CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0163 |
-0.0061 |
-0.6% |
1.0187 |
| High |
1.0224 |
1.0205 |
-0.0019 |
-0.2% |
1.0202 |
| Low |
1.0185 |
1.0148 |
-0.0037 |
-0.4% |
1.0137 |
| Close |
1.0204 |
1.0193 |
-0.0011 |
-0.1% |
1.0186 |
| Range |
0.0039 |
0.0057 |
0.0018 |
46.2% |
0.0065 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
389 |
98 |
-291 |
-74.8% |
370 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0330 |
1.0224 |
|
| R3 |
1.0296 |
1.0273 |
1.0209 |
|
| R2 |
1.0239 |
1.0239 |
1.0203 |
|
| R1 |
1.0216 |
1.0216 |
1.0198 |
1.0228 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0188 |
| S1 |
1.0159 |
1.0159 |
1.0188 |
1.0171 |
| S2 |
1.0125 |
1.0125 |
1.0183 |
|
| S3 |
1.0068 |
1.0102 |
1.0177 |
|
| S4 |
1.0011 |
1.0045 |
1.0162 |
|
|
| 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% |
0.0056 |
0.6% |
33% |
False |
False |
119 |
| 10 |
1.0305 |
1.0137 |
0.0168 |
1.6% |
0.0052 |
0.5% |
33% |
False |
False |
105 |
| 20 |
1.0410 |
1.0137 |
0.0273 |
2.7% |
0.0058 |
0.6% |
21% |
False |
False |
86 |
| 40 |
1.0510 |
1.0137 |
0.0373 |
3.7% |
0.0057 |
0.6% |
15% |
False |
False |
64 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0054 |
0.5% |
40% |
False |
False |
58 |
| 80 |
1.0510 |
0.9949 |
0.0561 |
5.5% |
0.0048 |
0.5% |
43% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0354 |
|
1.618 |
1.0297 |
|
1.000 |
1.0262 |
|
0.618 |
1.0240 |
|
HIGH |
1.0205 |
|
0.618 |
1.0183 |
|
0.500 |
1.0177 |
|
0.382 |
1.0170 |
|
LOW |
1.0148 |
|
0.618 |
1.0113 |
|
1.000 |
1.0091 |
|
1.618 |
1.0056 |
|
2.618 |
0.9999 |
|
4.250 |
0.9906 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0227 |
| PP |
1.0182 |
1.0215 |
| S1 |
1.0177 |
1.0204 |
|