CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0399 |
1.0380 |
-0.0019 |
-0.2% |
1.0337 |
High |
1.0408 |
1.0404 |
-0.0004 |
0.0% |
1.0503 |
Low |
1.0306 |
1.0254 |
-0.0052 |
-0.5% |
1.0254 |
Close |
1.0374 |
1.0321 |
-0.0053 |
-0.5% |
1.0321 |
Range |
0.0102 |
0.0150 |
0.0048 |
47.1% |
0.0249 |
ATR |
0.0099 |
0.0103 |
0.0004 |
3.7% |
0.0000 |
Volume |
107,934 |
108,775 |
841 |
0.8% |
464,494 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0776 |
1.0699 |
1.0404 |
|
R3 |
1.0626 |
1.0549 |
1.0362 |
|
R2 |
1.0476 |
1.0476 |
1.0349 |
|
R1 |
1.0399 |
1.0399 |
1.0335 |
1.0363 |
PP |
1.0326 |
1.0326 |
1.0326 |
1.0308 |
S1 |
1.0249 |
1.0249 |
1.0307 |
1.0213 |
S2 |
1.0176 |
1.0176 |
1.0294 |
|
S3 |
1.0026 |
1.0099 |
1.0280 |
|
S4 |
0.9876 |
0.9949 |
1.0239 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1106 |
1.0963 |
1.0458 |
|
R3 |
1.0857 |
1.0714 |
1.0389 |
|
R2 |
1.0608 |
1.0608 |
1.0367 |
|
R1 |
1.0465 |
1.0465 |
1.0344 |
1.0412 |
PP |
1.0359 |
1.0359 |
1.0359 |
1.0333 |
S1 |
1.0216 |
1.0216 |
1.0298 |
1.0163 |
S2 |
1.0110 |
1.0110 |
1.0275 |
|
S3 |
0.9861 |
0.9967 |
1.0253 |
|
S4 |
0.9612 |
0.9718 |
1.0184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0503 |
1.0254 |
0.0249 |
2.4% |
0.0116 |
1.1% |
27% |
False |
True |
92,898 |
10 |
1.0576 |
1.0254 |
0.0322 |
3.1% |
0.0116 |
1.1% |
21% |
False |
True |
98,776 |
20 |
1.0578 |
1.0254 |
0.0324 |
3.1% |
0.0105 |
1.0% |
21% |
False |
True |
84,527 |
40 |
1.0578 |
1.0111 |
0.0467 |
4.5% |
0.0090 |
0.9% |
45% |
False |
False |
75,694 |
60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0087 |
0.8% |
55% |
False |
False |
62,168 |
80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
61% |
False |
False |
46,714 |
100 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0078 |
0.8% |
69% |
False |
False |
37,402 |
120 |
1.0578 |
0.9677 |
0.0901 |
8.7% |
0.0075 |
0.7% |
71% |
False |
False |
31,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1042 |
2.618 |
1.0797 |
1.618 |
1.0647 |
1.000 |
1.0554 |
0.618 |
1.0497 |
HIGH |
1.0404 |
0.618 |
1.0347 |
0.500 |
1.0329 |
0.382 |
1.0311 |
LOW |
1.0254 |
0.618 |
1.0161 |
1.000 |
1.0104 |
1.618 |
1.0011 |
2.618 |
0.9861 |
4.250 |
0.9617 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0329 |
1.0379 |
PP |
1.0326 |
1.0359 |
S1 |
1.0324 |
1.0340 |
|