CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0247 |
0.0062 |
0.6% |
1.0194 |
| High |
1.0254 |
1.0265 |
0.0011 |
0.1% |
1.0291 |
| Low |
1.0185 |
1.0214 |
0.0029 |
0.3% |
1.0065 |
| Close |
1.0252 |
1.0245 |
-0.0007 |
-0.1% |
1.0155 |
| Range |
0.0069 |
0.0051 |
-0.0018 |
-26.1% |
0.0226 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
56 |
155 |
99 |
176.8% |
669 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0371 |
1.0273 |
|
| R3 |
1.0343 |
1.0320 |
1.0259 |
|
| R2 |
1.0292 |
1.0292 |
1.0254 |
|
| R1 |
1.0269 |
1.0269 |
1.0250 |
1.0255 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0235 |
| S1 |
1.0218 |
1.0218 |
1.0240 |
1.0204 |
| S2 |
1.0190 |
1.0190 |
1.0236 |
|
| S3 |
1.0139 |
1.0167 |
1.0231 |
|
| S4 |
1.0088 |
1.0116 |
1.0217 |
|
|
| 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 |
1.0265 |
1.0065 |
0.0200 |
2.0% |
0.0075 |
0.7% |
90% |
True |
False |
128 |
| 10 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0079 |
0.8% |
80% |
False |
False |
109 |
| 20 |
1.0305 |
1.0065 |
0.0240 |
2.3% |
0.0066 |
0.6% |
75% |
False |
False |
128 |
| 40 |
1.0510 |
1.0065 |
0.0445 |
4.3% |
0.0063 |
0.6% |
40% |
False |
False |
97 |
| 60 |
1.0510 |
1.0065 |
0.0445 |
4.3% |
0.0058 |
0.6% |
40% |
False |
False |
79 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0054 |
0.5% |
50% |
False |
False |
72 |
| 100 |
1.0510 |
0.9878 |
0.0632 |
6.2% |
0.0050 |
0.5% |
58% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0482 |
|
2.618 |
1.0399 |
|
1.618 |
1.0348 |
|
1.000 |
1.0316 |
|
0.618 |
1.0297 |
|
HIGH |
1.0265 |
|
0.618 |
1.0246 |
|
0.500 |
1.0240 |
|
0.382 |
1.0233 |
|
LOW |
1.0214 |
|
0.618 |
1.0182 |
|
1.000 |
1.0163 |
|
1.618 |
1.0131 |
|
2.618 |
1.0080 |
|
4.250 |
0.9997 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0228 |
| PP |
1.0241 |
1.0210 |
| S1 |
1.0240 |
1.0193 |
|