CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0185 |
0.0060 |
0.6% |
1.0194 |
| High |
1.0175 |
1.0254 |
0.0079 |
0.8% |
1.0291 |
| Low |
1.0121 |
1.0185 |
0.0064 |
0.6% |
1.0065 |
| Close |
1.0165 |
1.0252 |
0.0087 |
0.9% |
1.0155 |
| Range |
0.0054 |
0.0069 |
0.0015 |
27.8% |
0.0226 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
| Volume |
44 |
56 |
12 |
27.3% |
669 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0414 |
1.0290 |
|
| R3 |
1.0368 |
1.0345 |
1.0271 |
|
| R2 |
1.0299 |
1.0299 |
1.0265 |
|
| R1 |
1.0276 |
1.0276 |
1.0258 |
1.0288 |
| PP |
1.0230 |
1.0230 |
1.0230 |
1.0236 |
| S1 |
1.0207 |
1.0207 |
1.0246 |
1.0219 |
| S2 |
1.0161 |
1.0161 |
1.0239 |
|
| S3 |
1.0092 |
1.0138 |
1.0233 |
|
| S4 |
1.0023 |
1.0069 |
1.0214 |
|
|
| 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% |
0.0097 |
0.9% |
83% |
False |
False |
116 |
| 10 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0078 |
0.8% |
83% |
False |
False |
122 |
| 20 |
1.0305 |
1.0065 |
0.0240 |
2.3% |
0.0065 |
0.6% |
78% |
False |
False |
126 |
| 40 |
1.0510 |
1.0065 |
0.0445 |
4.3% |
0.0063 |
0.6% |
42% |
False |
False |
94 |
| 60 |
1.0510 |
1.0065 |
0.0445 |
4.3% |
0.0058 |
0.6% |
42% |
False |
False |
77 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0054 |
0.5% |
51% |
False |
False |
71 |
| 100 |
1.0510 |
0.9878 |
0.0632 |
6.2% |
0.0050 |
0.5% |
59% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0547 |
|
2.618 |
1.0435 |
|
1.618 |
1.0366 |
|
1.000 |
1.0323 |
|
0.618 |
1.0297 |
|
HIGH |
1.0254 |
|
0.618 |
1.0228 |
|
0.500 |
1.0220 |
|
0.382 |
1.0211 |
|
LOW |
1.0185 |
|
0.618 |
1.0142 |
|
1.000 |
1.0116 |
|
1.618 |
1.0073 |
|
2.618 |
1.0004 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0241 |
1.0227 |
| PP |
1.0230 |
1.0202 |
| S1 |
1.0220 |
1.0177 |
|