CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0251 |
-0.0057 |
-0.6% |
1.0337 |
| High |
1.0320 |
1.0284 |
-0.0036 |
-0.3% |
1.0503 |
| Low |
1.0228 |
1.0204 |
-0.0024 |
-0.2% |
1.0254 |
| Close |
1.0271 |
1.0273 |
0.0002 |
0.0% |
1.0321 |
| Range |
0.0092 |
0.0080 |
-0.0012 |
-13.0% |
0.0249 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
90,156 |
83,284 |
-6,872 |
-7.6% |
464,494 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0463 |
1.0317 |
|
| R3 |
1.0414 |
1.0383 |
1.0295 |
|
| R2 |
1.0334 |
1.0334 |
1.0288 |
|
| R1 |
1.0303 |
1.0303 |
1.0280 |
1.0319 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0261 |
| S1 |
1.0223 |
1.0223 |
1.0266 |
1.0239 |
| S2 |
1.0174 |
1.0174 |
1.0258 |
|
| S3 |
1.0094 |
1.0143 |
1.0251 |
|
| S4 |
1.0014 |
1.0063 |
1.0229 |
|
|
| 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 |
1.0204 |
0.0299 |
2.9% |
0.0112 |
1.1% |
23% |
False |
True |
97,764 |
| 10 |
1.0512 |
1.0204 |
0.0308 |
3.0% |
0.0116 |
1.1% |
22% |
False |
True |
101,461 |
| 20 |
1.0578 |
1.0204 |
0.0374 |
3.6% |
0.0103 |
1.0% |
18% |
False |
True |
85,326 |
| 40 |
1.0578 |
1.0141 |
0.0437 |
4.3% |
0.0090 |
0.9% |
30% |
False |
False |
76,661 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0089 |
0.9% |
47% |
False |
False |
65,048 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
54% |
False |
False |
48,864 |
| 100 |
1.0578 |
0.9800 |
0.0778 |
7.6% |
0.0079 |
0.8% |
61% |
False |
False |
39,132 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.8% |
0.0075 |
0.7% |
66% |
False |
False |
32,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0493 |
|
1.618 |
1.0413 |
|
1.000 |
1.0364 |
|
0.618 |
1.0333 |
|
HIGH |
1.0284 |
|
0.618 |
1.0253 |
|
0.500 |
1.0244 |
|
0.382 |
1.0235 |
|
LOW |
1.0204 |
|
0.618 |
1.0155 |
|
1.000 |
1.0124 |
|
1.618 |
1.0075 |
|
2.618 |
0.9995 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0304 |
| PP |
1.0254 |
1.0294 |
| S1 |
1.0244 |
1.0283 |
|