CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0163 |
1.0163 |
0.0000 |
0.0% |
1.0186 |
| High |
1.0169 |
1.0225 |
0.0056 |
0.6% |
1.0305 |
| Low |
1.0140 |
1.0163 |
0.0023 |
0.2% |
1.0109 |
| Close |
1.0145 |
1.0221 |
0.0076 |
0.7% |
1.0182 |
| Range |
0.0029 |
0.0062 |
0.0033 |
113.8% |
0.0196 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
148 |
87 |
-61 |
-41.2% |
755 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0367 |
1.0255 |
|
| R3 |
1.0327 |
1.0305 |
1.0238 |
|
| R2 |
1.0265 |
1.0265 |
1.0232 |
|
| R1 |
1.0243 |
1.0243 |
1.0227 |
1.0254 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0209 |
| S1 |
1.0181 |
1.0181 |
1.0215 |
1.0192 |
| S2 |
1.0141 |
1.0141 |
1.0210 |
|
| S3 |
1.0079 |
1.0119 |
1.0204 |
|
| S4 |
1.0017 |
1.0057 |
1.0187 |
|
|
| 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 |
1.0225 |
1.0109 |
0.0116 |
1.1% |
0.0053 |
0.5% |
97% |
True |
False |
193 |
| 10 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0052 |
0.5% |
57% |
False |
False |
130 |
| 20 |
1.0410 |
1.0109 |
0.0301 |
2.9% |
0.0054 |
0.5% |
37% |
False |
False |
94 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
3.9% |
0.0058 |
0.6% |
28% |
False |
False |
73 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0055 |
0.5% |
45% |
False |
False |
64 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0049 |
0.5% |
46% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0489 |
|
2.618 |
1.0387 |
|
1.618 |
1.0325 |
|
1.000 |
1.0287 |
|
0.618 |
1.0263 |
|
HIGH |
1.0225 |
|
0.618 |
1.0201 |
|
0.500 |
1.0194 |
|
0.382 |
1.0187 |
|
LOW |
1.0163 |
|
0.618 |
1.0125 |
|
1.000 |
1.0101 |
|
1.618 |
1.0063 |
|
2.618 |
1.0001 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0203 |
| PP |
1.0203 |
1.0185 |
| S1 |
1.0194 |
1.0167 |
|