CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0264 |
0.0080 |
0.8% |
1.0187 |
| High |
1.0276 |
1.0293 |
0.0017 |
0.2% |
1.0316 |
| Low |
1.0176 |
1.0231 |
0.0055 |
0.5% |
1.0081 |
| Close |
1.0274 |
1.0267 |
-0.0007 |
-0.1% |
1.0177 |
| Range |
0.0100 |
0.0062 |
-0.0038 |
-38.0% |
0.0235 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
81,427 |
72,791 |
-8,636 |
-10.6% |
472,760 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0420 |
1.0301 |
|
| R3 |
1.0388 |
1.0358 |
1.0284 |
|
| R2 |
1.0326 |
1.0326 |
1.0278 |
|
| R1 |
1.0296 |
1.0296 |
1.0273 |
1.0311 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0271 |
| S1 |
1.0234 |
1.0234 |
1.0261 |
1.0249 |
| S2 |
1.0202 |
1.0202 |
1.0256 |
|
| S3 |
1.0140 |
1.0172 |
1.0250 |
|
| S4 |
1.0078 |
1.0110 |
1.0233 |
|
|
| 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 |
1.0293 |
1.0081 |
0.0212 |
2.1% |
0.0091 |
0.9% |
88% |
True |
False |
80,851 |
| 10 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0096 |
0.9% |
79% |
False |
False |
82,906 |
| 20 |
1.0330 |
1.0081 |
0.0249 |
2.4% |
0.0089 |
0.9% |
75% |
False |
False |
46,122 |
| 40 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0091 |
0.9% |
40% |
False |
False |
23,292 |
| 60 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0083 |
0.8% |
40% |
False |
False |
15,581 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0078 |
0.8% |
50% |
False |
False |
11,717 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0068 |
0.7% |
56% |
False |
False |
9,379 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0059 |
0.6% |
56% |
False |
False |
7,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0557 |
|
2.618 |
1.0455 |
|
1.618 |
1.0393 |
|
1.000 |
1.0355 |
|
0.618 |
1.0331 |
|
HIGH |
1.0293 |
|
0.618 |
1.0269 |
|
0.500 |
1.0262 |
|
0.382 |
1.0255 |
|
LOW |
1.0231 |
|
0.618 |
1.0193 |
|
1.000 |
1.0169 |
|
1.618 |
1.0131 |
|
2.618 |
1.0069 |
|
4.250 |
0.9968 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0249 |
| PP |
1.0264 |
1.0230 |
| S1 |
1.0262 |
1.0212 |
|