CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0194 |
-0.0027 |
-0.3% |
1.0163 |
| High |
1.0240 |
1.0196 |
-0.0044 |
-0.4% |
1.0240 |
| Low |
1.0170 |
1.0180 |
0.0010 |
0.1% |
1.0135 |
| Close |
1.0188 |
1.0192 |
0.0004 |
0.0% |
1.0188 |
| Range |
0.0070 |
0.0016 |
-0.0054 |
-77.1% |
0.0105 |
| ATR |
0.0069 |
0.0066 |
-0.0004 |
-5.5% |
0.0000 |
| Volume |
121 |
71 |
-50 |
-41.3% |
691 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0231 |
1.0201 |
|
| R3 |
1.0221 |
1.0215 |
1.0196 |
|
| R2 |
1.0205 |
1.0205 |
1.0195 |
|
| R1 |
1.0199 |
1.0199 |
1.0193 |
1.0194 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0187 |
| S1 |
1.0183 |
1.0183 |
1.0191 |
1.0178 |
| S2 |
1.0173 |
1.0173 |
1.0189 |
|
| S3 |
1.0157 |
1.0167 |
1.0188 |
|
| S4 |
1.0141 |
1.0151 |
1.0183 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0450 |
1.0246 |
|
| R3 |
1.0398 |
1.0345 |
1.0217 |
|
| R2 |
1.0293 |
1.0293 |
1.0207 |
|
| R1 |
1.0240 |
1.0240 |
1.0198 |
1.0267 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0201 |
| S1 |
1.0135 |
1.0135 |
1.0178 |
1.0162 |
| S2 |
1.0083 |
1.0083 |
1.0169 |
|
| S3 |
0.9978 |
1.0030 |
1.0159 |
|
| S4 |
0.9873 |
0.9925 |
1.0130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0240 |
1.0135 |
0.0105 |
1.0% |
0.0054 |
0.5% |
54% |
False |
False |
122 |
| 10 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0059 |
0.6% |
42% |
False |
False |
151 |
| 20 |
1.0305 |
1.0109 |
0.0196 |
1.9% |
0.0052 |
0.5% |
42% |
False |
False |
113 |
| 40 |
1.0510 |
1.0109 |
0.0401 |
3.9% |
0.0058 |
0.6% |
21% |
False |
False |
83 |
| 60 |
1.0510 |
1.0085 |
0.0425 |
4.2% |
0.0053 |
0.5% |
25% |
False |
False |
71 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0050 |
0.5% |
41% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0264 |
|
2.618 |
1.0238 |
|
1.618 |
1.0222 |
|
1.000 |
1.0212 |
|
0.618 |
1.0206 |
|
HIGH |
1.0196 |
|
0.618 |
1.0190 |
|
0.500 |
1.0188 |
|
0.382 |
1.0186 |
|
LOW |
1.0180 |
|
0.618 |
1.0170 |
|
1.000 |
1.0164 |
|
1.618 |
1.0154 |
|
2.618 |
1.0138 |
|
4.250 |
1.0112 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0191 |
1.0195 |
| PP |
1.0189 |
1.0194 |
| S1 |
1.0188 |
1.0193 |
|