CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0400 |
-0.0065 |
-0.6% |
1.0450 |
| High |
1.0473 |
1.0414 |
-0.0059 |
-0.6% |
1.0542 |
| Low |
1.0380 |
1.0264 |
-0.0116 |
-1.1% |
1.0405 |
| Close |
1.0407 |
1.0280 |
-0.0127 |
-1.2% |
1.0535 |
| Range |
0.0093 |
0.0150 |
0.0057 |
61.3% |
0.0137 |
| ATR |
0.0077 |
0.0082 |
0.0005 |
6.8% |
0.0000 |
| Volume |
374 |
274 |
-100 |
-26.7% |
904 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0675 |
1.0363 |
|
| R3 |
1.0619 |
1.0525 |
1.0321 |
|
| R2 |
1.0469 |
1.0469 |
1.0308 |
|
| R1 |
1.0375 |
1.0375 |
1.0294 |
1.0347 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0306 |
| S1 |
1.0225 |
1.0225 |
1.0266 |
1.0197 |
| S2 |
1.0169 |
1.0169 |
1.0253 |
|
| S3 |
1.0019 |
1.0075 |
1.0239 |
|
| S4 |
0.9869 |
0.9925 |
1.0198 |
|
|
| 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 |
1.0264 |
0.0286 |
2.8% |
0.0103 |
1.0% |
6% |
False |
True |
258 |
| 10 |
1.0550 |
1.0264 |
0.0286 |
2.8% |
0.0084 |
0.8% |
6% |
False |
True |
227 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0079 |
0.8% |
10% |
False |
False |
195 |
| 40 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0075 |
0.7% |
52% |
False |
False |
166 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0060 |
0.6% |
52% |
False |
False |
127 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0050 |
0.5% |
58% |
False |
False |
102 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0044 |
0.4% |
67% |
False |
False |
87 |
| 120 |
1.0550 |
0.9664 |
0.0886 |
8.6% |
0.0039 |
0.4% |
70% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1052 |
|
2.618 |
1.0807 |
|
1.618 |
1.0657 |
|
1.000 |
1.0564 |
|
0.618 |
1.0507 |
|
HIGH |
1.0414 |
|
0.618 |
1.0357 |
|
0.500 |
1.0339 |
|
0.382 |
1.0321 |
|
LOW |
1.0264 |
|
0.618 |
1.0171 |
|
1.000 |
1.0114 |
|
1.618 |
1.0021 |
|
2.618 |
0.9871 |
|
4.250 |
0.9627 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0398 |
| PP |
1.0319 |
1.0358 |
| S1 |
1.0300 |
1.0319 |
|