CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0335 |
-0.0082 |
-0.8% |
1.0574 |
| High |
1.0442 |
1.0437 |
-0.0005 |
0.0% |
1.0576 |
| Low |
1.0285 |
1.0297 |
0.0012 |
0.1% |
1.0285 |
| Close |
1.0305 |
1.0308 |
0.0003 |
0.0% |
1.0308 |
| Range |
0.0157 |
0.0140 |
-0.0017 |
-10.8% |
0.0291 |
| ATR |
0.0092 |
0.0096 |
0.0003 |
3.7% |
0.0000 |
| Volume |
125,919 |
149,298 |
23,379 |
18.6% |
523,267 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0678 |
1.0385 |
|
| R3 |
1.0627 |
1.0538 |
1.0347 |
|
| R2 |
1.0487 |
1.0487 |
1.0334 |
|
| R1 |
1.0398 |
1.0398 |
1.0321 |
1.0373 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0335 |
| S1 |
1.0258 |
1.0258 |
1.0295 |
1.0233 |
| S2 |
1.0207 |
1.0207 |
1.0282 |
|
| S3 |
1.0067 |
1.0118 |
1.0270 |
|
| S4 |
0.9927 |
0.9978 |
1.0231 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1076 |
1.0468 |
|
| R3 |
1.0972 |
1.0785 |
1.0388 |
|
| R2 |
1.0681 |
1.0681 |
1.0361 |
|
| R1 |
1.0494 |
1.0494 |
1.0335 |
1.0442 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0364 |
| S1 |
1.0203 |
1.0203 |
1.0281 |
1.0151 |
| S2 |
1.0099 |
1.0099 |
1.0255 |
|
| S3 |
0.9808 |
0.9912 |
1.0228 |
|
| S4 |
0.9517 |
0.9621 |
1.0148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0576 |
1.0285 |
0.0291 |
2.8% |
0.0117 |
1.1% |
8% |
False |
False |
104,653 |
| 10 |
1.0578 |
1.0285 |
0.0293 |
2.8% |
0.0100 |
1.0% |
8% |
False |
False |
85,523 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
3.0% |
0.0095 |
0.9% |
12% |
False |
False |
80,354 |
| 40 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0092 |
0.9% |
53% |
False |
False |
76,650 |
| 60 |
1.0578 |
0.9987 |
0.0591 |
5.7% |
0.0083 |
0.8% |
54% |
False |
False |
54,452 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0078 |
0.8% |
59% |
False |
False |
40,919 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0076 |
0.7% |
67% |
False |
False |
32,763 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.7% |
0.0072 |
0.7% |
70% |
False |
False |
27,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0804 |
|
1.618 |
1.0664 |
|
1.000 |
1.0577 |
|
0.618 |
1.0524 |
|
HIGH |
1.0437 |
|
0.618 |
1.0384 |
|
0.500 |
1.0367 |
|
0.382 |
1.0350 |
|
LOW |
1.0297 |
|
0.618 |
1.0210 |
|
1.000 |
1.0157 |
|
1.618 |
1.0070 |
|
2.618 |
0.9930 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0399 |
| PP |
1.0347 |
1.0368 |
| S1 |
1.0328 |
1.0338 |
|