CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0310 |
-0.0090 |
-0.9% |
1.0550 |
| High |
1.0414 |
1.0409 |
-0.0005 |
0.0% |
1.0550 |
| Low |
1.0264 |
1.0273 |
0.0009 |
0.1% |
1.0264 |
| Close |
1.0280 |
1.0282 |
0.0002 |
0.0% |
1.0282 |
| Range |
0.0150 |
0.0136 |
-0.0014 |
-9.3% |
0.0286 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
| Volume |
274 |
643 |
369 |
134.7% |
1,692 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0642 |
1.0357 |
|
| R3 |
1.0593 |
1.0506 |
1.0319 |
|
| R2 |
1.0457 |
1.0457 |
1.0307 |
|
| R1 |
1.0370 |
1.0370 |
1.0294 |
1.0346 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0309 |
| S1 |
1.0234 |
1.0234 |
1.0270 |
1.0210 |
| S2 |
1.0185 |
1.0185 |
1.0257 |
|
| S3 |
1.0049 |
1.0098 |
1.0245 |
|
| S4 |
0.9913 |
0.9962 |
1.0207 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1039 |
1.0439 |
|
| R3 |
1.0937 |
1.0753 |
1.0361 |
|
| R2 |
1.0651 |
1.0651 |
1.0334 |
|
| R1 |
1.0467 |
1.0467 |
1.0308 |
1.0416 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0340 |
| S1 |
1.0181 |
1.0181 |
1.0256 |
1.0130 |
| S2 |
1.0079 |
1.0079 |
1.0230 |
|
| S3 |
0.9793 |
0.9895 |
1.0203 |
|
| S4 |
0.9507 |
0.9609 |
1.0125 |
|
|
| 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% |
0.0109 |
1.1% |
6% |
False |
False |
338 |
| 10 |
1.0550 |
1.0264 |
0.0286 |
2.8% |
0.0090 |
0.9% |
6% |
False |
False |
259 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0083 |
0.8% |
11% |
False |
False |
215 |
| 40 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0077 |
0.7% |
53% |
False |
False |
178 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0062 |
0.6% |
53% |
False |
False |
137 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0051 |
0.5% |
58% |
False |
False |
110 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0045 |
0.4% |
67% |
False |
False |
92 |
| 120 |
1.0550 |
0.9664 |
0.0886 |
8.6% |
0.0040 |
0.4% |
70% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0987 |
|
2.618 |
1.0765 |
|
1.618 |
1.0629 |
|
1.000 |
1.0545 |
|
0.618 |
1.0493 |
|
HIGH |
1.0409 |
|
0.618 |
1.0357 |
|
0.500 |
1.0341 |
|
0.382 |
1.0325 |
|
LOW |
1.0273 |
|
0.618 |
1.0189 |
|
1.000 |
1.0137 |
|
1.618 |
1.0053 |
|
2.618 |
0.9917 |
|
4.250 |
0.9695 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0341 |
1.0369 |
| PP |
1.0321 |
1.0340 |
| S1 |
1.0302 |
1.0311 |
|