CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0437 |
1.0399 |
-0.0038 |
-0.4% |
1.0574 |
High |
1.0503 |
1.0408 |
-0.0095 |
-0.9% |
1.0576 |
Low |
1.0365 |
1.0306 |
-0.0059 |
-0.6% |
1.0285 |
Close |
1.0389 |
1.0374 |
-0.0015 |
-0.1% |
1.0308 |
Range |
0.0138 |
0.0102 |
-0.0036 |
-26.1% |
0.0291 |
ATR |
0.0099 |
0.0099 |
0.0000 |
0.2% |
0.0000 |
Volume |
98,675 |
107,934 |
9,259 |
9.4% |
523,267 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0669 |
1.0623 |
1.0430 |
|
R3 |
1.0567 |
1.0521 |
1.0402 |
|
R2 |
1.0465 |
1.0465 |
1.0393 |
|
R1 |
1.0419 |
1.0419 |
1.0383 |
1.0391 |
PP |
1.0363 |
1.0363 |
1.0363 |
1.0349 |
S1 |
1.0317 |
1.0317 |
1.0365 |
1.0289 |
S2 |
1.0261 |
1.0261 |
1.0355 |
|
S3 |
1.0159 |
1.0215 |
1.0346 |
|
S4 |
1.0057 |
1.0113 |
1.0318 |
|
|
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 |
1.0297 |
0.0206 |
2.0% |
0.0114 |
1.1% |
37% |
False |
False |
101,003 |
10 |
1.0578 |
1.0285 |
0.0293 |
2.8% |
0.0113 |
1.1% |
30% |
False |
False |
95,313 |
20 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0101 |
1.0% |
33% |
False |
False |
82,918 |
40 |
1.0578 |
1.0042 |
0.0536 |
5.2% |
0.0089 |
0.9% |
62% |
False |
False |
75,086 |
60 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0086 |
0.8% |
64% |
False |
False |
60,362 |
80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0081 |
0.8% |
69% |
False |
False |
45,357 |
100 |
1.0578 |
0.9754 |
0.0824 |
7.9% |
0.0077 |
0.7% |
75% |
False |
False |
36,317 |
120 |
1.0578 |
0.9677 |
0.0901 |
8.7% |
0.0073 |
0.7% |
77% |
False |
False |
30,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0842 |
2.618 |
1.0675 |
1.618 |
1.0573 |
1.000 |
1.0510 |
0.618 |
1.0471 |
HIGH |
1.0408 |
0.618 |
1.0369 |
0.500 |
1.0357 |
0.382 |
1.0345 |
LOW |
1.0306 |
0.618 |
1.0243 |
1.000 |
1.0204 |
1.618 |
1.0141 |
2.618 |
1.0039 |
4.250 |
0.9873 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0368 |
1.0405 |
PP |
1.0363 |
1.0394 |
S1 |
1.0357 |
1.0384 |
|