CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0163 |
1.0175 |
0.0012 |
0.1% |
1.0186 |
| High |
1.0225 |
1.0176 |
-0.0049 |
-0.5% |
1.0305 |
| Low |
1.0163 |
1.0135 |
-0.0028 |
-0.3% |
1.0109 |
| Close |
1.0221 |
1.0159 |
-0.0062 |
-0.6% |
1.0182 |
| Range |
0.0062 |
0.0041 |
-0.0021 |
-33.9% |
0.0196 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.0% |
0.0000 |
| Volume |
87 |
289 |
202 |
232.2% |
755 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0260 |
1.0182 |
|
| R3 |
1.0239 |
1.0219 |
1.0170 |
|
| R2 |
1.0198 |
1.0198 |
1.0167 |
|
| R1 |
1.0178 |
1.0178 |
1.0163 |
1.0168 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0151 |
| S1 |
1.0137 |
1.0137 |
1.0155 |
1.0127 |
| S2 |
1.0116 |
1.0116 |
1.0151 |
|
| S3 |
1.0075 |
1.0096 |
1.0148 |
|
| S4 |
1.0034 |
1.0055 |
1.0136 |
|
|
| 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% |
43% |
False |
False |
173 |
| 10 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0054 |
0.5% |
26% |
False |
False |
147 |
| 20 |
1.0410 |
1.0109 |
0.0301 |
3.0% |
0.0054 |
0.5% |
17% |
False |
False |
106 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
3.9% |
0.0059 |
0.6% |
12% |
False |
False |
78 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0056 |
0.5% |
34% |
False |
False |
68 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0048 |
0.5% |
35% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0283 |
|
1.618 |
1.0242 |
|
1.000 |
1.0217 |
|
0.618 |
1.0201 |
|
HIGH |
1.0176 |
|
0.618 |
1.0160 |
|
0.500 |
1.0156 |
|
0.382 |
1.0151 |
|
LOW |
1.0135 |
|
0.618 |
1.0110 |
|
1.000 |
1.0094 |
|
1.618 |
1.0069 |
|
2.618 |
1.0028 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0158 |
1.0180 |
| PP |
1.0157 |
1.0173 |
| S1 |
1.0156 |
1.0166 |
|