CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0084 |
1.0106 |
0.0022 |
0.2% |
1.0125 |
| High |
1.0100 |
1.0145 |
0.0045 |
0.4% |
1.0265 |
| Low |
1.0050 |
1.0080 |
0.0030 |
0.3% |
1.0077 |
| Close |
1.0092 |
1.0138 |
0.0046 |
0.5% |
1.0078 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0188 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
140 |
265 |
125 |
89.3% |
650 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0292 |
1.0174 |
|
| R3 |
1.0251 |
1.0227 |
1.0156 |
|
| R2 |
1.0186 |
1.0186 |
1.0150 |
|
| R1 |
1.0162 |
1.0162 |
1.0144 |
1.0174 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0127 |
| S1 |
1.0097 |
1.0097 |
1.0132 |
1.0109 |
| S2 |
1.0056 |
1.0056 |
1.0126 |
|
| S3 |
0.9991 |
1.0032 |
1.0120 |
|
| S4 |
0.9926 |
0.9967 |
1.0102 |
|
|
| 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% |
0.0071 |
0.7% |
41% |
False |
False |
191 |
| 10 |
1.0291 |
1.0050 |
0.0241 |
2.4% |
0.0084 |
0.8% |
37% |
False |
False |
153 |
| 20 |
1.0291 |
1.0050 |
0.0241 |
2.4% |
0.0070 |
0.7% |
37% |
False |
False |
157 |
| 40 |
1.0495 |
1.0050 |
0.0445 |
4.4% |
0.0065 |
0.6% |
20% |
False |
False |
114 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0061 |
0.6% |
19% |
False |
False |
90 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0057 |
0.6% |
30% |
False |
False |
81 |
| 100 |
1.0510 |
0.9949 |
0.0561 |
5.5% |
0.0052 |
0.5% |
34% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0315 |
|
1.618 |
1.0250 |
|
1.000 |
1.0210 |
|
0.618 |
1.0185 |
|
HIGH |
1.0145 |
|
0.618 |
1.0120 |
|
0.500 |
1.0113 |
|
0.382 |
1.0105 |
|
LOW |
1.0080 |
|
0.618 |
1.0040 |
|
1.000 |
1.0015 |
|
1.618 |
0.9975 |
|
2.618 |
0.9910 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0132 |
| PP |
1.0121 |
1.0126 |
| S1 |
1.0113 |
1.0120 |
|