CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0264 |
1.0250 |
-0.0014 |
-0.1% |
1.0187 |
| High |
1.0293 |
1.0273 |
-0.0020 |
-0.2% |
1.0316 |
| Low |
1.0231 |
1.0158 |
-0.0073 |
-0.7% |
1.0081 |
| Close |
1.0267 |
1.0185 |
-0.0082 |
-0.8% |
1.0177 |
| Range |
0.0062 |
0.0115 |
0.0053 |
85.5% |
0.0235 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
1.9% |
0.0000 |
| Volume |
72,791 |
108,673 |
35,882 |
49.3% |
472,760 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0483 |
1.0248 |
|
| R3 |
1.0435 |
1.0368 |
1.0217 |
|
| R2 |
1.0320 |
1.0320 |
1.0206 |
|
| R1 |
1.0253 |
1.0253 |
1.0196 |
1.0229 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0194 |
| S1 |
1.0138 |
1.0138 |
1.0174 |
1.0114 |
| S2 |
1.0090 |
1.0090 |
1.0164 |
|
| S3 |
0.9975 |
1.0023 |
1.0153 |
|
| S4 |
0.9860 |
0.9908 |
1.0122 |
|
|
| 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 |
1.0293 |
1.0111 |
0.0182 |
1.8% |
0.0089 |
0.9% |
41% |
False |
False |
80,014 |
| 10 |
1.0316 |
1.0081 |
0.0235 |
2.3% |
0.0099 |
1.0% |
44% |
False |
False |
88,352 |
| 20 |
1.0330 |
1.0081 |
0.0249 |
2.4% |
0.0091 |
0.9% |
42% |
False |
False |
51,533 |
| 40 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0092 |
0.9% |
22% |
False |
False |
26,006 |
| 60 |
1.0550 |
1.0081 |
0.0469 |
4.6% |
0.0084 |
0.8% |
22% |
False |
False |
17,391 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0079 |
0.8% |
35% |
False |
False |
13,075 |
| 100 |
1.0550 |
0.9981 |
0.0569 |
5.6% |
0.0069 |
0.7% |
36% |
False |
False |
10,466 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0060 |
0.6% |
43% |
False |
False |
8,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0762 |
|
2.618 |
1.0574 |
|
1.618 |
1.0459 |
|
1.000 |
1.0388 |
|
0.618 |
1.0344 |
|
HIGH |
1.0273 |
|
0.618 |
1.0229 |
|
0.500 |
1.0216 |
|
0.382 |
1.0202 |
|
LOW |
1.0158 |
|
0.618 |
1.0087 |
|
1.000 |
1.0043 |
|
1.618 |
0.9972 |
|
2.618 |
0.9857 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0226 |
| PP |
1.0205 |
1.0212 |
| S1 |
1.0195 |
1.0199 |
|