CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0221 |
0.0069 |
0.7% |
1.0163 |
| High |
1.0230 |
1.0240 |
0.0010 |
0.1% |
1.0240 |
| Low |
1.0150 |
1.0170 |
0.0020 |
0.2% |
1.0135 |
| Close |
1.0221 |
1.0188 |
-0.0033 |
-0.3% |
1.0188 |
| Range |
0.0080 |
0.0070 |
-0.0010 |
-12.5% |
0.0105 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.1% |
0.0000 |
| Volume |
46 |
121 |
75 |
163.0% |
691 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0369 |
1.0227 |
|
| R3 |
1.0339 |
1.0299 |
1.0207 |
|
| R2 |
1.0269 |
1.0269 |
1.0201 |
|
| R1 |
1.0229 |
1.0229 |
1.0194 |
1.0214 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0192 |
| S1 |
1.0159 |
1.0159 |
1.0182 |
1.0144 |
| S2 |
1.0129 |
1.0129 |
1.0175 |
|
| S3 |
1.0059 |
1.0089 |
1.0169 |
|
| S4 |
0.9989 |
1.0019 |
1.0150 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0450 |
1.0246 |
|
| R3 |
1.0398 |
1.0345 |
1.0217 |
|
| R2 |
1.0293 |
1.0293 |
1.0207 |
|
| R1 |
1.0240 |
1.0240 |
1.0198 |
1.0267 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0201 |
| S1 |
1.0135 |
1.0135 |
1.0178 |
1.0162 |
| S2 |
1.0083 |
1.0083 |
1.0169 |
|
| S3 |
0.9978 |
1.0030 |
1.0159 |
|
| S4 |
0.9873 |
0.9925 |
1.0130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0240 |
1.0135 |
0.0105 |
1.0% |
0.0056 |
0.6% |
50% |
True |
False |
138 |
| 10 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0060 |
0.6% |
40% |
False |
False |
151 |
| 20 |
1.0306 |
1.0109 |
0.0197 |
1.9% |
0.0055 |
0.5% |
40% |
False |
False |
112 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
3.9% |
0.0060 |
0.6% |
20% |
False |
False |
82 |
| 60 |
1.0510 |
1.0054 |
0.0456 |
4.5% |
0.0053 |
0.5% |
29% |
False |
False |
70 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0050 |
0.5% |
40% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0538 |
|
2.618 |
1.0423 |
|
1.618 |
1.0353 |
|
1.000 |
1.0310 |
|
0.618 |
1.0283 |
|
HIGH |
1.0240 |
|
0.618 |
1.0213 |
|
0.500 |
1.0205 |
|
0.382 |
1.0197 |
|
LOW |
1.0170 |
|
0.618 |
1.0127 |
|
1.000 |
1.0100 |
|
1.618 |
1.0057 |
|
2.618 |
0.9987 |
|
4.250 |
0.9873 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0188 |
| PP |
1.0199 |
1.0188 |
| S1 |
1.0194 |
1.0188 |
|