CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0125 |
-0.0013 |
-0.1% |
1.0194 |
| High |
1.0183 |
1.0175 |
-0.0008 |
-0.1% |
1.0291 |
| Low |
1.0100 |
1.0121 |
0.0021 |
0.2% |
1.0065 |
| Close |
1.0155 |
1.0165 |
0.0010 |
0.1% |
1.0155 |
| Range |
0.0083 |
0.0054 |
-0.0029 |
-34.9% |
0.0226 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
187 |
44 |
-143 |
-76.5% |
669 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0294 |
1.0195 |
|
| R3 |
1.0262 |
1.0240 |
1.0180 |
|
| R2 |
1.0208 |
1.0208 |
1.0175 |
|
| R1 |
1.0186 |
1.0186 |
1.0170 |
1.0197 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0159 |
| S1 |
1.0132 |
1.0132 |
1.0160 |
1.0143 |
| S2 |
1.0100 |
1.0100 |
1.0155 |
|
| S3 |
1.0046 |
1.0078 |
1.0150 |
|
| S4 |
0.9992 |
1.0024 |
1.0135 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0728 |
1.0279 |
|
| R3 |
1.0622 |
1.0502 |
1.0217 |
|
| R2 |
1.0396 |
1.0396 |
1.0196 |
|
| R1 |
1.0276 |
1.0276 |
1.0176 |
1.0223 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0144 |
| S1 |
1.0050 |
1.0050 |
1.0134 |
0.9997 |
| S2 |
0.9944 |
0.9944 |
1.0114 |
|
| S3 |
0.9718 |
0.9824 |
1.0093 |
|
| S4 |
0.9492 |
0.9598 |
1.0031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0100 |
1.0% |
44% |
False |
False |
128 |
| 10 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0077 |
0.8% |
44% |
False |
False |
125 |
| 20 |
1.0305 |
1.0065 |
0.0240 |
2.4% |
0.0064 |
0.6% |
42% |
False |
False |
126 |
| 40 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0062 |
0.6% |
22% |
False |
False |
94 |
| 60 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0057 |
0.6% |
22% |
False |
False |
77 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0054 |
0.5% |
35% |
False |
False |
71 |
| 100 |
1.0510 |
0.9878 |
0.0632 |
6.2% |
0.0050 |
0.5% |
45% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0405 |
|
2.618 |
1.0316 |
|
1.618 |
1.0262 |
|
1.000 |
1.0229 |
|
0.618 |
1.0208 |
|
HIGH |
1.0175 |
|
0.618 |
1.0154 |
|
0.500 |
1.0148 |
|
0.382 |
1.0142 |
|
LOW |
1.0121 |
|
0.618 |
1.0088 |
|
1.000 |
1.0067 |
|
1.618 |
1.0034 |
|
2.618 |
0.9980 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0151 |
| PP |
1.0154 |
1.0138 |
| S1 |
1.0148 |
1.0124 |
|