CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0156 |
1.0181 |
0.0025 |
0.2% |
1.0243 |
| High |
1.0202 |
1.0181 |
-0.0021 |
-0.2% |
1.0290 |
| Low |
1.0156 |
1.0137 |
-0.0019 |
-0.2% |
1.0157 |
| Close |
1.0181 |
1.0167 |
-0.0014 |
-0.1% |
1.0233 |
| Range |
0.0046 |
0.0044 |
-0.0002 |
-4.3% |
0.0133 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
106 |
16 |
-90 |
-84.9% |
392 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0274 |
1.0191 |
|
| R3 |
1.0250 |
1.0230 |
1.0179 |
|
| R2 |
1.0206 |
1.0206 |
1.0175 |
|
| R1 |
1.0186 |
1.0186 |
1.0171 |
1.0174 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0156 |
| S1 |
1.0142 |
1.0142 |
1.0163 |
1.0130 |
| S2 |
1.0118 |
1.0118 |
1.0159 |
|
| S3 |
1.0074 |
1.0098 |
1.0155 |
|
| S4 |
1.0030 |
1.0054 |
1.0143 |
|
|
| 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 |
1.0279 |
1.0137 |
0.0142 |
1.4% |
0.0049 |
0.5% |
21% |
False |
True |
75 |
| 10 |
1.0306 |
1.0137 |
0.0169 |
1.7% |
0.0051 |
0.5% |
18% |
False |
True |
73 |
| 20 |
1.0510 |
1.0137 |
0.0373 |
3.7% |
0.0059 |
0.6% |
8% |
False |
True |
71 |
| 40 |
1.0510 |
1.0137 |
0.0373 |
3.7% |
0.0055 |
0.5% |
8% |
False |
True |
57 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0051 |
0.5% |
35% |
False |
False |
55 |
| 80 |
1.0510 |
0.9949 |
0.0561 |
5.5% |
0.0046 |
0.5% |
39% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0368 |
|
2.618 |
1.0296 |
|
1.618 |
1.0252 |
|
1.000 |
1.0225 |
|
0.618 |
1.0208 |
|
HIGH |
1.0181 |
|
0.618 |
1.0164 |
|
0.500 |
1.0159 |
|
0.382 |
1.0154 |
|
LOW |
1.0137 |
|
0.618 |
1.0110 |
|
1.000 |
1.0093 |
|
1.618 |
1.0066 |
|
2.618 |
1.0022 |
|
4.250 |
0.9950 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0170 |
| PP |
1.0162 |
1.0169 |
| S1 |
1.0159 |
1.0168 |
|