CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0185 |
-0.0049 |
-0.5% |
1.0202 |
| High |
1.0243 |
1.0259 |
0.0016 |
0.2% |
1.0330 |
| Low |
1.0156 |
1.0165 |
0.0009 |
0.1% |
1.0124 |
| Close |
1.0184 |
1.0245 |
0.0061 |
0.6% |
1.0206 |
| Range |
0.0087 |
0.0094 |
0.0007 |
8.0% |
0.0206 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
29,676 |
54,214 |
24,538 |
82.7% |
16,520 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0505 |
1.0469 |
1.0297 |
|
| R3 |
1.0411 |
1.0375 |
1.0271 |
|
| R2 |
1.0317 |
1.0317 |
1.0262 |
|
| R1 |
1.0281 |
1.0281 |
1.0254 |
1.0299 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0232 |
| S1 |
1.0187 |
1.0187 |
1.0236 |
1.0205 |
| S2 |
1.0129 |
1.0129 |
1.0228 |
|
| S3 |
1.0035 |
1.0093 |
1.0219 |
|
| S4 |
0.9941 |
0.9999 |
1.0193 |
|
|
| 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 |
1.0259 |
1.0124 |
0.0135 |
1.3% |
0.0085 |
0.8% |
90% |
True |
False |
27,048 |
| 10 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0083 |
0.8% |
59% |
False |
False |
14,714 |
| 20 |
1.0376 |
1.0124 |
0.0252 |
2.5% |
0.0083 |
0.8% |
48% |
False |
False |
7,638 |
| 40 |
1.0550 |
1.0124 |
0.0426 |
4.2% |
0.0087 |
0.8% |
28% |
False |
False |
3,961 |
| 60 |
1.0550 |
0.9993 |
0.0557 |
5.4% |
0.0079 |
0.8% |
45% |
False |
False |
2,688 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0070 |
0.7% |
46% |
False |
False |
2,034 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0061 |
0.6% |
52% |
False |
False |
1,633 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0053 |
0.5% |
62% |
False |
False |
1,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0505 |
|
1.618 |
1.0411 |
|
1.000 |
1.0353 |
|
0.618 |
1.0317 |
|
HIGH |
1.0259 |
|
0.618 |
1.0223 |
|
0.500 |
1.0212 |
|
0.382 |
1.0201 |
|
LOW |
1.0165 |
|
0.618 |
1.0107 |
|
1.000 |
1.0071 |
|
1.618 |
1.0013 |
|
2.618 |
0.9919 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0233 |
| PP |
1.0223 |
1.0220 |
| S1 |
1.0212 |
1.0208 |
|