CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0277 |
0.0077 |
0.8% |
1.0336 |
| High |
1.0244 |
1.0290 |
0.0046 |
0.4% |
1.0410 |
| Low |
1.0197 |
1.0250 |
0.0053 |
0.5% |
1.0238 |
| Close |
1.0225 |
1.0260 |
0.0035 |
0.3% |
1.0266 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-14.9% |
0.0172 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
71 |
95 |
24 |
33.8% |
183 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0387 |
1.0363 |
1.0282 |
|
| R3 |
1.0347 |
1.0323 |
1.0271 |
|
| R2 |
1.0307 |
1.0307 |
1.0267 |
|
| R1 |
1.0283 |
1.0283 |
1.0264 |
1.0275 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0263 |
| S1 |
1.0243 |
1.0243 |
1.0256 |
1.0235 |
| S2 |
1.0227 |
1.0227 |
1.0253 |
|
| S3 |
1.0187 |
1.0203 |
1.0249 |
|
| S4 |
1.0147 |
1.0163 |
1.0238 |
|
|
| 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 |
1.0306 |
1.0157 |
0.0149 |
1.5% |
0.0052 |
0.5% |
69% |
False |
False |
71 |
| 10 |
1.0410 |
1.0157 |
0.0253 |
2.5% |
0.0062 |
0.6% |
41% |
False |
False |
72 |
| 20 |
1.0510 |
1.0157 |
0.0353 |
3.4% |
0.0061 |
0.6% |
29% |
False |
False |
61 |
| 40 |
1.0510 |
1.0129 |
0.0381 |
3.7% |
0.0053 |
0.5% |
34% |
False |
False |
54 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0050 |
0.5% |
53% |
False |
False |
51 |
| 80 |
1.0510 |
0.9878 |
0.0632 |
6.2% |
0.0046 |
0.4% |
60% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0395 |
|
1.618 |
1.0355 |
|
1.000 |
1.0330 |
|
0.618 |
1.0315 |
|
HIGH |
1.0290 |
|
0.618 |
1.0275 |
|
0.500 |
1.0270 |
|
0.382 |
1.0265 |
|
LOW |
1.0250 |
|
0.618 |
1.0225 |
|
1.000 |
1.0210 |
|
1.618 |
1.0185 |
|
2.618 |
1.0145 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0248 |
| PP |
1.0267 |
1.0236 |
| S1 |
1.0263 |
1.0224 |
|