CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0279 |
0.0002 |
0.0% |
1.0243 |
| High |
1.0290 |
1.0279 |
-0.0011 |
-0.1% |
1.0290 |
| Low |
1.0250 |
1.0194 |
-0.0056 |
-0.5% |
1.0157 |
| Close |
1.0260 |
1.0233 |
-0.0027 |
-0.3% |
1.0233 |
| Range |
0.0040 |
0.0085 |
0.0045 |
112.5% |
0.0133 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.7% |
0.0000 |
| Volume |
95 |
79 |
-16 |
-16.8% |
392 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0447 |
1.0280 |
|
| R3 |
1.0405 |
1.0362 |
1.0256 |
|
| R2 |
1.0320 |
1.0320 |
1.0249 |
|
| R1 |
1.0277 |
1.0277 |
1.0241 |
1.0256 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0225 |
| S1 |
1.0192 |
1.0192 |
1.0225 |
1.0171 |
| S2 |
1.0150 |
1.0150 |
1.0217 |
|
| S3 |
1.0065 |
1.0107 |
1.0210 |
|
| S4 |
0.9980 |
1.0022 |
1.0186 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0626 |
1.0562 |
1.0306 |
|
| R3 |
1.0493 |
1.0429 |
1.0270 |
|
| R2 |
1.0360 |
1.0360 |
1.0257 |
|
| R1 |
1.0296 |
1.0296 |
1.0245 |
1.0262 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0209 |
| S1 |
1.0163 |
1.0163 |
1.0221 |
1.0129 |
| S2 |
1.0094 |
1.0094 |
1.0209 |
|
| S3 |
0.9961 |
1.0030 |
1.0196 |
|
| S4 |
0.9828 |
0.9897 |
1.0160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0290 |
1.0157 |
0.0133 |
1.3% |
0.0056 |
0.5% |
57% |
False |
False |
78 |
| 10 |
1.0410 |
1.0157 |
0.0253 |
2.5% |
0.0059 |
0.6% |
30% |
False |
False |
57 |
| 20 |
1.0510 |
1.0157 |
0.0353 |
3.4% |
0.0061 |
0.6% |
22% |
False |
False |
63 |
| 40 |
1.0510 |
1.0129 |
0.0381 |
3.7% |
0.0054 |
0.5% |
27% |
False |
False |
52 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0051 |
0.5% |
48% |
False |
False |
52 |
| 80 |
1.0510 |
0.9878 |
0.0632 |
6.2% |
0.0047 |
0.5% |
56% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0640 |
|
2.618 |
1.0502 |
|
1.618 |
1.0417 |
|
1.000 |
1.0364 |
|
0.618 |
1.0332 |
|
HIGH |
1.0279 |
|
0.618 |
1.0247 |
|
0.500 |
1.0237 |
|
0.382 |
1.0226 |
|
LOW |
1.0194 |
|
0.618 |
1.0141 |
|
1.000 |
1.0109 |
|
1.618 |
1.0056 |
|
2.618 |
0.9971 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0242 |
| PP |
1.0235 |
1.0239 |
| S1 |
1.0234 |
1.0236 |
|