CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0176 |
1.0184 |
0.0008 |
0.1% |
1.0187 |
| High |
1.0201 |
1.0276 |
0.0075 |
0.7% |
1.0316 |
| Low |
1.0130 |
1.0176 |
0.0046 |
0.5% |
1.0081 |
| Close |
1.0187 |
1.0274 |
0.0087 |
0.9% |
1.0177 |
| Range |
0.0071 |
0.0100 |
0.0029 |
40.8% |
0.0235 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.6% |
0.0000 |
| Volume |
53,692 |
81,427 |
27,735 |
51.7% |
472,760 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0508 |
1.0329 |
|
| R3 |
1.0442 |
1.0408 |
1.0302 |
|
| R2 |
1.0342 |
1.0342 |
1.0292 |
|
| R1 |
1.0308 |
1.0308 |
1.0283 |
1.0325 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0251 |
| S1 |
1.0208 |
1.0208 |
1.0265 |
1.0225 |
| S2 |
1.0142 |
1.0142 |
1.0256 |
|
| S3 |
1.0042 |
1.0108 |
1.0247 |
|
| S4 |
0.9942 |
1.0008 |
1.0219 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0896 |
1.0772 |
1.0306 |
|
| R3 |
1.0661 |
1.0537 |
1.0242 |
|
| R2 |
1.0426 |
1.0426 |
1.0220 |
|
| R1 |
1.0302 |
1.0302 |
1.0199 |
1.0247 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0164 |
| S1 |
1.0067 |
1.0067 |
1.0155 |
1.0012 |
| S2 |
0.9956 |
0.9956 |
1.0134 |
|
| S3 |
0.9721 |
0.9832 |
1.0112 |
|
| S4 |
0.9486 |
0.9597 |
1.0048 |
|
|
| 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% |
0.0112 |
1.1% |
82% |
False |
False |
92,749 |
| 10 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0099 |
1.0% |
82% |
False |
False |
78,595 |
| 20 |
1.0330 |
1.0081 |
0.0249 |
2.4% |
0.0088 |
0.9% |
78% |
False |
False |
42,526 |
| 40 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0091 |
0.9% |
41% |
False |
False |
21,475 |
| 60 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0082 |
0.8% |
41% |
False |
False |
14,369 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0078 |
0.8% |
51% |
False |
False |
10,807 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0067 |
0.7% |
57% |
False |
False |
8,651 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0059 |
0.6% |
57% |
False |
False |
7,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0701 |
|
2.618 |
1.0538 |
|
1.618 |
1.0438 |
|
1.000 |
1.0376 |
|
0.618 |
1.0338 |
|
HIGH |
1.0276 |
|
0.618 |
1.0238 |
|
0.500 |
1.0226 |
|
0.382 |
1.0214 |
|
LOW |
1.0176 |
|
0.618 |
1.0114 |
|
1.000 |
1.0076 |
|
1.618 |
1.0014 |
|
2.618 |
0.9914 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0247 |
| PP |
1.0242 |
1.0220 |
| S1 |
1.0226 |
1.0194 |
|