CME Canadian Dollar Future September 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 |
1.0185 |
1.0245 |
0.0060 |
0.6% |
1.0207 |
| High |
1.0259 |
1.0271 |
0.0012 |
0.1% |
1.0271 |
| Low |
1.0165 |
1.0181 |
0.0016 |
0.2% |
1.0156 |
| Close |
1.0245 |
1.0212 |
-0.0033 |
-0.3% |
1.0212 |
| Range |
0.0094 |
0.0090 |
-0.0004 |
-4.3% |
0.0115 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.4% |
0.0000 |
| Volume |
54,214 |
94,182 |
39,968 |
73.7% |
223,343 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0442 |
1.0262 |
|
| R3 |
1.0401 |
1.0352 |
1.0237 |
|
| R2 |
1.0311 |
1.0311 |
1.0229 |
|
| R1 |
1.0262 |
1.0262 |
1.0220 |
1.0242 |
| PP |
1.0221 |
1.0221 |
1.0221 |
1.0211 |
| S1 |
1.0172 |
1.0172 |
1.0204 |
1.0152 |
| S2 |
1.0131 |
1.0131 |
1.0196 |
|
| S3 |
1.0041 |
1.0082 |
1.0187 |
|
| S4 |
0.9951 |
0.9992 |
1.0163 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0500 |
1.0275 |
|
| R3 |
1.0443 |
1.0385 |
1.0244 |
|
| R2 |
1.0328 |
1.0328 |
1.0233 |
|
| R1 |
1.0270 |
1.0270 |
1.0223 |
1.0299 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0228 |
| S1 |
1.0155 |
1.0155 |
1.0201 |
1.0184 |
| S2 |
1.0098 |
1.0098 |
1.0191 |
|
| S3 |
0.9983 |
1.0040 |
1.0180 |
|
| S4 |
0.9868 |
0.9925 |
1.0149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0271 |
1.0156 |
0.0115 |
1.1% |
0.0081 |
0.8% |
49% |
True |
False |
44,668 |
| 10 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0087 |
0.8% |
43% |
False |
False |
24,061 |
| 20 |
1.0376 |
1.0124 |
0.0252 |
2.5% |
0.0083 |
0.8% |
35% |
False |
False |
12,319 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.2% |
0.0087 |
0.9% |
21% |
False |
False |
6,311 |
| 60 |
1.0550 |
1.0035 |
0.0515 |
5.0% |
0.0078 |
0.8% |
34% |
False |
False |
4,249 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0071 |
0.7% |
40% |
False |
False |
3,211 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0061 |
0.6% |
47% |
False |
False |
2,575 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0054 |
0.5% |
58% |
False |
False |
2,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0654 |
|
2.618 |
1.0507 |
|
1.618 |
1.0417 |
|
1.000 |
1.0361 |
|
0.618 |
1.0327 |
|
HIGH |
1.0271 |
|
0.618 |
1.0237 |
|
0.500 |
1.0226 |
|
0.382 |
1.0215 |
|
LOW |
1.0181 |
|
0.618 |
1.0125 |
|
1.000 |
1.0091 |
|
1.618 |
1.0035 |
|
2.618 |
0.9945 |
|
4.250 |
0.9799 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0226 |
1.0214 |
| PP |
1.0221 |
1.0213 |
| S1 |
1.0217 |
1.0213 |
|