CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0163 |
1.0160 |
-0.0003 |
0.0% |
1.0186 |
High |
1.0205 |
1.0185 |
-0.0020 |
-0.2% |
1.0305 |
Low |
1.0148 |
1.0109 |
-0.0039 |
-0.4% |
1.0109 |
Close |
1.0193 |
1.0182 |
-0.0011 |
-0.1% |
1.0182 |
Range |
0.0057 |
0.0076 |
0.0019 |
33.3% |
0.0196 |
ATR |
0.0067 |
0.0068 |
0.0001 |
1.8% |
0.0000 |
Volume |
98 |
246 |
148 |
151.0% |
755 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0387 |
1.0360 |
1.0224 |
|
R3 |
1.0311 |
1.0284 |
1.0203 |
|
R2 |
1.0235 |
1.0235 |
1.0196 |
|
R1 |
1.0208 |
1.0208 |
1.0189 |
1.0222 |
PP |
1.0159 |
1.0159 |
1.0159 |
1.0165 |
S1 |
1.0132 |
1.0132 |
1.0175 |
1.0146 |
S2 |
1.0083 |
1.0083 |
1.0168 |
|
S3 |
1.0007 |
1.0056 |
1.0161 |
|
S4 |
0.9931 |
0.9980 |
1.0140 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0787 |
1.0680 |
1.0290 |
|
R3 |
1.0591 |
1.0484 |
1.0236 |
|
R2 |
1.0395 |
1.0395 |
1.0218 |
|
R1 |
1.0288 |
1.0288 |
1.0200 |
1.0244 |
PP |
1.0199 |
1.0199 |
1.0199 |
1.0176 |
S1 |
1.0092 |
1.0092 |
1.0164 |
1.0048 |
S2 |
1.0003 |
1.0003 |
1.0146 |
|
S3 |
0.9807 |
0.9896 |
1.0128 |
|
S4 |
0.9611 |
0.9700 |
1.0074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0063 |
0.6% |
37% |
False |
True |
165 |
10 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0056 |
0.5% |
37% |
False |
True |
120 |
20 |
1.0410 |
1.0109 |
0.0301 |
3.0% |
0.0059 |
0.6% |
24% |
False |
True |
96 |
40 |
1.0510 |
1.0109 |
0.0401 |
3.9% |
0.0058 |
0.6% |
18% |
False |
True |
69 |
60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0055 |
0.5% |
38% |
False |
False |
61 |
80 |
1.0510 |
0.9952 |
0.0558 |
5.5% |
0.0048 |
0.5% |
41% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0508 |
2.618 |
1.0384 |
1.618 |
1.0308 |
1.000 |
1.0261 |
0.618 |
1.0232 |
HIGH |
1.0185 |
0.618 |
1.0156 |
0.500 |
1.0147 |
0.382 |
1.0138 |
LOW |
1.0109 |
0.618 |
1.0062 |
1.000 |
1.0033 |
1.618 |
0.9986 |
2.618 |
0.9910 |
4.250 |
0.9786 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0170 |
1.0177 |
PP |
1.0159 |
1.0172 |
S1 |
1.0147 |
1.0167 |
|