CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0245 |
1.0187 |
-0.0058 |
-0.6% |
1.0207 |
| High |
1.0271 |
1.0230 |
-0.0041 |
-0.4% |
1.0271 |
| Low |
1.0181 |
1.0176 |
-0.0005 |
0.0% |
1.0156 |
| Close |
1.0212 |
1.0216 |
0.0004 |
0.0% |
1.0212 |
| Range |
0.0090 |
0.0054 |
-0.0036 |
-40.0% |
0.0115 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
94,182 |
60,836 |
-33,346 |
-35.4% |
223,343 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0369 |
1.0347 |
1.0246 |
|
| R3 |
1.0315 |
1.0293 |
1.0231 |
|
| R2 |
1.0261 |
1.0261 |
1.0226 |
|
| R1 |
1.0239 |
1.0239 |
1.0221 |
1.0250 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0213 |
| S1 |
1.0185 |
1.0185 |
1.0211 |
1.0196 |
| S2 |
1.0153 |
1.0153 |
1.0206 |
|
| S3 |
1.0099 |
1.0131 |
1.0201 |
|
| S4 |
1.0045 |
1.0077 |
1.0186 |
|
|
| 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% |
52% |
False |
False |
53,606 |
| 10 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0088 |
0.9% |
45% |
False |
False |
30,069 |
| 20 |
1.0335 |
1.0124 |
0.0211 |
2.1% |
0.0079 |
0.8% |
44% |
False |
False |
15,331 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.2% |
0.0087 |
0.8% |
22% |
False |
False |
7,830 |
| 60 |
1.0550 |
1.0100 |
0.0450 |
4.4% |
0.0077 |
0.8% |
26% |
False |
False |
5,260 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0072 |
0.7% |
41% |
False |
False |
3,971 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0062 |
0.6% |
48% |
False |
False |
3,183 |
| 120 |
1.0550 |
0.9755 |
0.0795 |
7.8% |
0.0054 |
0.5% |
58% |
False |
False |
2,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0371 |
|
1.618 |
1.0317 |
|
1.000 |
1.0284 |
|
0.618 |
1.0263 |
|
HIGH |
1.0230 |
|
0.618 |
1.0209 |
|
0.500 |
1.0203 |
|
0.382 |
1.0197 |
|
LOW |
1.0176 |
|
0.618 |
1.0143 |
|
1.000 |
1.0122 |
|
1.618 |
1.0089 |
|
2.618 |
1.0035 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0218 |
| PP |
1.0207 |
1.0217 |
| S1 |
1.0203 |
1.0217 |
|