CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0221 |
0.0034 |
0.3% |
1.0207 |
| High |
1.0230 |
1.0313 |
0.0083 |
0.8% |
1.0271 |
| Low |
1.0176 |
1.0209 |
0.0033 |
0.3% |
1.0156 |
| Close |
1.0216 |
1.0308 |
0.0092 |
0.9% |
1.0212 |
| Range |
0.0054 |
0.0104 |
0.0050 |
92.6% |
0.0115 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.7% |
0.0000 |
| Volume |
60,836 |
83,296 |
22,460 |
36.9% |
223,343 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0552 |
1.0365 |
|
| R3 |
1.0485 |
1.0448 |
1.0337 |
|
| R2 |
1.0381 |
1.0381 |
1.0327 |
|
| R1 |
1.0344 |
1.0344 |
1.0318 |
1.0363 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0286 |
| S1 |
1.0240 |
1.0240 |
1.0298 |
1.0259 |
| S2 |
1.0173 |
1.0173 |
1.0289 |
|
| S3 |
1.0069 |
1.0136 |
1.0279 |
|
| S4 |
0.9965 |
1.0032 |
1.0251 |
|
|
| 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 |
1.0313 |
1.0156 |
0.0157 |
1.5% |
0.0086 |
0.8% |
97% |
True |
False |
64,440 |
| 10 |
1.0313 |
1.0124 |
0.0189 |
1.8% |
0.0084 |
0.8% |
97% |
True |
False |
38,102 |
| 20 |
1.0335 |
1.0124 |
0.0211 |
2.0% |
0.0080 |
0.8% |
87% |
False |
False |
19,466 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.1% |
0.0088 |
0.9% |
43% |
False |
False |
9,910 |
| 60 |
1.0550 |
1.0121 |
0.0429 |
4.2% |
0.0078 |
0.8% |
44% |
False |
False |
6,647 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0073 |
0.7% |
57% |
False |
False |
5,012 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0062 |
0.6% |
62% |
False |
False |
4,015 |
| 120 |
1.0550 |
0.9780 |
0.0770 |
7.5% |
0.0055 |
0.5% |
69% |
False |
False |
3,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0585 |
|
1.618 |
1.0481 |
|
1.000 |
1.0417 |
|
0.618 |
1.0377 |
|
HIGH |
1.0313 |
|
0.618 |
1.0273 |
|
0.500 |
1.0261 |
|
0.382 |
1.0249 |
|
LOW |
1.0209 |
|
0.618 |
1.0145 |
|
1.000 |
1.0105 |
|
1.618 |
1.0041 |
|
2.618 |
0.9937 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0287 |
| PP |
1.0277 |
1.0266 |
| S1 |
1.0261 |
1.0245 |
|