CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0465 |
-0.0010 |
-0.1% |
1.0450 |
| High |
1.0531 |
1.0473 |
-0.0058 |
-0.6% |
1.0542 |
| Low |
1.0445 |
1.0380 |
-0.0065 |
-0.6% |
1.0405 |
| Close |
1.0448 |
1.0407 |
-0.0041 |
-0.4% |
1.0535 |
| Range |
0.0086 |
0.0093 |
0.0007 |
8.1% |
0.0137 |
| ATR |
0.0075 |
0.0077 |
0.0001 |
1.7% |
0.0000 |
| Volume |
196 |
374 |
178 |
90.8% |
904 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0646 |
1.0458 |
|
| R3 |
1.0606 |
1.0553 |
1.0433 |
|
| R2 |
1.0513 |
1.0513 |
1.0424 |
|
| R1 |
1.0460 |
1.0460 |
1.0416 |
1.0440 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0410 |
| S1 |
1.0367 |
1.0367 |
1.0398 |
1.0347 |
| S2 |
1.0327 |
1.0327 |
1.0390 |
|
| S3 |
1.0234 |
1.0274 |
1.0381 |
|
| S4 |
1.0141 |
1.0181 |
1.0356 |
|
|
| 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 |
1.0380 |
0.0170 |
1.6% |
0.0083 |
0.8% |
16% |
False |
True |
254 |
| 10 |
1.0550 |
1.0380 |
0.0170 |
1.6% |
0.0075 |
0.7% |
16% |
False |
True |
228 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0075 |
0.7% |
52% |
False |
False |
186 |
| 40 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0073 |
0.7% |
75% |
False |
False |
163 |
| 60 |
1.0550 |
0.9981 |
0.0569 |
5.5% |
0.0059 |
0.6% |
75% |
False |
False |
122 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0048 |
0.5% |
78% |
False |
False |
99 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.8% |
0.0042 |
0.4% |
82% |
False |
False |
85 |
| 120 |
1.0550 |
0.9664 |
0.0886 |
8.5% |
0.0038 |
0.4% |
84% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0868 |
|
2.618 |
1.0716 |
|
1.618 |
1.0623 |
|
1.000 |
1.0566 |
|
0.618 |
1.0530 |
|
HIGH |
1.0473 |
|
0.618 |
1.0437 |
|
0.500 |
1.0427 |
|
0.382 |
1.0416 |
|
LOW |
1.0380 |
|
0.618 |
1.0323 |
|
1.000 |
1.0287 |
|
1.618 |
1.0230 |
|
2.618 |
1.0137 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0427 |
1.0465 |
| PP |
1.0420 |
1.0446 |
| S1 |
1.0414 |
1.0426 |
|