CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0172 |
0.0052 |
0.5% |
1.0176 |
| High |
1.0170 |
1.0300 |
0.0130 |
1.3% |
1.0293 |
| Low |
1.0096 |
1.0157 |
0.0061 |
0.6% |
1.0094 |
| Close |
1.0158 |
1.0281 |
0.0123 |
1.2% |
1.0097 |
| Range |
0.0074 |
0.0143 |
0.0069 |
93.2% |
0.0199 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.2% |
0.0000 |
| Volume |
72,684 |
119,738 |
47,054 |
64.7% |
391,251 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0675 |
1.0621 |
1.0360 |
|
| R3 |
1.0532 |
1.0478 |
1.0320 |
|
| R2 |
1.0389 |
1.0389 |
1.0307 |
|
| R1 |
1.0335 |
1.0335 |
1.0294 |
1.0362 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0260 |
| S1 |
1.0192 |
1.0192 |
1.0268 |
1.0219 |
| S2 |
1.0103 |
1.0103 |
1.0255 |
|
| S3 |
0.9960 |
1.0049 |
1.0242 |
|
| S4 |
0.9817 |
0.9906 |
1.0202 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0627 |
1.0206 |
|
| R3 |
1.0559 |
1.0428 |
1.0152 |
|
| R2 |
1.0360 |
1.0360 |
1.0133 |
|
| R1 |
1.0229 |
1.0229 |
1.0115 |
1.0195 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0145 |
| S1 |
1.0030 |
1.0030 |
1.0079 |
0.9996 |
| S2 |
0.9962 |
0.9962 |
1.0061 |
|
| S3 |
0.9763 |
0.9831 |
1.0042 |
|
| S4 |
0.9564 |
0.9632 |
0.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0300 |
1.0067 |
0.0233 |
2.3% |
0.0102 |
1.0% |
92% |
True |
False |
89,404 |
| 10 |
1.0300 |
1.0067 |
0.0233 |
2.3% |
0.0097 |
0.9% |
92% |
True |
False |
85,128 |
| 20 |
1.0316 |
1.0067 |
0.0249 |
2.4% |
0.0093 |
0.9% |
86% |
False |
False |
67,988 |
| 40 |
1.0473 |
1.0067 |
0.0406 |
3.9% |
0.0094 |
0.9% |
53% |
False |
False |
34,442 |
| 60 |
1.0550 |
1.0067 |
0.0483 |
4.7% |
0.0087 |
0.8% |
44% |
False |
False |
23,023 |
| 80 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0082 |
0.8% |
52% |
False |
False |
17,300 |
| 100 |
1.0550 |
0.9981 |
0.0569 |
5.5% |
0.0072 |
0.7% |
53% |
False |
False |
13,847 |
| 120 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0063 |
0.6% |
58% |
False |
False |
11,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0908 |
|
2.618 |
1.0674 |
|
1.618 |
1.0531 |
|
1.000 |
1.0443 |
|
0.618 |
1.0388 |
|
HIGH |
1.0300 |
|
0.618 |
1.0245 |
|
0.500 |
1.0229 |
|
0.382 |
1.0212 |
|
LOW |
1.0157 |
|
0.618 |
1.0069 |
|
1.000 |
1.0014 |
|
1.618 |
0.9926 |
|
2.618 |
0.9783 |
|
4.250 |
0.9549 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0249 |
| PP |
1.0246 |
1.0216 |
| S1 |
1.0229 |
1.0184 |
|