CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0186 |
-0.0030 |
-0.3% |
1.0125 |
| High |
1.0216 |
1.0190 |
-0.0026 |
-0.3% |
1.0265 |
| Low |
1.0140 |
1.0077 |
-0.0063 |
-0.6% |
1.0077 |
| Close |
1.0166 |
1.0078 |
-0.0088 |
-0.9% |
1.0078 |
| Range |
0.0076 |
0.0113 |
0.0037 |
48.7% |
0.0188 |
| ATR |
0.0078 |
0.0080 |
0.0003 |
3.2% |
0.0000 |
| Volume |
79 |
316 |
237 |
300.0% |
650 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0454 |
1.0379 |
1.0140 |
|
| R3 |
1.0341 |
1.0266 |
1.0109 |
|
| R2 |
1.0228 |
1.0228 |
1.0099 |
|
| R1 |
1.0153 |
1.0153 |
1.0088 |
1.0134 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0106 |
| S1 |
1.0040 |
1.0040 |
1.0068 |
1.0021 |
| S2 |
1.0002 |
1.0002 |
1.0057 |
|
| S3 |
0.9889 |
0.9927 |
1.0047 |
|
| S4 |
0.9776 |
0.9814 |
1.0016 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0579 |
1.0181 |
|
| R3 |
1.0516 |
1.0391 |
1.0130 |
|
| R2 |
1.0328 |
1.0328 |
1.0112 |
|
| R1 |
1.0203 |
1.0203 |
1.0095 |
1.0172 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0124 |
| S1 |
1.0015 |
1.0015 |
1.0061 |
0.9984 |
| S2 |
0.9952 |
0.9952 |
1.0044 |
|
| S3 |
0.9764 |
0.9827 |
1.0026 |
|
| S4 |
0.9576 |
0.9639 |
0.9975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0265 |
1.0077 |
0.0188 |
1.9% |
0.0073 |
0.7% |
1% |
False |
True |
130 |
| 10 |
1.0291 |
1.0065 |
0.0226 |
2.2% |
0.0083 |
0.8% |
6% |
False |
False |
131 |
| 20 |
1.0305 |
1.0065 |
0.0240 |
2.4% |
0.0071 |
0.7% |
5% |
False |
False |
141 |
| 40 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0065 |
0.6% |
3% |
False |
False |
106 |
| 60 |
1.0510 |
1.0065 |
0.0445 |
4.4% |
0.0061 |
0.6% |
3% |
False |
False |
85 |
| 80 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0056 |
0.6% |
18% |
False |
False |
77 |
| 100 |
1.0510 |
0.9949 |
0.0561 |
5.6% |
0.0051 |
0.5% |
23% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0486 |
|
1.618 |
1.0373 |
|
1.000 |
1.0303 |
|
0.618 |
1.0260 |
|
HIGH |
1.0190 |
|
0.618 |
1.0147 |
|
0.500 |
1.0134 |
|
0.382 |
1.0120 |
|
LOW |
1.0077 |
|
0.618 |
1.0007 |
|
1.000 |
0.9964 |
|
1.618 |
0.9894 |
|
2.618 |
0.9781 |
|
4.250 |
0.9597 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0134 |
1.0171 |
| PP |
1.0115 |
1.0140 |
| S1 |
1.0097 |
1.0109 |
|