CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0231 |
1.0248 |
0.0017 |
0.2% |
1.0227 |
| High |
1.0259 |
1.0259 |
0.0000 |
0.0% |
1.0355 |
| Low |
1.0190 |
1.0147 |
-0.0043 |
-0.4% |
1.0147 |
| Close |
1.0243 |
1.0230 |
-0.0013 |
-0.1% |
1.0230 |
| Range |
0.0069 |
0.0112 |
0.0043 |
62.3% |
0.0208 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.6% |
0.0000 |
| Volume |
99,650 |
117,771 |
18,121 |
18.2% |
373,972 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0501 |
1.0292 |
|
| R3 |
1.0436 |
1.0389 |
1.0261 |
|
| R2 |
1.0324 |
1.0324 |
1.0251 |
|
| R1 |
1.0277 |
1.0277 |
1.0240 |
1.0245 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0196 |
| S1 |
1.0165 |
1.0165 |
1.0220 |
1.0133 |
| S2 |
1.0100 |
1.0100 |
1.0209 |
|
| S3 |
0.9988 |
1.0053 |
1.0199 |
|
| S4 |
0.9876 |
0.9941 |
1.0168 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0757 |
1.0344 |
|
| R3 |
1.0660 |
1.0549 |
1.0287 |
|
| R2 |
1.0452 |
1.0452 |
1.0268 |
|
| R1 |
1.0341 |
1.0341 |
1.0249 |
1.0397 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0272 |
| S1 |
1.0133 |
1.0133 |
1.0211 |
1.0189 |
| S2 |
1.0036 |
1.0036 |
1.0192 |
|
| S3 |
0.9828 |
0.9925 |
1.0173 |
|
| S4 |
0.9620 |
0.9717 |
1.0116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0096 |
0.9% |
40% |
False |
True |
86,459 |
| 10 |
1.0366 |
1.0147 |
0.0219 |
2.1% |
0.0089 |
0.9% |
38% |
False |
True |
82,680 |
| 20 |
1.0503 |
1.0147 |
0.0356 |
3.5% |
0.0096 |
0.9% |
23% |
False |
True |
87,864 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0094 |
0.9% |
19% |
False |
True |
81,936 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0093 |
0.9% |
39% |
False |
False |
79,210 |
| 80 |
1.0578 |
0.9987 |
0.0591 |
5.8% |
0.0085 |
0.8% |
41% |
False |
False |
60,946 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.5% |
0.0081 |
0.8% |
47% |
False |
False |
48,816 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.1% |
0.0079 |
0.8% |
58% |
False |
False |
40,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0735 |
|
2.618 |
1.0552 |
|
1.618 |
1.0440 |
|
1.000 |
1.0371 |
|
0.618 |
1.0328 |
|
HIGH |
1.0259 |
|
0.618 |
1.0216 |
|
0.500 |
1.0203 |
|
0.382 |
1.0190 |
|
LOW |
1.0147 |
|
0.618 |
1.0078 |
|
1.000 |
1.0035 |
|
1.618 |
0.9966 |
|
2.618 |
0.9854 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0221 |
1.0244 |
| PP |
1.0212 |
1.0239 |
| S1 |
1.0203 |
1.0235 |
|