CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0203 |
-0.0026 |
-0.3% |
1.0273 |
| High |
1.0236 |
1.0221 |
-0.0015 |
-0.1% |
1.0335 |
| Low |
1.0165 |
1.0182 |
0.0017 |
0.2% |
1.0176 |
| Close |
1.0209 |
1.0204 |
-0.0005 |
0.0% |
1.0258 |
| Range |
0.0071 |
0.0039 |
-0.0032 |
-45.1% |
0.0159 |
| ATR |
0.0092 |
0.0088 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
706 |
877 |
171 |
24.2% |
2,425 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0301 |
1.0225 |
|
| R3 |
1.0280 |
1.0262 |
1.0215 |
|
| R2 |
1.0241 |
1.0241 |
1.0211 |
|
| R1 |
1.0223 |
1.0223 |
1.0208 |
1.0232 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0207 |
| S1 |
1.0184 |
1.0184 |
1.0200 |
1.0193 |
| S2 |
1.0163 |
1.0163 |
1.0197 |
|
| S3 |
1.0124 |
1.0145 |
1.0193 |
|
| S4 |
1.0085 |
1.0106 |
1.0183 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0655 |
1.0345 |
|
| R3 |
1.0574 |
1.0496 |
1.0302 |
|
| R2 |
1.0415 |
1.0415 |
1.0287 |
|
| R1 |
1.0337 |
1.0337 |
1.0273 |
1.0297 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0236 |
| S1 |
1.0178 |
1.0178 |
1.0243 |
1.0138 |
| S2 |
1.0097 |
1.0097 |
1.0229 |
|
| S3 |
0.9938 |
1.0019 |
1.0214 |
|
| S4 |
0.9779 |
0.9860 |
1.0171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0335 |
1.0165 |
0.0170 |
1.7% |
0.0072 |
0.7% |
23% |
False |
False |
580 |
| 10 |
1.0473 |
1.0165 |
0.0308 |
3.0% |
0.0089 |
0.9% |
13% |
False |
False |
547 |
| 20 |
1.0550 |
1.0165 |
0.0385 |
3.8% |
0.0093 |
0.9% |
10% |
False |
False |
463 |
| 40 |
1.0550 |
1.0165 |
0.0385 |
3.8% |
0.0079 |
0.8% |
10% |
False |
False |
310 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0075 |
0.7% |
39% |
False |
False |
249 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0063 |
0.6% |
46% |
False |
False |
194 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0053 |
0.5% |
46% |
False |
False |
159 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0048 |
0.5% |
57% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0323 |
|
1.618 |
1.0284 |
|
1.000 |
1.0260 |
|
0.618 |
1.0245 |
|
HIGH |
1.0221 |
|
0.618 |
1.0206 |
|
0.500 |
1.0202 |
|
0.382 |
1.0197 |
|
LOW |
1.0182 |
|
0.618 |
1.0158 |
|
1.000 |
1.0143 |
|
1.618 |
1.0119 |
|
2.618 |
1.0080 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0250 |
| PP |
1.0202 |
1.0235 |
| S1 |
1.0202 |
1.0219 |
|