CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0227 |
0.0009 |
0.1% |
1.0260 |
| High |
1.0249 |
1.0355 |
0.0106 |
1.0% |
1.0282 |
| Low |
1.0202 |
1.0213 |
0.0011 |
0.1% |
1.0182 |
| Close |
1.0235 |
1.0318 |
0.0083 |
0.8% |
1.0235 |
| Range |
0.0047 |
0.0142 |
0.0095 |
202.1% |
0.0100 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.4% |
0.0000 |
| Volume |
58,324 |
58,703 |
379 |
0.6% |
347,307 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0662 |
1.0396 |
|
| R3 |
1.0579 |
1.0520 |
1.0357 |
|
| R2 |
1.0437 |
1.0437 |
1.0344 |
|
| R1 |
1.0378 |
1.0378 |
1.0331 |
1.0408 |
| PP |
1.0295 |
1.0295 |
1.0295 |
1.0310 |
| S1 |
1.0236 |
1.0236 |
1.0305 |
1.0266 |
| S2 |
1.0153 |
1.0153 |
1.0292 |
|
| S3 |
1.0011 |
1.0094 |
1.0279 |
|
| S4 |
0.9869 |
0.9952 |
1.0240 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0484 |
1.0290 |
|
| R3 |
1.0433 |
1.0384 |
1.0263 |
|
| R2 |
1.0333 |
1.0333 |
1.0253 |
|
| R1 |
1.0284 |
1.0284 |
1.0244 |
1.0259 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0220 |
| S1 |
1.0184 |
1.0184 |
1.0226 |
1.0159 |
| S2 |
1.0133 |
1.0133 |
1.0217 |
|
| S3 |
1.0033 |
1.0084 |
1.0208 |
|
| S4 |
0.9933 |
0.9984 |
1.0180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0182 |
0.0173 |
1.7% |
0.0074 |
0.7% |
79% |
True |
False |
66,950 |
| 10 |
1.0366 |
1.0182 |
0.0184 |
1.8% |
0.0083 |
0.8% |
74% |
False |
False |
73,808 |
| 20 |
1.0561 |
1.0182 |
0.0379 |
3.7% |
0.0100 |
1.0% |
36% |
False |
False |
87,576 |
| 40 |
1.0578 |
1.0182 |
0.0396 |
3.8% |
0.0092 |
0.9% |
34% |
False |
False |
78,188 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0090 |
0.9% |
55% |
False |
False |
75,660 |
| 80 |
1.0578 |
0.9987 |
0.0591 |
5.7% |
0.0084 |
0.8% |
56% |
False |
False |
57,015 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0080 |
0.8% |
61% |
False |
False |
45,667 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0077 |
0.7% |
68% |
False |
False |
38,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0727 |
|
1.618 |
1.0585 |
|
1.000 |
1.0497 |
|
0.618 |
1.0443 |
|
HIGH |
1.0355 |
|
0.618 |
1.0301 |
|
0.500 |
1.0284 |
|
0.382 |
1.0267 |
|
LOW |
1.0213 |
|
0.618 |
1.0125 |
|
1.000 |
1.0071 |
|
1.618 |
0.9983 |
|
2.618 |
0.9841 |
|
4.250 |
0.9610 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0307 |
1.0302 |
| PP |
1.0295 |
1.0285 |
| S1 |
1.0284 |
1.0269 |
|