CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0298 |
0.0077 |
0.8% |
1.0207 |
| High |
1.0313 |
1.0316 |
0.0003 |
0.0% |
1.0271 |
| Low |
1.0209 |
1.0150 |
-0.0059 |
-0.6% |
1.0156 |
| Close |
1.0308 |
1.0168 |
-0.0140 |
-1.4% |
1.0212 |
| Range |
0.0104 |
0.0166 |
0.0062 |
59.6% |
0.0115 |
| ATR |
0.0085 |
0.0091 |
0.0006 |
6.8% |
0.0000 |
| Volume |
83,296 |
132,280 |
48,984 |
58.8% |
223,343 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0605 |
1.0259 |
|
| R3 |
1.0543 |
1.0439 |
1.0214 |
|
| R2 |
1.0377 |
1.0377 |
1.0198 |
|
| R1 |
1.0273 |
1.0273 |
1.0183 |
1.0242 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0196 |
| S1 |
1.0107 |
1.0107 |
1.0153 |
1.0076 |
| S2 |
1.0045 |
1.0045 |
1.0138 |
|
| S3 |
0.9879 |
0.9941 |
1.0122 |
|
| S4 |
0.9713 |
0.9775 |
1.0077 |
|
|
| 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 |
1.0316 |
1.0150 |
0.0166 |
1.6% |
0.0102 |
1.0% |
11% |
True |
True |
84,961 |
| 10 |
1.0316 |
1.0124 |
0.0192 |
1.9% |
0.0090 |
0.9% |
23% |
True |
False |
50,848 |
| 20 |
1.0335 |
1.0124 |
0.0211 |
2.1% |
0.0084 |
0.8% |
21% |
False |
False |
26,054 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.2% |
0.0089 |
0.9% |
10% |
False |
False |
13,216 |
| 60 |
1.0550 |
1.0121 |
0.0429 |
4.2% |
0.0080 |
0.8% |
11% |
False |
False |
8,851 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.6% |
0.0074 |
0.7% |
32% |
False |
False |
6,666 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0064 |
0.6% |
40% |
False |
False |
5,337 |
| 120 |
1.0550 |
0.9798 |
0.0752 |
7.4% |
0.0056 |
0.6% |
49% |
False |
False |
4,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1022 |
|
2.618 |
1.0751 |
|
1.618 |
1.0585 |
|
1.000 |
1.0482 |
|
0.618 |
1.0419 |
|
HIGH |
1.0316 |
|
0.618 |
1.0253 |
|
0.500 |
1.0233 |
|
0.382 |
1.0213 |
|
LOW |
1.0150 |
|
0.618 |
1.0047 |
|
1.000 |
0.9984 |
|
1.618 |
0.9881 |
|
2.618 |
0.9715 |
|
4.250 |
0.9445 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0233 |
1.0233 |
| PP |
1.0211 |
1.0211 |
| S1 |
1.0190 |
1.0190 |
|