CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0261 |
0.0064 |
0.6% |
1.0227 |
| High |
1.0274 |
1.0268 |
-0.0006 |
-0.1% |
1.0355 |
| Low |
1.0192 |
1.0181 |
-0.0011 |
-0.1% |
1.0147 |
| Close |
1.0268 |
1.0209 |
-0.0059 |
-0.6% |
1.0230 |
| Range |
0.0082 |
0.0087 |
0.0005 |
6.1% |
0.0208 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
86,879 |
89,635 |
2,756 |
3.2% |
373,972 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0480 |
1.0432 |
1.0257 |
|
| R3 |
1.0393 |
1.0345 |
1.0233 |
|
| R2 |
1.0306 |
1.0306 |
1.0225 |
|
| R1 |
1.0258 |
1.0258 |
1.0217 |
1.0239 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0210 |
| S1 |
1.0171 |
1.0171 |
1.0201 |
1.0152 |
| S2 |
1.0132 |
1.0132 |
1.0193 |
|
| S3 |
1.0045 |
1.0084 |
1.0185 |
|
| S4 |
0.9958 |
0.9997 |
1.0161 |
|
|
| 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 |
1.0274 |
1.0147 |
0.0127 |
1.2% |
0.0081 |
0.8% |
49% |
False |
False |
93,866 |
| 10 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0084 |
0.8% |
30% |
False |
False |
83,779 |
| 20 |
1.0503 |
1.0147 |
0.0356 |
3.5% |
0.0091 |
0.9% |
17% |
False |
False |
85,540 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0095 |
0.9% |
14% |
False |
False |
83,608 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0092 |
0.9% |
36% |
False |
False |
79,901 |
| 80 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0085 |
0.8% |
36% |
False |
False |
64,081 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.5% |
0.0082 |
0.8% |
44% |
False |
False |
51,332 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.1% |
0.0079 |
0.8% |
55% |
False |
False |
42,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0496 |
|
1.618 |
1.0409 |
|
1.000 |
1.0355 |
|
0.618 |
1.0322 |
|
HIGH |
1.0268 |
|
0.618 |
1.0235 |
|
0.500 |
1.0225 |
|
0.382 |
1.0214 |
|
LOW |
1.0181 |
|
0.618 |
1.0127 |
|
1.000 |
1.0094 |
|
1.618 |
1.0040 |
|
2.618 |
0.9953 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0225 |
1.0228 |
| PP |
1.0219 |
1.0221 |
| S1 |
1.0214 |
1.0215 |
|