CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0223 |
1.0207 |
-0.0016 |
-0.2% |
1.0202 |
| High |
1.0234 |
1.0211 |
-0.0023 |
-0.2% |
1.0330 |
| Low |
1.0124 |
1.0160 |
0.0036 |
0.4% |
1.0124 |
| Close |
1.0206 |
1.0168 |
-0.0038 |
-0.4% |
1.0206 |
| Range |
0.0110 |
0.0051 |
-0.0059 |
-53.6% |
0.0206 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
6,080 |
16,147 |
10,067 |
165.6% |
16,520 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0301 |
1.0196 |
|
| R3 |
1.0282 |
1.0250 |
1.0182 |
|
| R2 |
1.0231 |
1.0231 |
1.0177 |
|
| R1 |
1.0199 |
1.0199 |
1.0173 |
1.0190 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0175 |
| S1 |
1.0148 |
1.0148 |
1.0163 |
1.0139 |
| S2 |
1.0129 |
1.0129 |
1.0159 |
|
| S3 |
1.0078 |
1.0097 |
1.0154 |
|
| S4 |
1.0027 |
1.0046 |
1.0140 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0728 |
1.0319 |
|
| R3 |
1.0632 |
1.0522 |
1.0263 |
|
| R2 |
1.0426 |
1.0426 |
1.0244 |
|
| R1 |
1.0316 |
1.0316 |
1.0225 |
1.0371 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0248 |
| S1 |
1.0110 |
1.0110 |
1.0187 |
1.0165 |
| S2 |
1.0014 |
1.0014 |
1.0168 |
|
| S3 |
0.9808 |
0.9904 |
1.0149 |
|
| S4 |
0.9602 |
0.9698 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0094 |
0.9% |
21% |
False |
False |
6,533 |
| 10 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0076 |
0.7% |
21% |
False |
False |
3,616 |
| 20 |
1.0473 |
1.0124 |
0.0349 |
3.4% |
0.0086 |
0.8% |
13% |
False |
False |
2,076 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.2% |
0.0085 |
0.8% |
10% |
False |
False |
1,145 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.6% |
0.0080 |
0.8% |
32% |
False |
False |
811 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.6% |
0.0068 |
0.7% |
32% |
False |
False |
622 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0058 |
0.6% |
40% |
False |
False |
503 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
8.0% |
0.0052 |
0.5% |
53% |
False |
False |
423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0345 |
|
1.618 |
1.0294 |
|
1.000 |
1.0262 |
|
0.618 |
1.0243 |
|
HIGH |
1.0211 |
|
0.618 |
1.0192 |
|
0.500 |
1.0186 |
|
0.382 |
1.0179 |
|
LOW |
1.0160 |
|
0.618 |
1.0128 |
|
1.000 |
1.0109 |
|
1.618 |
1.0077 |
|
2.618 |
1.0026 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0186 |
1.0179 |
| PP |
1.0180 |
1.0175 |
| S1 |
1.0174 |
1.0172 |
|