CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0325 |
1.0260 |
-0.0065 |
-0.6% |
1.0308 |
| High |
1.0366 |
1.0282 |
-0.0084 |
-0.8% |
1.0366 |
| Low |
1.0228 |
1.0188 |
-0.0040 |
-0.4% |
1.0204 |
| Close |
1.0282 |
1.0233 |
-0.0049 |
-0.5% |
1.0282 |
| Range |
0.0138 |
0.0094 |
-0.0044 |
-31.9% |
0.0162 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
105,523 |
71,257 |
-34,266 |
-32.5% |
422,226 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0516 |
1.0469 |
1.0285 |
|
| R3 |
1.0422 |
1.0375 |
1.0259 |
|
| R2 |
1.0328 |
1.0328 |
1.0250 |
|
| R1 |
1.0281 |
1.0281 |
1.0242 |
1.0258 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0223 |
| S1 |
1.0187 |
1.0187 |
1.0224 |
1.0164 |
| S2 |
1.0140 |
1.0140 |
1.0216 |
|
| S3 |
1.0046 |
1.0093 |
1.0207 |
|
| S4 |
0.9952 |
0.9999 |
1.0181 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0688 |
1.0371 |
|
| R3 |
1.0608 |
1.0526 |
1.0327 |
|
| R2 |
1.0446 |
1.0446 |
1.0312 |
|
| R1 |
1.0364 |
1.0364 |
1.0297 |
1.0324 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0264 |
| S1 |
1.0202 |
1.0202 |
1.0267 |
1.0162 |
| S2 |
1.0122 |
1.0122 |
1.0252 |
|
| S3 |
0.9960 |
1.0040 |
1.0237 |
|
| S4 |
0.9798 |
0.9878 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0366 |
1.0188 |
0.0178 |
1.7% |
0.0092 |
0.9% |
25% |
False |
True |
80,665 |
| 10 |
1.0503 |
1.0188 |
0.0315 |
3.1% |
0.0103 |
1.0% |
14% |
False |
True |
87,891 |
| 20 |
1.0578 |
1.0188 |
0.0390 |
3.8% |
0.0103 |
1.0% |
12% |
False |
True |
87,562 |
| 40 |
1.0578 |
1.0161 |
0.0417 |
4.1% |
0.0091 |
0.9% |
17% |
False |
False |
77,515 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0089 |
0.9% |
40% |
False |
False |
70,271 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0084 |
0.8% |
48% |
False |
False |
52,857 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0080 |
0.8% |
48% |
False |
False |
42,328 |
| 120 |
1.0578 |
0.9750 |
0.0828 |
8.1% |
0.0076 |
0.7% |
58% |
False |
False |
35,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0682 |
|
2.618 |
1.0528 |
|
1.618 |
1.0434 |
|
1.000 |
1.0376 |
|
0.618 |
1.0340 |
|
HIGH |
1.0282 |
|
0.618 |
1.0246 |
|
0.500 |
1.0235 |
|
0.382 |
1.0224 |
|
LOW |
1.0188 |
|
0.618 |
1.0130 |
|
1.000 |
1.0094 |
|
1.618 |
1.0036 |
|
2.618 |
0.9942 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0277 |
| PP |
1.0234 |
1.0262 |
| S1 |
1.0234 |
1.0248 |
|