 |
0.0356 |
3.5% |
0.0091 |
0.9% |
34% |
False |
False |
84,560 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0094 |
0.9% |
28% |
False |
False |
82,715 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0092 |
0.9% |
46% |
False |
False |
79,371 |
| 80 |
1.0578 |
0.9990 |
0.0588 |
5.7% |
0.0086 |
0.8% |
47% |
False |
False |
62,965 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
53% |
False |
False |
50,437 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0079 |
0.8% |
62% |
False |
False |
42,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0623 |
|
2.618 |
1.0489 |
|
1.618 |
1.0407 |
|
1.000 |
1.0356 |
|
0.618 |
1.0325 |
|
HIGH |
1.0274 |
|
0.618 |
1.0243 |
|
0.500 |
1.0233 |
|
0.382 |
1.0223 |
|
LOW |
1.0192 |
|
0.618 |
1.0141 |
|
1.000 |
1.0110 |
|
1.618 |
1.0059 |
|
2.618 |
0.9977 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0249 |
| PP |
1.0245 |
1.0230 |
| S1 |
1.0233 |
1.0211 |
|