CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0209 |
-0.0052 |
-0.5% |
1.0227 |
| High |
1.0268 |
1.0283 |
0.0015 |
0.1% |
1.0355 |
| Low |
1.0181 |
1.0189 |
0.0008 |
0.1% |
1.0147 |
| Close |
1.0209 |
1.0269 |
0.0060 |
0.6% |
1.0230 |
| Range |
0.0087 |
0.0094 |
0.0007 |
8.0% |
0.0208 |
| ATR |
0.0089 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
89,635 |
71,139 |
-18,496 |
-20.6% |
373,972 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0493 |
1.0321 |
|
| R3 |
1.0435 |
1.0399 |
1.0295 |
|
| R2 |
1.0341 |
1.0341 |
1.0286 |
|
| R1 |
1.0305 |
1.0305 |
1.0278 |
1.0323 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0256 |
| S1 |
1.0211 |
1.0211 |
1.0260 |
1.0229 |
| S2 |
1.0153 |
1.0153 |
1.0252 |
|
| S3 |
1.0059 |
1.0117 |
1.0243 |
|
| S4 |
0.9965 |
1.0023 |
1.0217 |
|
|
| 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 |
1.0283 |
1.0147 |
0.0136 |
1.3% |
0.0086 |
0.8% |
90% |
True |
False |
88,164 |
| 10 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0086 |
0.8% |
59% |
False |
False |
84,044 |
| 20 |
1.0408 |
1.0147 |
0.0261 |
2.5% |
0.0089 |
0.9% |
47% |
False |
False |
84,163 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0094 |
0.9% |
28% |
False |
False |
82,800 |
| 60 |
1.0578 |
1.0013 |
0.0565 |
5.5% |
0.0090 |
0.9% |
45% |
False |
False |
78,355 |
| 80 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0086 |
0.8% |
46% |
False |
False |
64,966 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
53% |
False |
False |
52,041 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0079 |
0.8% |
63% |
False |
False |
43,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0683 |
|
2.618 |
1.0529 |
|
1.618 |
1.0435 |
|
1.000 |
1.0377 |
|
0.618 |
1.0341 |
|
HIGH |
1.0283 |
|
0.618 |
1.0247 |
|
0.500 |
1.0236 |
|
0.382 |
1.0225 |
|
LOW |
1.0189 |
|
0.618 |
1.0131 |
|
1.000 |
1.0095 |
|
1.618 |
1.0037 |
|
2.618 |
0.9943 |
|
4.250 |
0.9790 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0257 |
| PP |
1.0247 |
1.0244 |
| S1 |
1.0236 |
1.0232 |
|