CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0347 |
1.0415 |
0.0068 |
0.7% |
1.0550 |
| High |
1.0410 |
1.0473 |
0.0063 |
0.6% |
1.0550 |
| Low |
1.0325 |
1.0340 |
0.0015 |
0.1% |
1.0264 |
| Close |
1.0395 |
1.0362 |
-0.0033 |
-0.3% |
1.0282 |
| Range |
0.0085 |
0.0133 |
0.0048 |
56.5% |
0.0286 |
| ATR |
0.0086 |
0.0090 |
0.0003 |
3.9% |
0.0000 |
| Volume |
633 |
300 |
-333 |
-52.6% |
1,692 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0791 |
1.0709 |
1.0435 |
|
| R3 |
1.0658 |
1.0576 |
1.0399 |
|
| R2 |
1.0525 |
1.0525 |
1.0386 |
|
| R1 |
1.0443 |
1.0443 |
1.0374 |
1.0418 |
| PP |
1.0392 |
1.0392 |
1.0392 |
1.0379 |
| S1 |
1.0310 |
1.0310 |
1.0350 |
1.0285 |
| S2 |
1.0259 |
1.0259 |
1.0338 |
|
| S3 |
1.0126 |
1.0177 |
1.0325 |
|
| S4 |
0.9993 |
1.0044 |
1.0289 |
|
|
| 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 |
1.0473 |
1.0264 |
0.0209 |
2.0% |
0.0120 |
1.2% |
47% |
True |
False |
537 |
| 10 |
1.0550 |
1.0264 |
0.0286 |
2.8% |
0.0102 |
1.0% |
34% |
False |
False |
395 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0090 |
0.9% |
37% |
False |
False |
285 |
| 40 |
1.0550 |
0.9993 |
0.0557 |
5.4% |
0.0077 |
0.7% |
66% |
False |
False |
212 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0066 |
0.6% |
67% |
False |
False |
166 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0055 |
0.5% |
71% |
False |
False |
132 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.8% |
0.0047 |
0.5% |
77% |
False |
False |
109 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.4% |
0.0042 |
0.4% |
78% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1038 |
|
2.618 |
1.0821 |
|
1.618 |
1.0688 |
|
1.000 |
1.0606 |
|
0.618 |
1.0555 |
|
HIGH |
1.0473 |
|
0.618 |
1.0422 |
|
0.500 |
1.0407 |
|
0.382 |
1.0391 |
|
LOW |
1.0340 |
|
0.618 |
1.0258 |
|
1.000 |
1.0207 |
|
1.618 |
1.0125 |
|
2.618 |
0.9992 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0377 |
| PP |
1.0392 |
1.0372 |
| S1 |
1.0377 |
1.0367 |
|