CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0084 |
-0.0102 |
-1.0% |
1.0125 |
| High |
1.0190 |
1.0100 |
-0.0090 |
-0.9% |
1.0265 |
| Low |
1.0077 |
1.0050 |
-0.0027 |
-0.3% |
1.0077 |
| Close |
1.0078 |
1.0092 |
0.0014 |
0.1% |
1.0078 |
| Range |
0.0113 |
0.0050 |
-0.0063 |
-55.8% |
0.0188 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
316 |
140 |
-176 |
-55.7% |
650 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0211 |
1.0120 |
|
| R3 |
1.0181 |
1.0161 |
1.0106 |
|
| R2 |
1.0131 |
1.0131 |
1.0101 |
|
| R1 |
1.0111 |
1.0111 |
1.0097 |
1.0121 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0086 |
| S1 |
1.0061 |
1.0061 |
1.0087 |
1.0071 |
| S2 |
1.0031 |
1.0031 |
1.0083 |
|
| S3 |
0.9981 |
1.0011 |
1.0078 |
|
| S4 |
0.9931 |
0.9961 |
1.0065 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0579 |
1.0181 |
|
| R3 |
1.0516 |
1.0391 |
1.0130 |
|
| R2 |
1.0328 |
1.0328 |
1.0112 |
|
| R1 |
1.0203 |
1.0203 |
1.0095 |
1.0172 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0124 |
| S1 |
1.0015 |
1.0015 |
1.0061 |
0.9984 |
| S2 |
0.9952 |
0.9952 |
1.0044 |
|
| S3 |
0.9764 |
0.9827 |
1.0026 |
|
| S4 |
0.9576 |
0.9639 |
0.9975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0265 |
1.0050 |
0.0215 |
2.1% |
0.0072 |
0.7% |
20% |
False |
True |
149 |
| 10 |
1.0291 |
1.0050 |
0.0241 |
2.4% |
0.0086 |
0.9% |
17% |
False |
True |
138 |
| 20 |
1.0305 |
1.0050 |
0.0255 |
2.5% |
0.0073 |
0.7% |
16% |
False |
True |
145 |
| 40 |
1.0501 |
1.0050 |
0.0451 |
4.5% |
0.0065 |
0.6% |
9% |
False |
True |
109 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.6% |
0.0061 |
0.6% |
9% |
False |
True |
86 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0056 |
0.6% |
21% |
False |
False |
78 |
| 100 |
1.0510 |
0.9949 |
0.0561 |
5.6% |
0.0051 |
0.5% |
25% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0231 |
|
1.618 |
1.0181 |
|
1.000 |
1.0150 |
|
0.618 |
1.0131 |
|
HIGH |
1.0100 |
|
0.618 |
1.0081 |
|
0.500 |
1.0075 |
|
0.382 |
1.0069 |
|
LOW |
1.0050 |
|
0.618 |
1.0019 |
|
1.000 |
1.0000 |
|
1.618 |
0.9969 |
|
2.618 |
0.9919 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0086 |
1.0133 |
| PP |
1.0081 |
1.0119 |
| S1 |
1.0075 |
1.0106 |
|