CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0194 |
1.0198 |
0.0004 |
0.0% |
1.0163 |
| High |
1.0196 |
1.0284 |
0.0088 |
0.9% |
1.0240 |
| Low |
1.0180 |
1.0198 |
0.0018 |
0.2% |
1.0135 |
| Close |
1.0192 |
1.0284 |
0.0092 |
0.9% |
1.0188 |
| Range |
0.0016 |
0.0086 |
0.0070 |
437.5% |
0.0105 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.9% |
0.0000 |
| Volume |
71 |
115 |
44 |
62.0% |
691 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0485 |
1.0331 |
|
| R3 |
1.0427 |
1.0399 |
1.0308 |
|
| R2 |
1.0341 |
1.0341 |
1.0300 |
|
| R1 |
1.0313 |
1.0313 |
1.0292 |
1.0327 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0263 |
| S1 |
1.0227 |
1.0227 |
1.0276 |
1.0241 |
| S2 |
1.0169 |
1.0169 |
1.0268 |
|
| S3 |
1.0083 |
1.0141 |
1.0260 |
|
| S4 |
0.9997 |
1.0055 |
1.0237 |
|
|
| 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 |
1.0284 |
1.0135 |
0.0149 |
1.4% |
0.0059 |
0.6% |
100% |
True |
False |
128 |
| 10 |
1.0284 |
1.0109 |
0.0175 |
1.7% |
0.0056 |
0.5% |
100% |
True |
False |
161 |
| 20 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0054 |
0.5% |
89% |
False |
False |
113 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
3.9% |
0.0059 |
0.6% |
44% |
False |
False |
85 |
| 60 |
1.0510 |
1.0094 |
0.0416 |
4.0% |
0.0053 |
0.5% |
46% |
False |
False |
72 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0051 |
0.5% |
58% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0650 |
|
2.618 |
1.0509 |
|
1.618 |
1.0423 |
|
1.000 |
1.0370 |
|
0.618 |
1.0337 |
|
HIGH |
1.0284 |
|
0.618 |
1.0251 |
|
0.500 |
1.0241 |
|
0.382 |
1.0231 |
|
LOW |
1.0198 |
|
0.618 |
1.0145 |
|
1.000 |
1.0112 |
|
1.618 |
1.0059 |
|
2.618 |
0.9973 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0265 |
| PP |
1.0255 |
1.0246 |
| S1 |
1.0241 |
1.0227 |
|