CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0574 |
1.0507 |
-0.0067 |
-0.6% |
1.0478 |
| High |
1.0576 |
1.0561 |
-0.0015 |
-0.1% |
1.0578 |
| Low |
1.0492 |
1.0469 |
-0.0023 |
-0.2% |
1.0429 |
| Close |
1.0521 |
1.0474 |
-0.0047 |
-0.4% |
1.0562 |
| Range |
0.0084 |
0.0092 |
0.0008 |
9.5% |
0.0149 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.6% |
0.0000 |
| Volume |
64,460 |
82,123 |
17,663 |
27.4% |
331,964 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0718 |
1.0525 |
|
| R3 |
1.0685 |
1.0626 |
1.0499 |
|
| R2 |
1.0593 |
1.0593 |
1.0491 |
|
| R1 |
1.0534 |
1.0534 |
1.0482 |
1.0518 |
| PP |
1.0501 |
1.0501 |
1.0501 |
1.0493 |
| S1 |
1.0442 |
1.0442 |
1.0466 |
1.0426 |
| S2 |
1.0409 |
1.0409 |
1.0457 |
|
| S3 |
1.0317 |
1.0350 |
1.0449 |
|
| S4 |
1.0225 |
1.0258 |
1.0423 |
|
|
| 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% |
0.0091 |
0.9% |
30% |
False |
False |
71,218 |
| 10 |
1.0578 |
1.0332 |
0.0246 |
2.3% |
0.0090 |
0.9% |
58% |
False |
False |
69,190 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0085 |
0.8% |
66% |
False |
False |
70,143 |
| 40 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0087 |
0.8% |
82% |
False |
False |
71,173 |
| 60 |
1.0578 |
0.9987 |
0.0591 |
5.6% |
0.0079 |
0.8% |
82% |
False |
False |
48,194 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.3% |
0.0076 |
0.7% |
84% |
False |
False |
36,214 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
7.9% |
0.0073 |
0.7% |
87% |
False |
False |
29,000 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.6% |
0.0070 |
0.7% |
88% |
False |
False |
24,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0802 |
|
1.618 |
1.0710 |
|
1.000 |
1.0653 |
|
0.618 |
1.0618 |
|
HIGH |
1.0561 |
|
0.618 |
1.0526 |
|
0.500 |
1.0515 |
|
0.382 |
1.0504 |
|
LOW |
1.0469 |
|
0.618 |
1.0412 |
|
1.000 |
1.0377 |
|
1.618 |
1.0320 |
|
2.618 |
1.0228 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0515 |
1.0519 |
| PP |
1.0501 |
1.0504 |
| S1 |
1.0488 |
1.0489 |
|