CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0165 |
-0.0025 |
-0.2% |
1.0187 |
| High |
1.0209 |
1.0206 |
-0.0003 |
0.0% |
1.0316 |
| Low |
1.0081 |
1.0111 |
0.0030 |
0.3% |
1.0081 |
| Close |
1.0112 |
1.0177 |
0.0065 |
0.6% |
1.0177 |
| Range |
0.0128 |
0.0095 |
-0.0033 |
-25.8% |
0.0235 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.1% |
0.0000 |
| Volume |
112,857 |
83,491 |
-29,366 |
-26.0% |
472,760 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0408 |
1.0229 |
|
| R3 |
1.0355 |
1.0313 |
1.0203 |
|
| R2 |
1.0260 |
1.0260 |
1.0194 |
|
| R1 |
1.0218 |
1.0218 |
1.0186 |
1.0239 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0175 |
| S1 |
1.0123 |
1.0123 |
1.0168 |
1.0144 |
| S2 |
1.0070 |
1.0070 |
1.0160 |
|
| S3 |
0.9975 |
1.0028 |
1.0151 |
|
| S4 |
0.9880 |
0.9933 |
1.0125 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0896 |
1.0772 |
1.0306 |
|
| R3 |
1.0661 |
1.0537 |
1.0242 |
|
| R2 |
1.0426 |
1.0426 |
1.0220 |
|
| R1 |
1.0302 |
1.0302 |
1.0199 |
1.0247 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0164 |
| S1 |
1.0067 |
1.0067 |
1.0155 |
1.0012 |
| S2 |
0.9956 |
0.9956 |
1.0134 |
|
| S3 |
0.9721 |
0.9832 |
1.0112 |
|
| S4 |
0.9486 |
0.9597 |
1.0048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0109 |
1.1% |
41% |
False |
False |
94,552 |
| 10 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0095 |
0.9% |
41% |
False |
False |
69,610 |
| 20 |
1.0335 |
1.0081 |
0.0254 |
2.5% |
0.0089 |
0.9% |
38% |
False |
False |
35,834 |
| 40 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0090 |
0.9% |
20% |
False |
False |
18,109 |
| 60 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0081 |
0.8% |
20% |
False |
False |
12,120 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.6% |
0.0076 |
0.7% |
34% |
False |
False |
9,119 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0066 |
0.6% |
42% |
False |
False |
7,301 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0057 |
0.6% |
42% |
False |
False |
6,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0610 |
|
2.618 |
1.0455 |
|
1.618 |
1.0360 |
|
1.000 |
1.0301 |
|
0.618 |
1.0265 |
|
HIGH |
1.0206 |
|
0.618 |
1.0170 |
|
0.500 |
1.0159 |
|
0.382 |
1.0147 |
|
LOW |
1.0111 |
|
0.618 |
1.0052 |
|
1.000 |
1.0016 |
|
1.618 |
0.9957 |
|
2.618 |
0.9862 |
|
4.250 |
0.9707 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0171 |
1.0199 |
| PP |
1.0165 |
1.0191 |
| S1 |
1.0159 |
1.0184 |
|