CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0204 |
-0.0046 |
-0.4% |
1.0176 |
| High |
1.0273 |
1.0215 |
-0.0058 |
-0.6% |
1.0293 |
| Low |
1.0158 |
1.0094 |
-0.0064 |
-0.6% |
1.0094 |
| Close |
1.0185 |
1.0097 |
-0.0088 |
-0.9% |
1.0097 |
| Range |
0.0115 |
0.0121 |
0.0006 |
5.2% |
0.0199 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.2% |
0.0000 |
| Volume |
108,673 |
74,668 |
-34,005 |
-31.3% |
391,251 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0419 |
1.0164 |
|
| R3 |
1.0377 |
1.0298 |
1.0130 |
|
| R2 |
1.0256 |
1.0256 |
1.0119 |
|
| R1 |
1.0177 |
1.0177 |
1.0108 |
1.0156 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0125 |
| S1 |
1.0056 |
1.0056 |
1.0086 |
1.0035 |
| S2 |
1.0014 |
1.0014 |
1.0075 |
|
| S3 |
0.9893 |
0.9935 |
1.0064 |
|
| S4 |
0.9772 |
0.9814 |
1.0030 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0627 |
1.0206 |
|
| R3 |
1.0559 |
1.0428 |
1.0152 |
|
| R2 |
1.0360 |
1.0360 |
1.0133 |
|
| R1 |
1.0229 |
1.0229 |
1.0115 |
1.0195 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0145 |
| S1 |
1.0030 |
1.0030 |
1.0079 |
0.9996 |
| S2 |
0.9962 |
0.9962 |
1.0061 |
|
| S3 |
0.9763 |
0.9831 |
1.0042 |
|
| S4 |
0.9564 |
0.9632 |
0.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0293 |
1.0094 |
0.0199 |
2.0% |
0.0094 |
0.9% |
2% |
False |
True |
78,250 |
| 10 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0102 |
1.0% |
7% |
False |
False |
86,401 |
| 20 |
1.0330 |
1.0081 |
0.0249 |
2.5% |
0.0094 |
0.9% |
6% |
False |
False |
55,231 |
| 40 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0093 |
0.9% |
3% |
False |
False |
27,866 |
| 60 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0085 |
0.8% |
3% |
False |
False |
18,634 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.6% |
0.0080 |
0.8% |
20% |
False |
False |
14,007 |
| 100 |
1.0550 |
0.9981 |
0.0569 |
5.6% |
0.0070 |
0.7% |
20% |
False |
False |
11,213 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.4% |
0.0061 |
0.6% |
29% |
False |
False |
9,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0729 |
|
2.618 |
1.0532 |
|
1.618 |
1.0411 |
|
1.000 |
1.0336 |
|
0.618 |
1.0290 |
|
HIGH |
1.0215 |
|
0.618 |
1.0169 |
|
0.500 |
1.0155 |
|
0.382 |
1.0140 |
|
LOW |
1.0094 |
|
0.618 |
1.0019 |
|
1.000 |
0.9973 |
|
1.618 |
0.9898 |
|
2.618 |
0.9777 |
|
4.250 |
0.9580 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0155 |
1.0194 |
| PP |
1.0135 |
1.0161 |
| S1 |
1.0116 |
1.0129 |
|