CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0393 |
1.0286 |
-0.0107 |
-1.0% |
1.0485 |
High |
1.0410 |
1.0330 |
-0.0080 |
-0.8% |
1.0501 |
Low |
1.0327 |
1.0277 |
-0.0050 |
-0.5% |
1.0248 |
Close |
1.0333 |
1.0318 |
-0.0015 |
-0.1% |
1.0253 |
Range |
0.0083 |
0.0053 |
-0.0030 |
-36.1% |
0.0253 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
18 |
26 |
8 |
44.4% |
533 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0467 |
1.0446 |
1.0347 |
|
R3 |
1.0414 |
1.0393 |
1.0333 |
|
R2 |
1.0361 |
1.0361 |
1.0328 |
|
R1 |
1.0340 |
1.0340 |
1.0323 |
1.0351 |
PP |
1.0308 |
1.0308 |
1.0308 |
1.0314 |
S1 |
1.0287 |
1.0287 |
1.0313 |
1.0298 |
S2 |
1.0255 |
1.0255 |
1.0308 |
|
S3 |
1.0202 |
1.0234 |
1.0303 |
|
S4 |
1.0149 |
1.0181 |
1.0289 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1093 |
1.0926 |
1.0392 |
|
R3 |
1.0840 |
1.0673 |
1.0323 |
|
R2 |
1.0587 |
1.0587 |
1.0299 |
|
R1 |
1.0420 |
1.0420 |
1.0276 |
1.0377 |
PP |
1.0334 |
1.0334 |
1.0334 |
1.0313 |
S1 |
1.0167 |
1.0167 |
1.0230 |
1.0124 |
S2 |
1.0081 |
1.0081 |
1.0207 |
|
S3 |
0.9828 |
0.9914 |
1.0183 |
|
S4 |
0.9575 |
0.9661 |
1.0114 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0410 |
1.0250 |
0.0160 |
1.6% |
0.0072 |
0.7% |
43% |
False |
False |
74 |
10 |
1.0510 |
1.0248 |
0.0262 |
2.5% |
0.0068 |
0.7% |
27% |
False |
False |
68 |
20 |
1.0510 |
1.0248 |
0.0262 |
2.5% |
0.0064 |
0.6% |
27% |
False |
False |
51 |
40 |
1.0510 |
1.0054 |
0.0456 |
4.4% |
0.0052 |
0.5% |
58% |
False |
False |
49 |
60 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0048 |
0.5% |
64% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0555 |
2.618 |
1.0469 |
1.618 |
1.0416 |
1.000 |
1.0383 |
0.618 |
1.0363 |
HIGH |
1.0330 |
0.618 |
1.0310 |
0.500 |
1.0304 |
0.382 |
1.0297 |
LOW |
1.0277 |
0.618 |
1.0244 |
1.000 |
1.0224 |
1.618 |
1.0191 |
2.618 |
1.0138 |
4.250 |
1.0052 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0313 |
1.0344 |
PP |
1.0308 |
1.0335 |
S1 |
1.0304 |
1.0327 |
|