CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0178 |
-0.0003 |
0.0% |
1.0187 |
| High |
1.0181 |
1.0195 |
0.0014 |
0.1% |
1.0202 |
| Low |
1.0137 |
1.0178 |
0.0041 |
0.4% |
1.0137 |
| Close |
1.0167 |
1.0186 |
0.0019 |
0.2% |
1.0186 |
| Range |
0.0044 |
0.0017 |
-0.0027 |
-61.4% |
0.0065 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
16 |
70 |
54 |
337.5% |
370 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0229 |
1.0195 |
|
| R3 |
1.0220 |
1.0212 |
1.0191 |
|
| R2 |
1.0203 |
1.0203 |
1.0189 |
|
| R1 |
1.0195 |
1.0195 |
1.0188 |
1.0199 |
| PP |
1.0186 |
1.0186 |
1.0186 |
1.0189 |
| S1 |
1.0178 |
1.0178 |
1.0184 |
1.0182 |
| S2 |
1.0169 |
1.0169 |
1.0183 |
|
| S3 |
1.0152 |
1.0161 |
1.0181 |
|
| S4 |
1.0135 |
1.0144 |
1.0177 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0343 |
1.0222 |
|
| R3 |
1.0305 |
1.0278 |
1.0204 |
|
| R2 |
1.0240 |
1.0240 |
1.0198 |
|
| R1 |
1.0213 |
1.0213 |
1.0192 |
1.0194 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0166 |
| S1 |
1.0148 |
1.0148 |
1.0180 |
1.0129 |
| S2 |
1.0110 |
1.0110 |
1.0174 |
|
| S3 |
1.0045 |
1.0083 |
1.0168 |
|
| S4 |
0.9980 |
1.0018 |
1.0150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0202 |
1.0137 |
0.0065 |
0.6% |
0.0035 |
0.3% |
75% |
False |
False |
74 |
| 10 |
1.0290 |
1.0137 |
0.0153 |
1.5% |
0.0045 |
0.4% |
32% |
False |
False |
76 |
| 20 |
1.0501 |
1.0137 |
0.0364 |
3.6% |
0.0056 |
0.6% |
13% |
False |
False |
73 |
| 40 |
1.0510 |
1.0137 |
0.0373 |
3.7% |
0.0055 |
0.5% |
13% |
False |
False |
57 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0051 |
0.5% |
39% |
False |
False |
55 |
| 80 |
1.0510 |
0.9949 |
0.0561 |
5.5% |
0.0046 |
0.5% |
42% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0240 |
|
1.618 |
1.0223 |
|
1.000 |
1.0212 |
|
0.618 |
1.0206 |
|
HIGH |
1.0195 |
|
0.618 |
1.0189 |
|
0.500 |
1.0187 |
|
0.382 |
1.0184 |
|
LOW |
1.0178 |
|
0.618 |
1.0167 |
|
1.000 |
1.0161 |
|
1.618 |
1.0150 |
|
2.618 |
1.0133 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0181 |
| PP |
1.0186 |
1.0175 |
| S1 |
1.0186 |
1.0170 |
|