CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0415 |
1.0372 |
-0.0043 |
-0.4% |
1.0550 |
| High |
1.0473 |
1.0375 |
-0.0098 |
-0.9% |
1.0550 |
| Low |
1.0340 |
1.0280 |
-0.0060 |
-0.6% |
1.0264 |
| Close |
1.0362 |
1.0348 |
-0.0014 |
-0.1% |
1.0282 |
| Range |
0.0133 |
0.0095 |
-0.0038 |
-28.6% |
0.0286 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
300 |
564 |
264 |
88.0% |
1,692 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0579 |
1.0400 |
|
| R3 |
1.0524 |
1.0484 |
1.0374 |
|
| R2 |
1.0429 |
1.0429 |
1.0365 |
|
| R1 |
1.0389 |
1.0389 |
1.0357 |
1.0362 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0321 |
| S1 |
1.0294 |
1.0294 |
1.0339 |
1.0267 |
| S2 |
1.0239 |
1.0239 |
1.0331 |
|
| S3 |
1.0144 |
1.0199 |
1.0322 |
|
| S4 |
1.0049 |
1.0104 |
1.0296 |
|
|
| 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 |
1.0273 |
0.0200 |
1.9% |
0.0109 |
1.1% |
38% |
False |
False |
595 |
| 10 |
1.0550 |
1.0264 |
0.0286 |
2.8% |
0.0106 |
1.0% |
29% |
False |
False |
426 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0091 |
0.9% |
33% |
False |
False |
303 |
| 40 |
1.0550 |
1.0035 |
0.0515 |
5.0% |
0.0075 |
0.7% |
61% |
False |
False |
214 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0067 |
0.6% |
64% |
False |
False |
175 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0056 |
0.5% |
69% |
False |
False |
139 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.8% |
0.0048 |
0.5% |
75% |
False |
False |
114 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.4% |
0.0043 |
0.4% |
77% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0624 |
|
1.618 |
1.0529 |
|
1.000 |
1.0470 |
|
0.618 |
1.0434 |
|
HIGH |
1.0375 |
|
0.618 |
1.0339 |
|
0.500 |
1.0328 |
|
0.382 |
1.0316 |
|
LOW |
1.0280 |
|
0.618 |
1.0221 |
|
1.000 |
1.0185 |
|
1.618 |
1.0126 |
|
2.618 |
1.0031 |
|
4.250 |
0.9876 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0341 |
1.0377 |
| PP |
1.0334 |
1.0367 |
| S1 |
1.0328 |
1.0358 |
|