CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0483 |
1.0417 |
-0.0066 |
-0.6% |
1.0478 |
| High |
1.0512 |
1.0442 |
-0.0070 |
-0.7% |
1.0578 |
| Low |
1.0402 |
1.0285 |
-0.0117 |
-1.1% |
1.0429 |
| Close |
1.0433 |
1.0305 |
-0.0128 |
-1.2% |
1.0562 |
| Range |
0.0110 |
0.0157 |
0.0047 |
42.7% |
0.0149 |
| ATR |
0.0087 |
0.0092 |
0.0005 |
5.7% |
0.0000 |
| Volume |
101,467 |
125,919 |
24,452 |
24.1% |
331,964 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0717 |
1.0391 |
|
| R3 |
1.0658 |
1.0560 |
1.0348 |
|
| R2 |
1.0501 |
1.0501 |
1.0334 |
|
| R1 |
1.0403 |
1.0403 |
1.0319 |
1.0374 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0329 |
| S1 |
1.0246 |
1.0246 |
1.0291 |
1.0217 |
| S2 |
1.0187 |
1.0187 |
1.0276 |
|
| S3 |
1.0030 |
1.0089 |
1.0262 |
|
| S4 |
0.9873 |
0.9932 |
1.0219 |
|
|
| 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 |
1.0285 |
0.0293 |
2.8% |
0.0112 |
1.1% |
7% |
False |
True |
89,623 |
| 10 |
1.0578 |
1.0285 |
0.0293 |
2.8% |
0.0096 |
0.9% |
7% |
False |
True |
76,711 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
3.0% |
0.0091 |
0.9% |
11% |
False |
False |
76,008 |
| 40 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0091 |
0.9% |
52% |
False |
False |
74,883 |
| 60 |
1.0578 |
0.9987 |
0.0591 |
5.7% |
0.0081 |
0.8% |
54% |
False |
False |
51,973 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0077 |
0.7% |
59% |
False |
False |
39,054 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0075 |
0.7% |
67% |
False |
False |
31,270 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.7% |
0.0071 |
0.7% |
70% |
False |
False |
26,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.0853 |
|
1.618 |
1.0696 |
|
1.000 |
1.0599 |
|
0.618 |
1.0539 |
|
HIGH |
1.0442 |
|
0.618 |
1.0382 |
|
0.500 |
1.0364 |
|
0.382 |
1.0345 |
|
LOW |
1.0285 |
|
0.618 |
1.0188 |
|
1.000 |
1.0128 |
|
1.618 |
1.0031 |
|
2.618 |
0.9874 |
|
4.250 |
0.9618 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0423 |
| PP |
1.0344 |
1.0384 |
| S1 |
1.0325 |
1.0344 |
|