CME Canadian Dollar Future September 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 |
1.0171 |
1.0234 |
0.0063 |
0.6% |
1.0202 |
| High |
1.0249 |
1.0243 |
-0.0006 |
-0.1% |
1.0330 |
| Low |
1.0168 |
1.0156 |
-0.0012 |
-0.1% |
1.0124 |
| Close |
1.0243 |
1.0184 |
-0.0059 |
-0.6% |
1.0206 |
| Range |
0.0081 |
0.0087 |
0.0006 |
7.4% |
0.0206 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
| Volume |
29,124 |
29,676 |
552 |
1.9% |
16,520 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0455 |
1.0407 |
1.0232 |
|
| R3 |
1.0368 |
1.0320 |
1.0208 |
|
| R2 |
1.0281 |
1.0281 |
1.0200 |
|
| R1 |
1.0233 |
1.0233 |
1.0192 |
1.0214 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0185 |
| S1 |
1.0146 |
1.0146 |
1.0176 |
1.0127 |
| S2 |
1.0107 |
1.0107 |
1.0168 |
|
| S3 |
1.0020 |
1.0059 |
1.0160 |
|
| S4 |
0.9933 |
0.9972 |
1.0136 |
|
|
| 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 |
1.0249 |
1.0124 |
0.0125 |
1.2% |
0.0079 |
0.8% |
48% |
False |
False |
16,735 |
| 10 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0081 |
0.8% |
29% |
False |
False |
9,338 |
| 20 |
1.0473 |
1.0124 |
0.0349 |
3.4% |
0.0085 |
0.8% |
17% |
False |
False |
4,942 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.2% |
0.0087 |
0.9% |
14% |
False |
False |
2,607 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0080 |
0.8% |
35% |
False |
False |
1,785 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0070 |
0.7% |
35% |
False |
False |
1,356 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0060 |
0.6% |
43% |
False |
False |
1,091 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
8.0% |
0.0052 |
0.5% |
55% |
False |
False |
912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0613 |
|
2.618 |
1.0471 |
|
1.618 |
1.0384 |
|
1.000 |
1.0330 |
|
0.618 |
1.0297 |
|
HIGH |
1.0243 |
|
0.618 |
1.0210 |
|
0.500 |
1.0200 |
|
0.382 |
1.0189 |
|
LOW |
1.0156 |
|
0.618 |
1.0102 |
|
1.000 |
1.0069 |
|
1.618 |
1.0015 |
|
2.618 |
0.9928 |
|
4.250 |
0.9786 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0203 |
| PP |
1.0194 |
1.0196 |
| S1 |
1.0189 |
1.0190 |
|