CME Canadian Dollar Future September 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 |
1.0207 |
1.0171 |
-0.0036 |
-0.4% |
1.0202 |
| High |
1.0211 |
1.0249 |
0.0038 |
0.4% |
1.0330 |
| Low |
1.0160 |
1.0168 |
0.0008 |
0.1% |
1.0124 |
| Close |
1.0168 |
1.0243 |
0.0075 |
0.7% |
1.0206 |
| Range |
0.0051 |
0.0081 |
0.0030 |
58.8% |
0.0206 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
16,147 |
29,124 |
12,977 |
80.4% |
16,520 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0434 |
1.0288 |
|
| R3 |
1.0382 |
1.0353 |
1.0265 |
|
| R2 |
1.0301 |
1.0301 |
1.0258 |
|
| R1 |
1.0272 |
1.0272 |
1.0250 |
1.0287 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0227 |
| S1 |
1.0191 |
1.0191 |
1.0236 |
1.0206 |
| S2 |
1.0139 |
1.0139 |
1.0228 |
|
| S3 |
1.0058 |
1.0110 |
1.0221 |
|
| S4 |
0.9977 |
1.0029 |
1.0198 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0728 |
1.0319 |
|
| R3 |
1.0632 |
1.0522 |
1.0263 |
|
| R2 |
1.0426 |
1.0426 |
1.0244 |
|
| R1 |
1.0316 |
1.0316 |
1.0225 |
1.0371 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0248 |
| S1 |
1.0110 |
1.0110 |
1.0187 |
1.0165 |
| S2 |
1.0014 |
1.0014 |
1.0168 |
|
| S3 |
0.9808 |
0.9904 |
1.0149 |
|
| S4 |
0.9602 |
0.9698 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0313 |
1.0124 |
0.0189 |
1.8% |
0.0082 |
0.8% |
63% |
False |
False |
11,765 |
| 10 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0077 |
0.7% |
58% |
False |
False |
6,458 |
| 20 |
1.0473 |
1.0124 |
0.0349 |
3.4% |
0.0085 |
0.8% |
34% |
False |
False |
3,490 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.2% |
0.0085 |
0.8% |
28% |
False |
False |
1,871 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0080 |
0.8% |
46% |
False |
False |
1,292 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0069 |
0.7% |
46% |
False |
False |
985 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0059 |
0.6% |
52% |
False |
False |
795 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0052 |
0.5% |
62% |
False |
False |
665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0461 |
|
1.618 |
1.0380 |
|
1.000 |
1.0330 |
|
0.618 |
1.0299 |
|
HIGH |
1.0249 |
|
0.618 |
1.0218 |
|
0.500 |
1.0209 |
|
0.382 |
1.0199 |
|
LOW |
1.0168 |
|
0.618 |
1.0118 |
|
1.000 |
1.0087 |
|
1.618 |
1.0037 |
|
2.618 |
0.9956 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0224 |
| PP |
1.0220 |
1.0205 |
| S1 |
1.0209 |
1.0187 |
|