CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0299 |
1.0209 |
-0.0090 |
-0.9% |
1.0229 |
| High |
1.0313 |
1.0230 |
-0.0083 |
-0.8% |
1.0236 |
| Low |
1.0208 |
1.0166 |
-0.0042 |
-0.4% |
1.0158 |
| Close |
1.0231 |
1.0219 |
-0.0012 |
-0.1% |
1.0210 |
| Range |
0.0105 |
0.0064 |
-0.0041 |
-39.0% |
0.0078 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
4,825 |
2,649 |
-2,176 |
-45.1% |
3,496 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0372 |
1.0254 |
|
| R3 |
1.0333 |
1.0308 |
1.0237 |
|
| R2 |
1.0269 |
1.0269 |
1.0231 |
|
| R1 |
1.0244 |
1.0244 |
1.0225 |
1.0257 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0211 |
| S1 |
1.0180 |
1.0180 |
1.0213 |
1.0193 |
| S2 |
1.0141 |
1.0141 |
1.0207 |
|
| S3 |
1.0077 |
1.0116 |
1.0201 |
|
| S4 |
1.0013 |
1.0052 |
1.0184 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0401 |
1.0253 |
|
| R3 |
1.0357 |
1.0323 |
1.0231 |
|
| R2 |
1.0279 |
1.0279 |
1.0224 |
|
| R1 |
1.0245 |
1.0245 |
1.0217 |
1.0223 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0191 |
| S1 |
1.0167 |
1.0167 |
1.0203 |
1.0145 |
| S2 |
1.0123 |
1.0123 |
1.0196 |
|
| S3 |
1.0045 |
1.0089 |
1.0189 |
|
| S4 |
0.9967 |
1.0011 |
1.0167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0330 |
1.0160 |
0.0170 |
1.7% |
0.0082 |
0.8% |
35% |
False |
False |
2,381 |
| 10 |
1.0335 |
1.0158 |
0.0177 |
1.7% |
0.0079 |
0.8% |
34% |
False |
False |
1,493 |
| 20 |
1.0473 |
1.0158 |
0.0315 |
3.1% |
0.0092 |
0.9% |
19% |
False |
False |
1,010 |
| 40 |
1.0550 |
1.0158 |
0.0392 |
3.8% |
0.0084 |
0.8% |
16% |
False |
False |
598 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0079 |
0.8% |
41% |
False |
False |
446 |
| 80 |
1.0550 |
0.9981 |
0.0569 |
5.6% |
0.0067 |
0.7% |
42% |
False |
False |
344 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0057 |
0.6% |
48% |
False |
False |
281 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0051 |
0.5% |
59% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0502 |
|
2.618 |
1.0398 |
|
1.618 |
1.0334 |
|
1.000 |
1.0294 |
|
0.618 |
1.0270 |
|
HIGH |
1.0230 |
|
0.618 |
1.0206 |
|
0.500 |
1.0198 |
|
0.382 |
1.0190 |
|
LOW |
1.0166 |
|
0.618 |
1.0126 |
|
1.000 |
1.0102 |
|
1.618 |
1.0062 |
|
2.618 |
0.9998 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0248 |
| PP |
1.0205 |
1.0238 |
| S1 |
1.0198 |
1.0229 |
|