CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0222 |
-0.0011 |
-0.1% |
1.0308 |
| High |
1.0258 |
1.0245 |
-0.0013 |
-0.1% |
1.0366 |
| Low |
1.0182 |
1.0182 |
0.0000 |
0.0% |
1.0204 |
| Close |
1.0229 |
1.0216 |
-0.0013 |
-0.1% |
1.0282 |
| Range |
0.0076 |
0.0063 |
-0.0013 |
-17.1% |
0.0162 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
68,482 |
85,099 |
16,617 |
24.3% |
422,226 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0373 |
1.0251 |
|
| R3 |
1.0340 |
1.0310 |
1.0233 |
|
| R2 |
1.0277 |
1.0277 |
1.0228 |
|
| R1 |
1.0247 |
1.0247 |
1.0222 |
1.0231 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0206 |
| S1 |
1.0184 |
1.0184 |
1.0210 |
1.0168 |
| S2 |
1.0151 |
1.0151 |
1.0204 |
|
| S3 |
1.0088 |
1.0121 |
1.0199 |
|
| S4 |
1.0025 |
1.0058 |
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 |
1.0182 |
0.0184 |
1.8% |
0.0082 |
0.8% |
18% |
False |
True |
78,901 |
| 10 |
1.0404 |
1.0182 |
0.0222 |
2.2% |
0.0088 |
0.9% |
15% |
False |
True |
81,998 |
| 20 |
1.0578 |
1.0182 |
0.0396 |
3.9% |
0.0101 |
1.0% |
9% |
False |
True |
88,655 |
| 40 |
1.0578 |
1.0182 |
0.0396 |
3.9% |
0.0091 |
0.9% |
9% |
False |
True |
78,830 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0089 |
0.9% |
37% |
False |
False |
73,805 |
| 80 |
1.0578 |
0.9987 |
0.0591 |
5.8% |
0.0083 |
0.8% |
39% |
False |
False |
55,569 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.5% |
0.0080 |
0.8% |
45% |
False |
False |
44,501 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.1% |
0.0077 |
0.8% |
56% |
False |
False |
37,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0410 |
|
1.618 |
1.0347 |
|
1.000 |
1.0308 |
|
0.618 |
1.0284 |
|
HIGH |
1.0245 |
|
0.618 |
1.0221 |
|
0.500 |
1.0214 |
|
0.382 |
1.0206 |
|
LOW |
1.0182 |
|
0.618 |
1.0143 |
|
1.000 |
1.0119 |
|
1.618 |
1.0080 |
|
2.618 |
1.0017 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0220 |
| PP |
1.0214 |
1.0219 |
| S1 |
1.0214 |
1.0217 |
|