CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0267 |
0.0069 |
0.7% |
1.0163 |
| High |
1.0284 |
1.0291 |
0.0007 |
0.1% |
1.0240 |
| Low |
1.0198 |
1.0130 |
-0.0068 |
-0.7% |
1.0135 |
| Close |
1.0284 |
1.0145 |
-0.0139 |
-1.4% |
1.0188 |
| Range |
0.0086 |
0.0161 |
0.0075 |
87.2% |
0.0105 |
| ATR |
0.0068 |
0.0074 |
0.0007 |
9.9% |
0.0000 |
| Volume |
115 |
95 |
-20 |
-17.4% |
691 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0672 |
1.0569 |
1.0234 |
|
| R3 |
1.0511 |
1.0408 |
1.0189 |
|
| R2 |
1.0350 |
1.0350 |
1.0175 |
|
| R1 |
1.0247 |
1.0247 |
1.0160 |
1.0218 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0174 |
| S1 |
1.0086 |
1.0086 |
1.0130 |
1.0057 |
| S2 |
1.0028 |
1.0028 |
1.0115 |
|
| S3 |
0.9867 |
0.9925 |
1.0101 |
|
| S4 |
0.9706 |
0.9764 |
1.0056 |
|
|
| 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 |
1.0291 |
1.0130 |
0.0161 |
1.6% |
0.0083 |
0.8% |
9% |
True |
True |
89 |
| 10 |
1.0291 |
1.0109 |
0.0182 |
1.8% |
0.0068 |
0.7% |
20% |
True |
False |
131 |
| 20 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0059 |
0.6% |
18% |
False |
False |
117 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
4.0% |
0.0062 |
0.6% |
9% |
False |
False |
87 |
| 60 |
1.0510 |
1.0098 |
0.0412 |
4.1% |
0.0055 |
0.5% |
11% |
False |
False |
73 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0052 |
0.5% |
32% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0975 |
|
2.618 |
1.0712 |
|
1.618 |
1.0551 |
|
1.000 |
1.0452 |
|
0.618 |
1.0390 |
|
HIGH |
1.0291 |
|
0.618 |
1.0229 |
|
0.500 |
1.0211 |
|
0.382 |
1.0192 |
|
LOW |
1.0130 |
|
0.618 |
1.0031 |
|
1.000 |
0.9969 |
|
1.618 |
0.9870 |
|
2.618 |
0.9709 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0211 |
| PP |
1.0189 |
1.0189 |
| S1 |
1.0167 |
1.0167 |
|