CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0255 |
0.0031 |
0.3% |
1.0325 |
| High |
1.0255 |
1.0275 |
0.0020 |
0.2% |
1.0473 |
| Low |
1.0176 |
1.0220 |
0.0044 |
0.4% |
1.0230 |
| Close |
1.0247 |
1.0250 |
0.0003 |
0.0% |
1.0295 |
| Range |
0.0079 |
0.0055 |
-0.0024 |
-30.4% |
0.0243 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
524 |
317 |
-207 |
-39.5% |
2,937 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0387 |
1.0280 |
|
| R3 |
1.0358 |
1.0332 |
1.0265 |
|
| R2 |
1.0303 |
1.0303 |
1.0260 |
|
| R1 |
1.0277 |
1.0277 |
1.0255 |
1.0263 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0241 |
| S1 |
1.0222 |
1.0222 |
1.0245 |
1.0208 |
| S2 |
1.0193 |
1.0193 |
1.0240 |
|
| S3 |
1.0138 |
1.0167 |
1.0235 |
|
| S4 |
1.0083 |
1.0112 |
1.0220 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.0921 |
1.0429 |
|
| R3 |
1.0819 |
1.0678 |
1.0362 |
|
| R2 |
1.0576 |
1.0576 |
1.0340 |
|
| R1 |
1.0435 |
1.0435 |
1.0317 |
1.0384 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0307 |
| S1 |
1.0192 |
1.0192 |
1.0273 |
1.0141 |
| S2 |
1.0090 |
1.0090 |
1.0250 |
|
| S3 |
0.9847 |
0.9949 |
1.0228 |
|
| S4 |
0.9604 |
0.9706 |
1.0161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0376 |
1.0176 |
0.0200 |
2.0% |
0.0091 |
0.9% |
37% |
False |
False |
518 |
| 10 |
1.0473 |
1.0176 |
0.0297 |
2.9% |
0.0106 |
1.0% |
25% |
False |
False |
527 |
| 20 |
1.0550 |
1.0176 |
0.0374 |
3.6% |
0.0090 |
0.9% |
20% |
False |
False |
378 |
| 40 |
1.0550 |
1.0121 |
0.0429 |
4.2% |
0.0077 |
0.8% |
30% |
False |
False |
255 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0071 |
0.7% |
47% |
False |
False |
208 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0059 |
0.6% |
53% |
False |
False |
162 |
| 100 |
1.0550 |
0.9861 |
0.0689 |
6.7% |
0.0050 |
0.5% |
56% |
False |
False |
133 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.5% |
0.0045 |
0.4% |
66% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0509 |
|
2.618 |
1.0419 |
|
1.618 |
1.0364 |
|
1.000 |
1.0330 |
|
0.618 |
1.0309 |
|
HIGH |
1.0275 |
|
0.618 |
1.0254 |
|
0.500 |
1.0248 |
|
0.382 |
1.0241 |
|
LOW |
1.0220 |
|
0.618 |
1.0186 |
|
1.000 |
1.0165 |
|
1.618 |
1.0131 |
|
2.618 |
1.0076 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0249 |
1.0244 |
| PP |
1.0248 |
1.0238 |
| S1 |
1.0248 |
1.0232 |
|