CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0172 |
1.0138 |
-0.0034 |
-0.3% |
1.0194 |
| High |
1.0182 |
1.0183 |
0.0001 |
0.0% |
1.0291 |
| Low |
1.0065 |
1.0100 |
0.0035 |
0.3% |
1.0065 |
| Close |
1.0091 |
1.0155 |
0.0064 |
0.6% |
1.0155 |
| Range |
0.0117 |
0.0083 |
-0.0034 |
-29.1% |
0.0226 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
201 |
187 |
-14 |
-7.0% |
669 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0395 |
1.0358 |
1.0201 |
|
| R3 |
1.0312 |
1.0275 |
1.0178 |
|
| R2 |
1.0229 |
1.0229 |
1.0170 |
|
| R1 |
1.0192 |
1.0192 |
1.0163 |
1.0211 |
| PP |
1.0146 |
1.0146 |
1.0146 |
1.0155 |
| S1 |
1.0109 |
1.0109 |
1.0147 |
1.0128 |
| S2 |
1.0063 |
1.0063 |
1.0140 |
|
| S3 |
0.9980 |
1.0026 |
1.0132 |
|
| S4 |
0.9897 |
0.9943 |
1.0109 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0728 |
1.0279 |
|
| R3 |
1.0622 |
1.0502 |
1.0217 |
|
| R2 |
1.0396 |
1.0396 |
1.0196 |
|
| R1 |
1.0276 |
1.0276 |
1.0176 |
1.0223 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0144 |
| S1 |
1.0050 |
1.0050 |
1.0134 |
0.9997 |
| S2 |
0.9944 |
0.9944 |
1.0114 |
|
| S3 |
0.9718 |
0.9824 |
1.0093 |
|
| S4 |
0.9492 |
0.9598 |
1.0031 |
|
|
| 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% |
0.0093 |
0.9% |
40% |
False |
False |
133 |
| 10 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0075 |
0.7% |
40% |
False |
False |
136 |
| 20 |
1.0305 |
1.0065 |
0.0240 |
2.4% |
0.0065 |
0.6% |
38% |
False |
False |
128 |
| 40 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0063 |
0.6% |
20% |
False |
False |
94 |
| 60 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0057 |
0.6% |
20% |
False |
False |
79 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0054 |
0.5% |
33% |
False |
False |
70 |
| 100 |
1.0510 |
0.9878 |
0.0632 |
6.2% |
0.0050 |
0.5% |
44% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0536 |
|
2.618 |
1.0400 |
|
1.618 |
1.0317 |
|
1.000 |
1.0266 |
|
0.618 |
1.0234 |
|
HIGH |
1.0183 |
|
0.618 |
1.0151 |
|
0.500 |
1.0142 |
|
0.382 |
1.0132 |
|
LOW |
1.0100 |
|
0.618 |
1.0049 |
|
1.000 |
1.0017 |
|
1.618 |
0.9966 |
|
2.618 |
0.9883 |
|
4.250 |
0.9747 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0151 |
1.0178 |
| PP |
1.0146 |
1.0170 |
| S1 |
1.0142 |
1.0163 |
|