CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0335 |
1.0337 |
0.0002 |
0.0% |
1.0574 |
| High |
1.0437 |
1.0402 |
-0.0035 |
-0.3% |
1.0576 |
| Low |
1.0297 |
1.0304 |
0.0007 |
0.1% |
1.0285 |
| Close |
1.0308 |
1.0360 |
0.0052 |
0.5% |
1.0308 |
| Range |
0.0140 |
0.0098 |
-0.0042 |
-30.0% |
0.0291 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
149,298 |
79,066 |
-70,232 |
-47.0% |
523,267 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0603 |
1.0414 |
|
| R3 |
1.0551 |
1.0505 |
1.0387 |
|
| R2 |
1.0453 |
1.0453 |
1.0378 |
|
| R1 |
1.0407 |
1.0407 |
1.0369 |
1.0430 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0367 |
| S1 |
1.0309 |
1.0309 |
1.0351 |
1.0332 |
| S2 |
1.0257 |
1.0257 |
1.0342 |
|
| S3 |
1.0159 |
1.0211 |
1.0333 |
|
| S4 |
1.0061 |
1.0113 |
1.0306 |
|
|
| 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 |
1.0561 |
1.0285 |
0.0276 |
2.7% |
0.0119 |
1.2% |
27% |
False |
False |
107,574 |
| 10 |
1.0578 |
1.0285 |
0.0293 |
2.8% |
0.0103 |
1.0% |
26% |
False |
False |
87,233 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
3.0% |
0.0096 |
0.9% |
29% |
False |
False |
80,869 |
| 40 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0092 |
0.9% |
62% |
False |
False |
76,776 |
| 60 |
1.0578 |
0.9990 |
0.0588 |
5.7% |
0.0084 |
0.8% |
63% |
False |
False |
55,767 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0079 |
0.8% |
67% |
False |
False |
41,906 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
8.0% |
0.0076 |
0.7% |
74% |
False |
False |
33,552 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.7% |
0.0073 |
0.7% |
76% |
False |
False |
27,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0819 |
|
2.618 |
1.0659 |
|
1.618 |
1.0561 |
|
1.000 |
1.0500 |
|
0.618 |
1.0463 |
|
HIGH |
1.0402 |
|
0.618 |
1.0365 |
|
0.500 |
1.0353 |
|
0.382 |
1.0341 |
|
LOW |
1.0304 |
|
0.618 |
1.0243 |
|
1.000 |
1.0206 |
|
1.618 |
1.0145 |
|
2.618 |
1.0047 |
|
4.250 |
0.9888 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0358 |
1.0364 |
| PP |
1.0355 |
1.0362 |
| S1 |
1.0353 |
1.0361 |
|