CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0304 |
0.0021 |
0.2% |
1.0337 |
| High |
1.0306 |
1.0354 |
0.0048 |
0.5% |
1.0503 |
| Low |
1.0239 |
1.0275 |
0.0036 |
0.4% |
1.0254 |
| Close |
1.0275 |
1.0312 |
0.0037 |
0.4% |
1.0321 |
| Range |
0.0067 |
0.0079 |
0.0012 |
17.9% |
0.0249 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
68,418 |
74,845 |
6,427 |
9.4% |
464,494 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0510 |
1.0355 |
|
| R3 |
1.0472 |
1.0431 |
1.0334 |
|
| R2 |
1.0393 |
1.0393 |
1.0326 |
|
| R1 |
1.0352 |
1.0352 |
1.0319 |
1.0373 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0324 |
| S1 |
1.0273 |
1.0273 |
1.0305 |
1.0294 |
| S2 |
1.0235 |
1.0235 |
1.0298 |
|
| S3 |
1.0156 |
1.0194 |
1.0290 |
|
| S4 |
1.0077 |
1.0115 |
1.0269 |
|
|
| 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 |
1.0404 |
1.0204 |
0.0200 |
1.9% |
0.0094 |
0.9% |
54% |
False |
False |
85,095 |
| 10 |
1.0503 |
1.0204 |
0.0299 |
2.9% |
0.0104 |
1.0% |
36% |
False |
False |
93,049 |
| 20 |
1.0578 |
1.0204 |
0.0374 |
3.6% |
0.0100 |
1.0% |
29% |
False |
False |
84,880 |
| 40 |
1.0578 |
1.0158 |
0.0420 |
4.1% |
0.0090 |
0.9% |
37% |
False |
False |
76,942 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0088 |
0.9% |
54% |
False |
False |
67,410 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
60% |
False |
False |
50,652 |
| 100 |
1.0578 |
0.9900 |
0.0678 |
6.6% |
0.0079 |
0.8% |
61% |
False |
False |
40,563 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.7% |
0.0075 |
0.7% |
70% |
False |
False |
33,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0690 |
|
2.618 |
1.0561 |
|
1.618 |
1.0482 |
|
1.000 |
1.0433 |
|
0.618 |
1.0403 |
|
HIGH |
1.0354 |
|
0.618 |
1.0324 |
|
0.500 |
1.0315 |
|
0.382 |
1.0305 |
|
LOW |
1.0275 |
|
0.618 |
1.0226 |
|
1.000 |
1.0196 |
|
1.618 |
1.0147 |
|
2.618 |
1.0068 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0301 |
| PP |
1.0314 |
1.0290 |
| S1 |
1.0313 |
1.0279 |
|