CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0504 |
1.0574 |
0.0070 |
0.7% |
1.0478 |
| High |
1.0578 |
1.0576 |
-0.0002 |
0.0% |
1.0578 |
| Low |
1.0460 |
1.0492 |
0.0032 |
0.3% |
1.0429 |
| Close |
1.0562 |
1.0521 |
-0.0041 |
-0.4% |
1.0562 |
| Range |
0.0118 |
0.0084 |
-0.0034 |
-28.8% |
0.0149 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
74,146 |
64,460 |
-9,686 |
-13.1% |
331,964 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0782 |
1.0735 |
1.0567 |
|
| R3 |
1.0698 |
1.0651 |
1.0544 |
|
| R2 |
1.0614 |
1.0614 |
1.0536 |
|
| R1 |
1.0567 |
1.0567 |
1.0529 |
1.0549 |
| PP |
1.0530 |
1.0530 |
1.0530 |
1.0520 |
| S1 |
1.0483 |
1.0483 |
1.0513 |
1.0465 |
| S2 |
1.0446 |
1.0446 |
1.0506 |
|
| S3 |
1.0362 |
1.0399 |
1.0498 |
|
| S4 |
1.0278 |
1.0315 |
1.0475 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0915 |
1.0644 |
|
| R3 |
1.0821 |
1.0766 |
1.0603 |
|
| R2 |
1.0672 |
1.0672 |
1.0589 |
|
| R1 |
1.0617 |
1.0617 |
1.0576 |
1.0645 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0537 |
| S1 |
1.0468 |
1.0468 |
1.0548 |
1.0496 |
| S2 |
1.0374 |
1.0374 |
1.0535 |
|
| S3 |
1.0225 |
1.0319 |
1.0521 |
|
| S4 |
1.0076 |
1.0170 |
1.0480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0429 |
0.0149 |
1.4% |
0.0087 |
0.8% |
62% |
False |
False |
66,893 |
| 10 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0095 |
0.9% |
81% |
False |
False |
70,518 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0084 |
0.8% |
81% |
False |
False |
68,800 |
| 40 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0086 |
0.8% |
90% |
False |
False |
69,702 |
| 60 |
1.0578 |
0.9987 |
0.0591 |
5.6% |
0.0079 |
0.8% |
90% |
False |
False |
46,828 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.3% |
0.0075 |
0.7% |
91% |
False |
False |
35,189 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
7.8% |
0.0073 |
0.7% |
93% |
False |
False |
28,180 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.6% |
0.0070 |
0.7% |
94% |
False |
False |
23,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0933 |
|
2.618 |
1.0796 |
|
1.618 |
1.0712 |
|
1.000 |
1.0660 |
|
0.618 |
1.0628 |
|
HIGH |
1.0576 |
|
0.618 |
1.0544 |
|
0.500 |
1.0534 |
|
0.382 |
1.0524 |
|
LOW |
1.0492 |
|
0.618 |
1.0440 |
|
1.000 |
1.0408 |
|
1.618 |
1.0356 |
|
2.618 |
1.0272 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0534 |
1.0520 |
| PP |
1.0530 |
1.0520 |
| S1 |
1.0525 |
1.0519 |
|