CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0298 |
1.0190 |
-0.0108 |
-1.0% |
1.0207 |
| High |
1.0316 |
1.0209 |
-0.0107 |
-1.0% |
1.0271 |
| Low |
1.0150 |
1.0081 |
-0.0069 |
-0.7% |
1.0156 |
| Close |
1.0168 |
1.0112 |
-0.0056 |
-0.6% |
1.0212 |
| Range |
0.0166 |
0.0128 |
-0.0038 |
-22.9% |
0.0115 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
2.9% |
0.0000 |
| Volume |
132,280 |
112,857 |
-19,423 |
-14.7% |
223,343 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0443 |
1.0182 |
|
| R3 |
1.0390 |
1.0315 |
1.0147 |
|
| R2 |
1.0262 |
1.0262 |
1.0135 |
|
| R1 |
1.0187 |
1.0187 |
1.0124 |
1.0161 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0121 |
| S1 |
1.0059 |
1.0059 |
1.0100 |
1.0033 |
| S2 |
1.0006 |
1.0006 |
1.0089 |
|
| S3 |
0.9878 |
0.9931 |
1.0077 |
|
| S4 |
0.9750 |
0.9803 |
1.0042 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0500 |
1.0275 |
|
| R3 |
1.0443 |
1.0385 |
1.0244 |
|
| R2 |
1.0328 |
1.0328 |
1.0233 |
|
| R1 |
1.0270 |
1.0270 |
1.0223 |
1.0299 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0228 |
| S1 |
1.0155 |
1.0155 |
1.0201 |
1.0184 |
| S2 |
1.0098 |
1.0098 |
1.0191 |
|
| S3 |
0.9983 |
1.0040 |
1.0180 |
|
| S4 |
0.9868 |
0.9925 |
1.0149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0108 |
1.1% |
13% |
False |
True |
96,690 |
| 10 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0097 |
1.0% |
13% |
False |
True |
61,869 |
| 20 |
1.0335 |
1.0081 |
0.0254 |
2.5% |
0.0088 |
0.9% |
12% |
False |
True |
31,681 |
| 40 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0089 |
0.9% |
7% |
False |
True |
16,029 |
| 60 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0081 |
0.8% |
7% |
False |
True |
10,730 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.6% |
0.0075 |
0.7% |
22% |
False |
False |
8,076 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0065 |
0.6% |
32% |
False |
False |
6,466 |
| 120 |
1.0550 |
0.9861 |
0.0689 |
6.8% |
0.0057 |
0.6% |
36% |
False |
False |
5,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0753 |
|
2.618 |
1.0544 |
|
1.618 |
1.0416 |
|
1.000 |
1.0337 |
|
0.618 |
1.0288 |
|
HIGH |
1.0209 |
|
0.618 |
1.0160 |
|
0.500 |
1.0145 |
|
0.382 |
1.0130 |
|
LOW |
1.0081 |
|
0.618 |
1.0002 |
|
1.000 |
0.9953 |
|
1.618 |
0.9874 |
|
2.618 |
0.9746 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0199 |
| PP |
1.0134 |
1.0170 |
| S1 |
1.0123 |
1.0141 |
|