CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0186 |
0.0008 |
0.1% |
1.0187 |
| High |
1.0195 |
1.0305 |
0.0110 |
1.1% |
1.0202 |
| Low |
1.0178 |
1.0181 |
0.0003 |
0.0% |
1.0137 |
| Close |
1.0186 |
1.0266 |
0.0080 |
0.8% |
1.0186 |
| Range |
0.0017 |
0.0124 |
0.0107 |
629.4% |
0.0065 |
| ATR |
0.0062 |
0.0067 |
0.0004 |
7.1% |
0.0000 |
| Volume |
70 |
22 |
-48 |
-68.6% |
370 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0568 |
1.0334 |
|
| R3 |
1.0499 |
1.0444 |
1.0300 |
|
| R2 |
1.0375 |
1.0375 |
1.0289 |
|
| R1 |
1.0320 |
1.0320 |
1.0277 |
1.0348 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0264 |
| S1 |
1.0196 |
1.0196 |
1.0255 |
1.0224 |
| S2 |
1.0127 |
1.0127 |
1.0243 |
|
| S3 |
1.0003 |
1.0072 |
1.0232 |
|
| S4 |
0.9879 |
0.9948 |
1.0198 |
|
|
| 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 |
1.0305 |
1.0137 |
0.0168 |
1.6% |
0.0050 |
0.5% |
77% |
True |
False |
66 |
| 10 |
1.0305 |
1.0137 |
0.0168 |
1.6% |
0.0053 |
0.5% |
77% |
True |
False |
66 |
| 20 |
1.0495 |
1.0137 |
0.0358 |
3.5% |
0.0060 |
0.6% |
36% |
False |
False |
70 |
| 40 |
1.0510 |
1.0137 |
0.0373 |
3.6% |
0.0057 |
0.6% |
35% |
False |
False |
57 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0053 |
0.5% |
54% |
False |
False |
55 |
| 80 |
1.0510 |
0.9949 |
0.0561 |
5.5% |
0.0047 |
0.5% |
57% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0630 |
|
1.618 |
1.0506 |
|
1.000 |
1.0429 |
|
0.618 |
1.0382 |
|
HIGH |
1.0305 |
|
0.618 |
1.0258 |
|
0.500 |
1.0243 |
|
0.382 |
1.0228 |
|
LOW |
1.0181 |
|
0.618 |
1.0104 |
|
1.000 |
1.0057 |
|
1.618 |
0.9980 |
|
2.618 |
0.9856 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0251 |
| PP |
1.0251 |
1.0236 |
| S1 |
1.0243 |
1.0221 |
|