CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0269 |
0.0119 |
1.2% |
1.0125 |
| High |
1.0277 |
1.0341 |
0.0064 |
0.6% |
1.0265 |
| Low |
1.0150 |
1.0268 |
0.0118 |
1.2% |
1.0077 |
| Close |
1.0259 |
1.0333 |
0.0074 |
0.7% |
1.0078 |
| Range |
0.0127 |
0.0073 |
-0.0054 |
-42.5% |
0.0188 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.0% |
0.0000 |
| Volume |
84 |
320 |
236 |
281.0% |
650 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0506 |
1.0373 |
|
| R3 |
1.0460 |
1.0433 |
1.0353 |
|
| R2 |
1.0387 |
1.0387 |
1.0346 |
|
| R1 |
1.0360 |
1.0360 |
1.0340 |
1.0374 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0321 |
| S1 |
1.0287 |
1.0287 |
1.0326 |
1.0301 |
| S2 |
1.0241 |
1.0241 |
1.0320 |
|
| S3 |
1.0168 |
1.0214 |
1.0313 |
|
| S4 |
1.0095 |
1.0141 |
1.0293 |
|
|
| 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 |
1.0341 |
1.0050 |
0.0291 |
2.8% |
0.0086 |
0.8% |
97% |
True |
False |
225 |
| 10 |
1.0341 |
1.0050 |
0.0291 |
2.8% |
0.0076 |
0.7% |
97% |
True |
False |
164 |
| 20 |
1.0341 |
1.0050 |
0.0291 |
2.8% |
0.0075 |
0.7% |
97% |
True |
False |
153 |
| 40 |
1.0410 |
1.0050 |
0.0360 |
3.5% |
0.0067 |
0.6% |
79% |
False |
False |
119 |
| 60 |
1.0510 |
1.0050 |
0.0460 |
4.5% |
0.0063 |
0.6% |
62% |
False |
False |
93 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0059 |
0.6% |
67% |
False |
False |
82 |
| 100 |
1.0510 |
0.9949 |
0.0561 |
5.4% |
0.0053 |
0.5% |
68% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0651 |
|
2.618 |
1.0532 |
|
1.618 |
1.0459 |
|
1.000 |
1.0414 |
|
0.618 |
1.0386 |
|
HIGH |
1.0341 |
|
0.618 |
1.0313 |
|
0.500 |
1.0305 |
|
0.382 |
1.0296 |
|
LOW |
1.0268 |
|
0.618 |
1.0223 |
|
1.000 |
1.0195 |
|
1.618 |
1.0150 |
|
2.618 |
1.0077 |
|
4.250 |
0.9958 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0292 |
| PP |
1.0314 |
1.0251 |
| S1 |
1.0305 |
1.0211 |
|