CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0225 |
-0.0035 |
-0.3% |
1.0308 |
| High |
1.0282 |
1.0246 |
-0.0036 |
-0.4% |
1.0366 |
| Low |
1.0188 |
1.0206 |
0.0018 |
0.2% |
1.0204 |
| Close |
1.0233 |
1.0228 |
-0.0005 |
0.0% |
1.0282 |
| Range |
0.0094 |
0.0040 |
-0.0054 |
-57.4% |
0.0162 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
71,257 |
64,145 |
-7,112 |
-10.0% |
422,226 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0327 |
1.0250 |
|
| R3 |
1.0307 |
1.0287 |
1.0239 |
|
| R2 |
1.0267 |
1.0267 |
1.0235 |
|
| R1 |
1.0247 |
1.0247 |
1.0232 |
1.0257 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0232 |
| S1 |
1.0207 |
1.0207 |
1.0224 |
1.0217 |
| S2 |
1.0187 |
1.0187 |
1.0221 |
|
| S3 |
1.0147 |
1.0167 |
1.0217 |
|
| S4 |
1.0107 |
1.0127 |
1.0206 |
|
|
| 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% |
0.0084 |
0.8% |
22% |
False |
False |
76,837 |
| 10 |
1.0503 |
1.0188 |
0.0315 |
3.1% |
0.0098 |
1.0% |
13% |
False |
False |
87,301 |
| 20 |
1.0578 |
1.0188 |
0.0390 |
3.8% |
0.0102 |
1.0% |
10% |
False |
False |
87,744 |
| 40 |
1.0578 |
1.0188 |
0.0390 |
3.8% |
0.0090 |
0.9% |
10% |
False |
False |
77,757 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0089 |
0.9% |
39% |
False |
False |
71,321 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.5% |
0.0084 |
0.8% |
47% |
False |
False |
53,657 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.5% |
0.0080 |
0.8% |
47% |
False |
False |
42,968 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.1% |
0.0076 |
0.7% |
58% |
False |
False |
35,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0351 |
|
1.618 |
1.0311 |
|
1.000 |
1.0286 |
|
0.618 |
1.0271 |
|
HIGH |
1.0246 |
|
0.618 |
1.0231 |
|
0.500 |
1.0226 |
|
0.382 |
1.0221 |
|
LOW |
1.0206 |
|
0.618 |
1.0181 |
|
1.000 |
1.0166 |
|
1.618 |
1.0141 |
|
2.618 |
1.0101 |
|
4.250 |
1.0036 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0227 |
1.0277 |
| PP |
1.0227 |
1.0261 |
| S1 |
1.0226 |
1.0244 |
|