CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0374 |
1.0336 |
-0.0038 |
-0.4% |
1.0485 |
| High |
1.0374 |
1.0336 |
-0.0038 |
-0.4% |
1.0501 |
| Low |
1.0250 |
1.0259 |
0.0009 |
0.1% |
1.0248 |
| Close |
1.0253 |
1.0306 |
0.0053 |
0.5% |
1.0253 |
| Range |
0.0124 |
0.0077 |
-0.0047 |
-37.9% |
0.0253 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
231 |
51 |
-180 |
-77.9% |
533 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0496 |
1.0348 |
|
| R3 |
1.0454 |
1.0419 |
1.0327 |
|
| R2 |
1.0377 |
1.0377 |
1.0320 |
|
| R1 |
1.0342 |
1.0342 |
1.0313 |
1.0321 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0290 |
| S1 |
1.0265 |
1.0265 |
1.0299 |
1.0244 |
| S2 |
1.0223 |
1.0223 |
1.0292 |
|
| S3 |
1.0146 |
1.0188 |
1.0285 |
|
| S4 |
1.0069 |
1.0111 |
1.0264 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.0926 |
1.0392 |
|
| R3 |
1.0840 |
1.0673 |
1.0323 |
|
| R2 |
1.0587 |
1.0587 |
1.0299 |
|
| R1 |
1.0420 |
1.0420 |
1.0276 |
1.0377 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0313 |
| S1 |
1.0167 |
1.0167 |
1.0230 |
1.0124 |
| S2 |
1.0081 |
1.0081 |
1.0207 |
|
| S3 |
0.9828 |
0.9914 |
1.0183 |
|
| S4 |
0.9575 |
0.9661 |
1.0114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0495 |
1.0248 |
0.0247 |
2.4% |
0.0078 |
0.8% |
23% |
False |
False |
100 |
| 10 |
1.0510 |
1.0248 |
0.0262 |
2.5% |
0.0068 |
0.7% |
22% |
False |
False |
66 |
| 20 |
1.0510 |
1.0248 |
0.0262 |
2.5% |
0.0062 |
0.6% |
22% |
False |
False |
53 |
| 40 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0056 |
0.5% |
61% |
False |
False |
48 |
| 60 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0047 |
0.5% |
62% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0538 |
|
1.618 |
1.0461 |
|
1.000 |
1.0413 |
|
0.618 |
1.0384 |
|
HIGH |
1.0336 |
|
0.618 |
1.0307 |
|
0.500 |
1.0298 |
|
0.382 |
1.0288 |
|
LOW |
1.0259 |
|
0.618 |
1.0211 |
|
1.000 |
1.0182 |
|
1.618 |
1.0134 |
|
2.618 |
1.0057 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0303 |
1.0311 |
| PP |
1.0300 |
1.0309 |
| S1 |
1.0298 |
1.0308 |
|