CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0152 |
-0.0023 |
-0.2% |
1.0186 |
| High |
1.0176 |
1.0230 |
0.0054 |
0.5% |
1.0305 |
| Low |
1.0135 |
1.0150 |
0.0015 |
0.1% |
1.0109 |
| Close |
1.0159 |
1.0221 |
0.0062 |
0.6% |
1.0182 |
| Range |
0.0041 |
0.0080 |
0.0039 |
95.1% |
0.0196 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
1.2% |
0.0000 |
| Volume |
289 |
46 |
-243 |
-84.1% |
755 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0440 |
1.0411 |
1.0265 |
|
| R3 |
1.0360 |
1.0331 |
1.0243 |
|
| R2 |
1.0280 |
1.0280 |
1.0236 |
|
| R1 |
1.0251 |
1.0251 |
1.0228 |
1.0266 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0208 |
| S1 |
1.0171 |
1.0171 |
1.0214 |
1.0186 |
| S2 |
1.0120 |
1.0120 |
1.0206 |
|
| S3 |
1.0040 |
1.0091 |
1.0199 |
|
| S4 |
0.9960 |
1.0011 |
1.0177 |
|
|
| 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 |
1.0230 |
1.0109 |
0.0121 |
1.2% |
0.0058 |
0.6% |
93% |
True |
False |
163 |
| 10 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0057 |
0.6% |
57% |
False |
False |
141 |
| 20 |
1.0330 |
1.0109 |
0.0221 |
2.2% |
0.0054 |
0.5% |
51% |
False |
False |
107 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
3.9% |
0.0059 |
0.6% |
28% |
False |
False |
79 |
| 60 |
1.0510 |
0.9994 |
0.0516 |
5.0% |
0.0054 |
0.5% |
44% |
False |
False |
69 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0049 |
0.5% |
46% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0439 |
|
1.618 |
1.0359 |
|
1.000 |
1.0310 |
|
0.618 |
1.0279 |
|
HIGH |
1.0230 |
|
0.618 |
1.0199 |
|
0.500 |
1.0190 |
|
0.382 |
1.0181 |
|
LOW |
1.0150 |
|
0.618 |
1.0101 |
|
1.000 |
1.0070 |
|
1.618 |
1.0021 |
|
2.618 |
0.9941 |
|
4.250 |
0.9810 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0208 |
| PP |
1.0200 |
1.0195 |
| S1 |
1.0190 |
1.0183 |
|