CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0150 |
0.0044 |
0.4% |
1.0125 |
| High |
1.0145 |
1.0277 |
0.0132 |
1.3% |
1.0265 |
| Low |
1.0080 |
1.0150 |
0.0070 |
0.7% |
1.0077 |
| Close |
1.0138 |
1.0259 |
0.0121 |
1.2% |
1.0078 |
| Range |
0.0065 |
0.0127 |
0.0062 |
95.4% |
0.0188 |
| ATR |
0.0077 |
0.0082 |
0.0004 |
5.7% |
0.0000 |
| Volume |
265 |
84 |
-181 |
-68.3% |
650 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0561 |
1.0329 |
|
| R3 |
1.0483 |
1.0434 |
1.0294 |
|
| R2 |
1.0356 |
1.0356 |
1.0282 |
|
| R1 |
1.0307 |
1.0307 |
1.0271 |
1.0332 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0241 |
| S1 |
1.0180 |
1.0180 |
1.0247 |
1.0205 |
| S2 |
1.0102 |
1.0102 |
1.0236 |
|
| S3 |
0.9975 |
1.0053 |
1.0224 |
|
| S4 |
0.9848 |
0.9926 |
1.0189 |
|
|
| 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 |
1.0277 |
1.0050 |
0.0227 |
2.2% |
0.0086 |
0.8% |
92% |
True |
False |
176 |
| 10 |
1.0277 |
1.0050 |
0.0227 |
2.2% |
0.0081 |
0.8% |
92% |
True |
False |
152 |
| 20 |
1.0291 |
1.0050 |
0.0241 |
2.3% |
0.0074 |
0.7% |
87% |
False |
False |
142 |
| 40 |
1.0411 |
1.0050 |
0.0361 |
3.5% |
0.0066 |
0.6% |
58% |
False |
False |
115 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0063 |
0.6% |
45% |
False |
False |
91 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0058 |
0.6% |
53% |
False |
False |
81 |
| 100 |
1.0510 |
0.9949 |
0.0561 |
5.5% |
0.0053 |
0.5% |
55% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0817 |
|
2.618 |
1.0609 |
|
1.618 |
1.0482 |
|
1.000 |
1.0404 |
|
0.618 |
1.0355 |
|
HIGH |
1.0277 |
|
0.618 |
1.0228 |
|
0.500 |
1.0214 |
|
0.382 |
1.0199 |
|
LOW |
1.0150 |
|
0.618 |
1.0072 |
|
1.000 |
1.0023 |
|
1.618 |
0.9945 |
|
2.618 |
0.9818 |
|
4.250 |
0.9610 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0244 |
1.0227 |
| PP |
1.0229 |
1.0195 |
| S1 |
1.0214 |
1.0164 |
|