CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0249 |
0.0043 |
0.4% |
1.0225 |
| High |
1.0250 |
1.0327 |
0.0077 |
0.8% |
1.0295 |
| Low |
1.0205 |
1.0235 |
0.0030 |
0.3% |
1.0181 |
| Close |
1.0240 |
1.0325 |
0.0085 |
0.8% |
1.0236 |
| Range |
0.0045 |
0.0092 |
0.0047 |
104.4% |
0.0114 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
2,969 |
1,023 |
-1,946 |
-65.5% |
351,440 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0572 |
1.0540 |
1.0376 |
|
| R3 |
1.0480 |
1.0448 |
1.0350 |
|
| R2 |
1.0388 |
1.0388 |
1.0342 |
|
| R1 |
1.0356 |
1.0356 |
1.0333 |
1.0372 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0304 |
| S1 |
1.0264 |
1.0264 |
1.0317 |
1.0280 |
| S2 |
1.0204 |
1.0204 |
1.0308 |
|
| S3 |
1.0112 |
1.0172 |
1.0300 |
|
| S4 |
1.0020 |
1.0080 |
1.0274 |
|
|
| 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 |
1.0327 |
1.0181 |
0.0146 |
1.4% |
0.0082 |
0.8% |
99% |
True |
False |
38,630 |
| 10 |
1.0340 |
1.0147 |
0.0193 |
1.9% |
0.0084 |
0.8% |
92% |
False |
False |
67,070 |
| 20 |
1.0366 |
1.0147 |
0.0219 |
2.1% |
0.0083 |
0.8% |
81% |
False |
False |
70,439 |
| 40 |
1.0578 |
1.0147 |
0.0431 |
4.2% |
0.0095 |
0.9% |
41% |
False |
False |
78,185 |
| 60 |
1.0578 |
1.0128 |
0.0450 |
4.4% |
0.0088 |
0.9% |
44% |
False |
False |
74,263 |
| 80 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0087 |
0.8% |
56% |
False |
False |
65,360 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
62% |
False |
False |
52,358 |
| 120 |
1.0578 |
0.9795 |
0.0783 |
7.6% |
0.0079 |
0.8% |
68% |
False |
False |
43,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0568 |
|
1.618 |
1.0476 |
|
1.000 |
1.0419 |
|
0.618 |
1.0384 |
|
HIGH |
1.0327 |
|
0.618 |
1.0292 |
|
0.500 |
1.0281 |
|
0.382 |
1.0270 |
|
LOW |
1.0235 |
|
0.618 |
1.0178 |
|
1.000 |
1.0143 |
|
1.618 |
1.0086 |
|
2.618 |
0.9994 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0310 |
1.0305 |
| PP |
1.0296 |
1.0285 |
| S1 |
1.0281 |
1.0266 |
|