CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0172 |
-0.0095 |
-0.9% |
1.0163 |
| High |
1.0291 |
1.0182 |
-0.0109 |
-1.1% |
1.0240 |
| Low |
1.0130 |
1.0065 |
-0.0065 |
-0.6% |
1.0135 |
| Close |
1.0145 |
1.0091 |
-0.0054 |
-0.5% |
1.0188 |
| Range |
0.0161 |
0.0117 |
-0.0044 |
-27.3% |
0.0105 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0000 |
| Volume |
95 |
201 |
106 |
111.6% |
691 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0394 |
1.0155 |
|
| R3 |
1.0347 |
1.0277 |
1.0123 |
|
| R2 |
1.0230 |
1.0230 |
1.0112 |
|
| R1 |
1.0160 |
1.0160 |
1.0102 |
1.0137 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0101 |
| S1 |
1.0043 |
1.0043 |
1.0080 |
1.0020 |
| S2 |
0.9996 |
0.9996 |
1.0070 |
|
| S3 |
0.9879 |
0.9926 |
1.0059 |
|
| S4 |
0.9762 |
0.9809 |
1.0027 |
|
|
| 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 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0090 |
0.9% |
12% |
False |
True |
120 |
| 10 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0074 |
0.7% |
12% |
False |
True |
141 |
| 20 |
1.0305 |
1.0065 |
0.0240 |
2.4% |
0.0063 |
0.6% |
11% |
False |
True |
123 |
| 40 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0062 |
0.6% |
6% |
False |
True |
91 |
| 60 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0056 |
0.6% |
6% |
False |
True |
76 |
| 80 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0053 |
0.5% |
22% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0679 |
|
2.618 |
1.0488 |
|
1.618 |
1.0371 |
|
1.000 |
1.0299 |
|
0.618 |
1.0254 |
|
HIGH |
1.0182 |
|
0.618 |
1.0137 |
|
0.500 |
1.0124 |
|
0.382 |
1.0110 |
|
LOW |
1.0065 |
|
0.618 |
0.9993 |
|
1.000 |
0.9948 |
|
1.618 |
0.9876 |
|
2.618 |
0.9759 |
|
4.250 |
0.9568 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0178 |
| PP |
1.0113 |
1.0149 |
| S1 |
1.0102 |
1.0120 |
|