CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0209 |
1.0272 |
0.0063 |
0.6% |
1.0225 |
| High |
1.0283 |
1.0295 |
0.0012 |
0.1% |
1.0295 |
| Low |
1.0189 |
1.0204 |
0.0015 |
0.1% |
1.0181 |
| Close |
1.0269 |
1.0236 |
-0.0033 |
-0.3% |
1.0236 |
| Range |
0.0094 |
0.0091 |
-0.0003 |
-3.2% |
0.0114 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
71,139 |
28,388 |
-42,751 |
-60.1% |
351,440 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0468 |
1.0286 |
|
| R3 |
1.0427 |
1.0377 |
1.0261 |
|
| R2 |
1.0336 |
1.0336 |
1.0253 |
|
| R1 |
1.0286 |
1.0286 |
1.0244 |
1.0266 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0235 |
| S1 |
1.0195 |
1.0195 |
1.0228 |
1.0175 |
| S2 |
1.0154 |
1.0154 |
1.0219 |
|
| S3 |
1.0063 |
1.0104 |
1.0211 |
|
| S4 |
0.9972 |
1.0013 |
1.0186 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0522 |
1.0299 |
|
| R3 |
1.0465 |
1.0408 |
1.0267 |
|
| R2 |
1.0351 |
1.0351 |
1.0257 |
|
| R1 |
1.0294 |
1.0294 |
1.0246 |
1.0323 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0252 |
| S1 |
1.0180 |
1.0180 |
1.0226 |
1.0209 |
| S2 |
1.0123 |
1.0123 |
1.0215 |
|
| S3 |
1.0009 |
1.0066 |
1.0205 |
|
| S4 |
0.9895 |
0.9952 |
1.0173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0295 |
1.0181 |
0.0114 |
1.1% |
0.0081 |
0.8% |
48% |
True |
False |
70,288 |
| 10 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0089 |
0.9% |
43% |
False |
False |
78,373 |
| 20 |
1.0404 |
1.0147 |
0.0257 |
2.5% |
0.0088 |
0.9% |
35% |
False |
False |
80,186 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0095 |
0.9% |
21% |
False |
False |
81,552 |
| 60 |
1.0578 |
1.0042 |
0.0536 |
5.2% |
0.0089 |
0.9% |
36% |
False |
False |
76,786 |
| 80 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0086 |
0.8% |
40% |
False |
False |
65,318 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
48% |
False |
False |
52,323 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.1% |
0.0079 |
0.8% |
58% |
False |
False |
43,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0682 |
|
2.618 |
1.0533 |
|
1.618 |
1.0442 |
|
1.000 |
1.0386 |
|
0.618 |
1.0351 |
|
HIGH |
1.0295 |
|
0.618 |
1.0260 |
|
0.500 |
1.0250 |
|
0.382 |
1.0239 |
|
LOW |
1.0204 |
|
0.618 |
1.0148 |
|
1.000 |
1.0113 |
|
1.618 |
1.0057 |
|
2.618 |
0.9966 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0250 |
1.0238 |
| PP |
1.0245 |
1.0237 |
| S1 |
1.0241 |
1.0237 |
|