CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0550 |
0.0075 |
0.7% |
1.0450 |
| High |
1.0542 |
1.0550 |
0.0008 |
0.1% |
1.0542 |
| Low |
1.0438 |
1.0470 |
0.0032 |
0.3% |
1.0405 |
| Close |
1.0535 |
1.0495 |
-0.0040 |
-0.4% |
1.0535 |
| Range |
0.0104 |
0.0080 |
-0.0024 |
-23.1% |
0.0137 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
| Volume |
245 |
205 |
-40 |
-16.3% |
904 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0700 |
1.0539 |
|
| R3 |
1.0665 |
1.0620 |
1.0517 |
|
| R2 |
1.0585 |
1.0585 |
1.0510 |
|
| R1 |
1.0540 |
1.0540 |
1.0502 |
1.0523 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0496 |
| S1 |
1.0460 |
1.0460 |
1.0488 |
1.0443 |
| S2 |
1.0425 |
1.0425 |
1.0480 |
|
| S3 |
1.0345 |
1.0380 |
1.0473 |
|
| S4 |
1.0265 |
1.0300 |
1.0451 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0857 |
1.0610 |
|
| R3 |
1.0768 |
1.0720 |
1.0573 |
|
| R2 |
1.0631 |
1.0631 |
1.0560 |
|
| R1 |
1.0583 |
1.0583 |
1.0548 |
1.0607 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0506 |
| S1 |
1.0446 |
1.0446 |
1.0522 |
1.0470 |
| S2 |
1.0357 |
1.0357 |
1.0510 |
|
| S3 |
1.0220 |
1.0309 |
1.0497 |
|
| S4 |
1.0083 |
1.0172 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0550 |
1.0405 |
0.0145 |
1.4% |
0.0076 |
0.7% |
62% |
True |
False |
189 |
| 10 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0082 |
0.8% |
82% |
True |
False |
206 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0073 |
0.7% |
82% |
True |
False |
181 |
| 40 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0070 |
0.7% |
90% |
True |
False |
156 |
| 60 |
1.0550 |
0.9981 |
0.0569 |
5.4% |
0.0057 |
0.5% |
90% |
True |
False |
116 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.1% |
0.0046 |
0.4% |
91% |
True |
False |
93 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.7% |
0.0041 |
0.4% |
93% |
True |
False |
82 |
| 120 |
1.0550 |
0.9664 |
0.0886 |
8.4% |
0.0037 |
0.4% |
94% |
True |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0759 |
|
1.618 |
1.0679 |
|
1.000 |
1.0630 |
|
0.618 |
1.0599 |
|
HIGH |
1.0550 |
|
0.618 |
1.0519 |
|
0.500 |
1.0510 |
|
0.382 |
1.0501 |
|
LOW |
1.0470 |
|
0.618 |
1.0421 |
|
1.000 |
1.0390 |
|
1.618 |
1.0341 |
|
2.618 |
1.0261 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0495 |
| PP |
1.0505 |
1.0494 |
| S1 |
1.0500 |
1.0494 |
|