CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0247 |
1.0216 |
-0.0031 |
-0.3% |
1.0194 |
| High |
1.0265 |
1.0216 |
-0.0049 |
-0.5% |
1.0291 |
| Low |
1.0214 |
1.0140 |
-0.0074 |
-0.7% |
1.0065 |
| Close |
1.0245 |
1.0166 |
-0.0079 |
-0.8% |
1.0155 |
| Range |
0.0051 |
0.0076 |
0.0025 |
49.0% |
0.0226 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.8% |
0.0000 |
| Volume |
155 |
79 |
-76 |
-49.0% |
669 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0402 |
1.0360 |
1.0208 |
|
| R3 |
1.0326 |
1.0284 |
1.0187 |
|
| R2 |
1.0250 |
1.0250 |
1.0180 |
|
| R1 |
1.0208 |
1.0208 |
1.0173 |
1.0191 |
| PP |
1.0174 |
1.0174 |
1.0174 |
1.0166 |
| S1 |
1.0132 |
1.0132 |
1.0159 |
1.0115 |
| S2 |
1.0098 |
1.0098 |
1.0152 |
|
| S3 |
1.0022 |
1.0056 |
1.0145 |
|
| S4 |
0.9946 |
0.9980 |
1.0124 |
|
|
| 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 |
1.0100 |
0.0165 |
1.6% |
0.0067 |
0.7% |
40% |
False |
False |
104 |
| 10 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0078 |
0.8% |
45% |
False |
False |
112 |
| 20 |
1.0305 |
1.0065 |
0.0240 |
2.4% |
0.0068 |
0.7% |
42% |
False |
False |
126 |
| 40 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0064 |
0.6% |
23% |
False |
False |
98 |
| 60 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0059 |
0.6% |
23% |
False |
False |
80 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0055 |
0.5% |
35% |
False |
False |
73 |
| 100 |
1.0510 |
0.9939 |
0.0571 |
5.6% |
0.0050 |
0.5% |
40% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0539 |
|
2.618 |
1.0415 |
|
1.618 |
1.0339 |
|
1.000 |
1.0292 |
|
0.618 |
1.0263 |
|
HIGH |
1.0216 |
|
0.618 |
1.0187 |
|
0.500 |
1.0178 |
|
0.382 |
1.0169 |
|
LOW |
1.0140 |
|
0.618 |
1.0093 |
|
1.000 |
1.0064 |
|
1.618 |
1.0017 |
|
2.618 |
0.9941 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0178 |
1.0203 |
| PP |
1.0174 |
1.0190 |
| S1 |
1.0170 |
1.0178 |
|