CME Canadian Dollar Future December 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 |
1.0181 |
1.0200 |
0.0019 |
0.2% |
1.0336 |
| High |
1.0213 |
1.0244 |
0.0031 |
0.3% |
1.0410 |
| Low |
1.0157 |
1.0197 |
0.0040 |
0.4% |
1.0238 |
| Close |
1.0221 |
1.0225 |
0.0004 |
0.0% |
1.0266 |
| Range |
0.0056 |
0.0047 |
-0.0009 |
-16.1% |
0.0172 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
25 |
71 |
46 |
184.0% |
183 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0341 |
1.0251 |
|
| R3 |
1.0316 |
1.0294 |
1.0238 |
|
| R2 |
1.0269 |
1.0269 |
1.0234 |
|
| R1 |
1.0247 |
1.0247 |
1.0229 |
1.0258 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0228 |
| S1 |
1.0200 |
1.0200 |
1.0221 |
1.0211 |
| S2 |
1.0175 |
1.0175 |
1.0216 |
|
| S3 |
1.0128 |
1.0153 |
1.0212 |
|
| S4 |
1.0081 |
1.0106 |
1.0199 |
|
|
| 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 |
1.0330 |
1.0157 |
0.0173 |
1.7% |
0.0055 |
0.5% |
39% |
False |
False |
57 |
| 10 |
1.0410 |
1.0157 |
0.0253 |
2.5% |
0.0065 |
0.6% |
27% |
False |
False |
67 |
| 20 |
1.0510 |
1.0157 |
0.0353 |
3.5% |
0.0062 |
0.6% |
19% |
False |
False |
59 |
| 40 |
1.0510 |
1.0098 |
0.0412 |
4.0% |
0.0052 |
0.5% |
31% |
False |
False |
52 |
| 60 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0050 |
0.5% |
47% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0367 |
|
1.618 |
1.0320 |
|
1.000 |
1.0291 |
|
0.618 |
1.0273 |
|
HIGH |
1.0244 |
|
0.618 |
1.0226 |
|
0.500 |
1.0221 |
|
0.382 |
1.0215 |
|
LOW |
1.0197 |
|
0.618 |
1.0168 |
|
1.000 |
1.0150 |
|
1.618 |
1.0121 |
|
2.618 |
1.0074 |
|
4.250 |
0.9997 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0217 |
| PP |
1.0222 |
1.0209 |
| S1 |
1.0221 |
1.0201 |
|