CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0507 |
1.0483 |
-0.0024 |
-0.2% |
1.0478 |
| High |
1.0561 |
1.0512 |
-0.0049 |
-0.5% |
1.0578 |
| Low |
1.0469 |
1.0402 |
-0.0067 |
-0.6% |
1.0429 |
| Close |
1.0474 |
1.0433 |
-0.0041 |
-0.4% |
1.0562 |
| Range |
0.0092 |
0.0110 |
0.0018 |
19.6% |
0.0149 |
| ATR |
0.0086 |
0.0087 |
0.0002 |
2.0% |
0.0000 |
| Volume |
82,123 |
101,467 |
19,344 |
23.6% |
331,964 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0779 |
1.0716 |
1.0494 |
|
| R3 |
1.0669 |
1.0606 |
1.0463 |
|
| R2 |
1.0559 |
1.0559 |
1.0453 |
|
| R1 |
1.0496 |
1.0496 |
1.0443 |
1.0473 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0437 |
| S1 |
1.0386 |
1.0386 |
1.0423 |
1.0363 |
| S2 |
1.0339 |
1.0339 |
1.0413 |
|
| S3 |
1.0229 |
1.0276 |
1.0403 |
|
| S4 |
1.0119 |
1.0166 |
1.0373 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0915 |
1.0644 |
|
| R3 |
1.0821 |
1.0766 |
1.0603 |
|
| R2 |
1.0672 |
1.0672 |
1.0589 |
|
| R1 |
1.0617 |
1.0617 |
1.0576 |
1.0645 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0537 |
| S1 |
1.0468 |
1.0468 |
1.0548 |
1.0496 |
| S2 |
1.0374 |
1.0374 |
1.0535 |
|
| S3 |
1.0225 |
1.0319 |
1.0521 |
|
| S4 |
1.0076 |
1.0170 |
1.0480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0402 |
0.0176 |
1.7% |
0.0093 |
0.9% |
18% |
False |
True |
76,917 |
| 10 |
1.0578 |
1.0402 |
0.0176 |
1.7% |
0.0088 |
0.8% |
18% |
False |
True |
71,287 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0087 |
0.8% |
53% |
False |
False |
72,649 |
| 40 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0088 |
0.8% |
75% |
False |
False |
72,775 |
| 60 |
1.0578 |
0.9987 |
0.0591 |
5.7% |
0.0080 |
0.8% |
75% |
False |
False |
49,876 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.3% |
0.0076 |
0.7% |
78% |
False |
False |
37,482 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
7.9% |
0.0074 |
0.7% |
82% |
False |
False |
30,014 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.6% |
0.0070 |
0.7% |
84% |
False |
False |
25,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0800 |
|
1.618 |
1.0690 |
|
1.000 |
1.0622 |
|
0.618 |
1.0580 |
|
HIGH |
1.0512 |
|
0.618 |
1.0470 |
|
0.500 |
1.0457 |
|
0.382 |
1.0444 |
|
LOW |
1.0402 |
|
0.618 |
1.0334 |
|
1.000 |
1.0292 |
|
1.618 |
1.0224 |
|
2.618 |
1.0114 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0457 |
1.0489 |
| PP |
1.0449 |
1.0470 |
| S1 |
1.0441 |
1.0452 |
|