CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0163 |
0.0003 |
0.0% |
1.0186 |
| High |
1.0185 |
1.0169 |
-0.0016 |
-0.2% |
1.0305 |
| Low |
1.0109 |
1.0140 |
0.0031 |
0.3% |
1.0109 |
| Close |
1.0182 |
1.0145 |
-0.0037 |
-0.4% |
1.0182 |
| Range |
0.0076 |
0.0029 |
-0.0047 |
-61.8% |
0.0196 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
246 |
148 |
-98 |
-39.8% |
755 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0221 |
1.0161 |
|
| R3 |
1.0209 |
1.0192 |
1.0153 |
|
| R2 |
1.0180 |
1.0180 |
1.0150 |
|
| R1 |
1.0163 |
1.0163 |
1.0148 |
1.0157 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0149 |
| S1 |
1.0134 |
1.0134 |
1.0142 |
1.0128 |
| S2 |
1.0122 |
1.0122 |
1.0140 |
|
| S3 |
1.0093 |
1.0105 |
1.0137 |
|
| S4 |
1.0064 |
1.0076 |
1.0129 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0680 |
1.0290 |
|
| R3 |
1.0591 |
1.0484 |
1.0236 |
|
| R2 |
1.0395 |
1.0395 |
1.0218 |
|
| R1 |
1.0288 |
1.0288 |
1.0200 |
1.0244 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0176 |
| S1 |
1.0092 |
1.0092 |
1.0164 |
1.0048 |
| S2 |
1.0003 |
1.0003 |
1.0146 |
|
| S3 |
0.9807 |
0.9896 |
1.0128 |
|
| S4 |
0.9611 |
0.9700 |
1.0074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0065 |
0.6% |
18% |
False |
False |
180 |
| 10 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0050 |
0.5% |
18% |
False |
False |
127 |
| 20 |
1.0410 |
1.0109 |
0.0301 |
3.0% |
0.0054 |
0.5% |
12% |
False |
False |
92 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
4.0% |
0.0058 |
0.6% |
9% |
False |
False |
72 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0055 |
0.5% |
31% |
False |
False |
63 |
| 80 |
1.0510 |
0.9952 |
0.0558 |
5.5% |
0.0048 |
0.5% |
35% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0245 |
|
1.618 |
1.0216 |
|
1.000 |
1.0198 |
|
0.618 |
1.0187 |
|
HIGH |
1.0169 |
|
0.618 |
1.0158 |
|
0.500 |
1.0155 |
|
0.382 |
1.0151 |
|
LOW |
1.0140 |
|
0.618 |
1.0122 |
|
1.000 |
1.0111 |
|
1.618 |
1.0093 |
|
2.618 |
1.0064 |
|
4.250 |
1.0017 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0155 |
1.0157 |
| PP |
1.0151 |
1.0153 |
| S1 |
1.0148 |
1.0149 |
|