CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0272 |
1.0206 |
-0.0066 |
-0.6% |
1.0225 |
| High |
1.0295 |
1.0250 |
-0.0045 |
-0.4% |
1.0295 |
| Low |
1.0204 |
1.0205 |
0.0001 |
0.0% |
1.0181 |
| Close |
1.0236 |
1.0240 |
0.0004 |
0.0% |
1.0236 |
| Range |
0.0091 |
0.0045 |
-0.0046 |
-50.5% |
0.0114 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
28,388 |
2,969 |
-25,419 |
-89.5% |
351,440 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0348 |
1.0265 |
|
| R3 |
1.0322 |
1.0303 |
1.0252 |
|
| R2 |
1.0277 |
1.0277 |
1.0248 |
|
| R1 |
1.0258 |
1.0258 |
1.0244 |
1.0268 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0236 |
| S1 |
1.0213 |
1.0213 |
1.0236 |
1.0223 |
| S2 |
1.0187 |
1.0187 |
1.0232 |
|
| S3 |
1.0142 |
1.0168 |
1.0228 |
|
| S4 |
1.0097 |
1.0123 |
1.0215 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0522 |
1.0299 |
|
| R3 |
1.0465 |
1.0408 |
1.0267 |
|
| R2 |
1.0351 |
1.0351 |
1.0257 |
|
| R1 |
1.0294 |
1.0294 |
1.0246 |
1.0323 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0252 |
| S1 |
1.0180 |
1.0180 |
1.0226 |
1.0209 |
| S2 |
1.0123 |
1.0123 |
1.0215 |
|
| S3 |
1.0009 |
1.0066 |
1.0205 |
|
| S4 |
0.9895 |
0.9952 |
1.0173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0295 |
1.0181 |
0.0114 |
1.1% |
0.0080 |
0.8% |
52% |
False |
False |
55,802 |
| 10 |
1.0355 |
1.0147 |
0.0208 |
2.0% |
0.0089 |
0.9% |
45% |
False |
False |
72,838 |
| 20 |
1.0366 |
1.0147 |
0.0219 |
2.1% |
0.0083 |
0.8% |
42% |
False |
False |
74,895 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0094 |
0.9% |
22% |
False |
False |
79,711 |
| 60 |
1.0578 |
1.0111 |
0.0467 |
4.6% |
0.0088 |
0.9% |
28% |
False |
False |
75,428 |
| 80 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0086 |
0.8% |
41% |
False |
False |
65,350 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
49% |
False |
False |
52,351 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0079 |
0.8% |
59% |
False |
False |
43,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0441 |
|
2.618 |
1.0368 |
|
1.618 |
1.0323 |
|
1.000 |
1.0295 |
|
0.618 |
1.0278 |
|
HIGH |
1.0250 |
|
0.618 |
1.0233 |
|
0.500 |
1.0228 |
|
0.382 |
1.0222 |
|
LOW |
1.0205 |
|
0.618 |
1.0177 |
|
1.000 |
1.0160 |
|
1.618 |
1.0132 |
|
2.618 |
1.0087 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0236 |
1.0242 |
| PP |
1.0232 |
1.0241 |
| S1 |
1.0228 |
1.0241 |
|