CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0224 |
0.0038 |
0.4% |
1.0187 |
| High |
1.0305 |
1.0224 |
-0.0081 |
-0.8% |
1.0202 |
| Low |
1.0181 |
1.0185 |
0.0004 |
0.0% |
1.0137 |
| Close |
1.0266 |
1.0204 |
-0.0062 |
-0.6% |
1.0186 |
| Range |
0.0124 |
0.0039 |
-0.0085 |
-68.5% |
0.0065 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0000 |
| Volume |
22 |
389 |
367 |
1,668.2% |
370 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0302 |
1.0225 |
|
| R3 |
1.0282 |
1.0263 |
1.0215 |
|
| R2 |
1.0243 |
1.0243 |
1.0211 |
|
| R1 |
1.0224 |
1.0224 |
1.0208 |
1.0214 |
| PP |
1.0204 |
1.0204 |
1.0204 |
1.0200 |
| S1 |
1.0185 |
1.0185 |
1.0200 |
1.0175 |
| S2 |
1.0165 |
1.0165 |
1.0197 |
|
| S3 |
1.0126 |
1.0146 |
1.0193 |
|
| S4 |
1.0087 |
1.0107 |
1.0183 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0343 |
1.0222 |
|
| R3 |
1.0305 |
1.0278 |
1.0204 |
|
| R2 |
1.0240 |
1.0240 |
1.0198 |
|
| R1 |
1.0213 |
1.0213 |
1.0192 |
1.0194 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0166 |
| S1 |
1.0148 |
1.0148 |
1.0180 |
1.0129 |
| S2 |
1.0110 |
1.0110 |
1.0174 |
|
| S3 |
1.0045 |
1.0083 |
1.0168 |
|
| S4 |
0.9980 |
1.0018 |
1.0150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0305 |
1.0137 |
0.0168 |
1.6% |
0.0054 |
0.5% |
40% |
False |
False |
120 |
| 10 |
1.0305 |
1.0137 |
0.0168 |
1.6% |
0.0051 |
0.5% |
40% |
False |
False |
102 |
| 20 |
1.0411 |
1.0137 |
0.0274 |
2.7% |
0.0058 |
0.6% |
24% |
False |
False |
88 |
| 40 |
1.0510 |
1.0137 |
0.0373 |
3.7% |
0.0057 |
0.6% |
18% |
False |
False |
65 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0053 |
0.5% |
42% |
False |
False |
61 |
| 80 |
1.0510 |
0.9949 |
0.0561 |
5.5% |
0.0047 |
0.5% |
45% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0390 |
|
2.618 |
1.0326 |
|
1.618 |
1.0287 |
|
1.000 |
1.0263 |
|
0.618 |
1.0248 |
|
HIGH |
1.0224 |
|
0.618 |
1.0209 |
|
0.500 |
1.0205 |
|
0.382 |
1.0200 |
|
LOW |
1.0185 |
|
0.618 |
1.0161 |
|
1.000 |
1.0146 |
|
1.618 |
1.0122 |
|
2.618 |
1.0083 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0242 |
| PP |
1.0204 |
1.0229 |
| S1 |
1.0204 |
1.0217 |
|