CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0437 |
0.0064 |
0.6% |
1.0574 |
| High |
1.0442 |
1.0503 |
0.0061 |
0.6% |
1.0576 |
| Low |
1.0350 |
1.0365 |
0.0015 |
0.1% |
1.0285 |
| Close |
1.0421 |
1.0389 |
-0.0032 |
-0.3% |
1.0308 |
| Range |
0.0092 |
0.0138 |
0.0046 |
50.0% |
0.0291 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.2% |
0.0000 |
| Volume |
70,044 |
98,675 |
28,631 |
40.9% |
523,267 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0749 |
1.0465 |
|
| R3 |
1.0695 |
1.0611 |
1.0427 |
|
| R2 |
1.0557 |
1.0557 |
1.0414 |
|
| R1 |
1.0473 |
1.0473 |
1.0402 |
1.0446 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0406 |
| S1 |
1.0335 |
1.0335 |
1.0376 |
1.0308 |
| S2 |
1.0281 |
1.0281 |
1.0364 |
|
| S3 |
1.0143 |
1.0197 |
1.0351 |
|
| S4 |
1.0005 |
1.0059 |
1.0313 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1076 |
1.0468 |
|
| R3 |
1.0972 |
1.0785 |
1.0388 |
|
| R2 |
1.0681 |
1.0681 |
1.0361 |
|
| R1 |
1.0494 |
1.0494 |
1.0335 |
1.0442 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0364 |
| S1 |
1.0203 |
1.0203 |
1.0281 |
1.0151 |
| S2 |
1.0099 |
1.0099 |
1.0255 |
|
| S3 |
0.9808 |
0.9912 |
1.0228 |
|
| S4 |
0.9517 |
0.9621 |
1.0148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0503 |
1.0285 |
0.0218 |
2.1% |
0.0125 |
1.2% |
48% |
True |
False |
104,600 |
| 10 |
1.0578 |
1.0285 |
0.0293 |
2.8% |
0.0109 |
1.0% |
35% |
False |
False |
90,758 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0100 |
1.0% |
38% |
False |
False |
81,436 |
| 40 |
1.0578 |
1.0013 |
0.0565 |
5.4% |
0.0090 |
0.9% |
67% |
False |
False |
75,452 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0085 |
0.8% |
67% |
False |
False |
58,568 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0080 |
0.8% |
71% |
False |
False |
44,010 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
7.9% |
0.0077 |
0.7% |
77% |
False |
False |
35,238 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.7% |
0.0073 |
0.7% |
79% |
False |
False |
29,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0864 |
|
1.618 |
1.0726 |
|
1.000 |
1.0641 |
|
0.618 |
1.0588 |
|
HIGH |
1.0503 |
|
0.618 |
1.0450 |
|
0.500 |
1.0434 |
|
0.382 |
1.0418 |
|
LOW |
1.0365 |
|
0.618 |
1.0280 |
|
1.000 |
1.0227 |
|
1.618 |
1.0142 |
|
2.618 |
1.0004 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0404 |
| PP |
1.0419 |
1.0399 |
| S1 |
1.0404 |
1.0394 |
|