CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0306 |
1.0243 |
-0.0063 |
-0.6% |
1.0336 |
| High |
1.0306 |
1.0245 |
-0.0061 |
-0.6% |
1.0410 |
| Low |
1.0238 |
1.0194 |
-0.0044 |
-0.4% |
1.0238 |
| Close |
1.0266 |
1.0216 |
-0.0050 |
-0.5% |
1.0266 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0172 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
43 |
122 |
79 |
183.7% |
183 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0345 |
1.0244 |
|
| R3 |
1.0320 |
1.0294 |
1.0230 |
|
| R2 |
1.0269 |
1.0269 |
1.0225 |
|
| R1 |
1.0243 |
1.0243 |
1.0221 |
1.0231 |
| PP |
1.0218 |
1.0218 |
1.0218 |
1.0212 |
| S1 |
1.0192 |
1.0192 |
1.0211 |
1.0180 |
| S2 |
1.0167 |
1.0167 |
1.0207 |
|
| S3 |
1.0116 |
1.0141 |
1.0202 |
|
| S4 |
1.0065 |
1.0090 |
1.0188 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0715 |
1.0361 |
|
| R3 |
1.0649 |
1.0543 |
1.0313 |
|
| R2 |
1.0477 |
1.0477 |
1.0298 |
|
| R1 |
1.0371 |
1.0371 |
1.0282 |
1.0338 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0288 |
| S1 |
1.0199 |
1.0199 |
1.0250 |
1.0166 |
| S2 |
1.0133 |
1.0133 |
1.0234 |
|
| S3 |
0.9961 |
1.0027 |
1.0219 |
|
| S4 |
0.9789 |
0.9855 |
1.0171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0410 |
1.0194 |
0.0216 |
2.1% |
0.0056 |
0.5% |
10% |
False |
True |
50 |
| 10 |
1.0495 |
1.0194 |
0.0301 |
2.9% |
0.0067 |
0.7% |
7% |
False |
True |
75 |
| 20 |
1.0510 |
1.0194 |
0.0316 |
3.1% |
0.0064 |
0.6% |
7% |
False |
True |
57 |
| 40 |
1.0510 |
1.0094 |
0.0416 |
4.1% |
0.0053 |
0.5% |
29% |
False |
False |
52 |
| 60 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0050 |
0.5% |
45% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0379 |
|
1.618 |
1.0328 |
|
1.000 |
1.0296 |
|
0.618 |
1.0277 |
|
HIGH |
1.0245 |
|
0.618 |
1.0226 |
|
0.500 |
1.0220 |
|
0.382 |
1.0213 |
|
LOW |
1.0194 |
|
0.618 |
1.0162 |
|
1.000 |
1.0143 |
|
1.618 |
1.0111 |
|
2.618 |
1.0060 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0262 |
| PP |
1.0218 |
1.0247 |
| S1 |
1.0217 |
1.0231 |
|