CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0172 |
1.0286 |
0.0114 |
1.1% |
1.0176 |
| High |
1.0300 |
1.0370 |
0.0070 |
0.7% |
1.0293 |
| Low |
1.0157 |
1.0281 |
0.0124 |
1.2% |
1.0094 |
| Close |
1.0281 |
1.0358 |
0.0077 |
0.7% |
1.0097 |
| Range |
0.0143 |
0.0089 |
-0.0054 |
-37.8% |
0.0199 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
119,738 |
87,469 |
-32,269 |
-26.9% |
391,251 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0570 |
1.0407 |
|
| R3 |
1.0514 |
1.0481 |
1.0382 |
|
| R2 |
1.0425 |
1.0425 |
1.0374 |
|
| R1 |
1.0392 |
1.0392 |
1.0366 |
1.0409 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0345 |
| S1 |
1.0303 |
1.0303 |
1.0350 |
1.0320 |
| S2 |
1.0247 |
1.0247 |
1.0342 |
|
| S3 |
1.0158 |
1.0214 |
1.0334 |
|
| S4 |
1.0069 |
1.0125 |
1.0309 |
|
|
| 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 |
1.0370 |
1.0067 |
0.0303 |
2.9% |
0.0097 |
0.9% |
96% |
True |
False |
85,163 |
| 10 |
1.0370 |
1.0067 |
0.0303 |
2.9% |
0.0093 |
0.9% |
96% |
True |
False |
82,589 |
| 20 |
1.0370 |
1.0067 |
0.0303 |
2.9% |
0.0095 |
0.9% |
96% |
True |
False |
72,229 |
| 40 |
1.0473 |
1.0067 |
0.0406 |
3.9% |
0.0093 |
0.9% |
72% |
False |
False |
36,620 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.7% |
0.0087 |
0.8% |
60% |
False |
False |
24,475 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0083 |
0.8% |
66% |
False |
False |
18,391 |
| 100 |
1.0550 |
0.9981 |
0.0569 |
5.5% |
0.0073 |
0.7% |
66% |
False |
False |
14,721 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0063 |
0.6% |
70% |
False |
False |
12,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0748 |
|
2.618 |
1.0603 |
|
1.618 |
1.0514 |
|
1.000 |
1.0459 |
|
0.618 |
1.0425 |
|
HIGH |
1.0370 |
|
0.618 |
1.0336 |
|
0.500 |
1.0326 |
|
0.382 |
1.0315 |
|
LOW |
1.0281 |
|
0.618 |
1.0226 |
|
1.000 |
1.0192 |
|
1.618 |
1.0137 |
|
2.618 |
1.0048 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0347 |
1.0316 |
| PP |
1.0336 |
1.0275 |
| S1 |
1.0326 |
1.0233 |
|