CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0202 |
1.0299 |
0.0097 |
1.0% |
1.0229 |
| High |
1.0330 |
1.0313 |
-0.0017 |
-0.2% |
1.0236 |
| Low |
1.0190 |
1.0208 |
0.0018 |
0.2% |
1.0158 |
| Close |
1.0293 |
1.0231 |
-0.0062 |
-0.6% |
1.0210 |
| Range |
0.0140 |
0.0105 |
-0.0035 |
-25.0% |
0.0078 |
| ATR |
0.0086 |
0.0088 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2,966 |
4,825 |
1,859 |
62.7% |
3,496 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0503 |
1.0289 |
|
| R3 |
1.0461 |
1.0398 |
1.0260 |
|
| R2 |
1.0356 |
1.0356 |
1.0250 |
|
| R1 |
1.0293 |
1.0293 |
1.0241 |
1.0272 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0240 |
| S1 |
1.0188 |
1.0188 |
1.0221 |
1.0167 |
| S2 |
1.0146 |
1.0146 |
1.0212 |
|
| S3 |
1.0041 |
1.0083 |
1.0202 |
|
| S4 |
0.9936 |
0.9978 |
1.0173 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0401 |
1.0253 |
|
| R3 |
1.0357 |
1.0323 |
1.0231 |
|
| R2 |
1.0279 |
1.0279 |
1.0224 |
|
| R1 |
1.0245 |
1.0245 |
1.0217 |
1.0223 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0191 |
| S1 |
1.0167 |
1.0167 |
1.0203 |
1.0145 |
| S2 |
1.0123 |
1.0123 |
1.0196 |
|
| S3 |
1.0045 |
1.0089 |
1.0189 |
|
| S4 |
0.9967 |
1.0011 |
1.0167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0330 |
1.0158 |
0.0172 |
1.7% |
0.0084 |
0.8% |
42% |
False |
False |
1,940 |
| 10 |
1.0335 |
1.0158 |
0.0177 |
1.7% |
0.0078 |
0.8% |
41% |
False |
False |
1,260 |
| 20 |
1.0473 |
1.0158 |
0.0315 |
3.1% |
0.0094 |
0.9% |
23% |
False |
False |
897 |
| 40 |
1.0550 |
1.0158 |
0.0392 |
3.8% |
0.0084 |
0.8% |
19% |
False |
False |
541 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0079 |
0.8% |
44% |
False |
False |
404 |
| 80 |
1.0550 |
0.9981 |
0.0569 |
5.6% |
0.0066 |
0.6% |
44% |
False |
False |
312 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0056 |
0.6% |
50% |
False |
False |
255 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0050 |
0.5% |
61% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0588 |
|
1.618 |
1.0483 |
|
1.000 |
1.0418 |
|
0.618 |
1.0378 |
|
HIGH |
1.0313 |
|
0.618 |
1.0273 |
|
0.500 |
1.0261 |
|
0.382 |
1.0248 |
|
LOW |
1.0208 |
|
0.618 |
1.0143 |
|
1.000 |
1.0103 |
|
1.618 |
1.0038 |
|
2.618 |
0.9933 |
|
4.250 |
0.9762 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0255 |
| PP |
1.0251 |
1.0247 |
| S1 |
1.0241 |
1.0239 |
|