CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0337 |
1.0373 |
0.0036 |
0.3% |
1.0574 |
High |
1.0402 |
1.0442 |
0.0040 |
0.4% |
1.0576 |
Low |
1.0304 |
1.0350 |
0.0046 |
0.4% |
1.0285 |
Close |
1.0360 |
1.0421 |
0.0061 |
0.6% |
1.0308 |
Range |
0.0098 |
0.0092 |
-0.0006 |
-6.1% |
0.0291 |
ATR |
0.0096 |
0.0096 |
0.0000 |
-0.3% |
0.0000 |
Volume |
79,066 |
70,044 |
-9,022 |
-11.4% |
523,267 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0680 |
1.0643 |
1.0472 |
|
R3 |
1.0588 |
1.0551 |
1.0446 |
|
R2 |
1.0496 |
1.0496 |
1.0438 |
|
R1 |
1.0459 |
1.0459 |
1.0429 |
1.0478 |
PP |
1.0404 |
1.0404 |
1.0404 |
1.0414 |
S1 |
1.0367 |
1.0367 |
1.0413 |
1.0386 |
S2 |
1.0312 |
1.0312 |
1.0404 |
|
S3 |
1.0220 |
1.0275 |
1.0396 |
|
S4 |
1.0128 |
1.0183 |
1.0370 |
|
|
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 |
1.0512 |
1.0285 |
0.0227 |
2.2% |
0.0119 |
1.1% |
60% |
False |
False |
105,158 |
10 |
1.0578 |
1.0285 |
0.0293 |
2.8% |
0.0105 |
1.0% |
46% |
False |
False |
88,188 |
20 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0099 |
0.9% |
49% |
False |
False |
81,677 |
40 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0093 |
0.9% |
73% |
False |
False |
77,082 |
60 |
1.0578 |
1.0004 |
0.0574 |
5.5% |
0.0083 |
0.8% |
73% |
False |
False |
56,928 |
80 |
1.0578 |
0.9918 |
0.0660 |
6.3% |
0.0080 |
0.8% |
76% |
False |
False |
42,780 |
100 |
1.0578 |
0.9754 |
0.0824 |
7.9% |
0.0076 |
0.7% |
81% |
False |
False |
34,252 |
120 |
1.0578 |
0.9677 |
0.0901 |
8.6% |
0.0072 |
0.7% |
83% |
False |
False |
28,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0833 |
2.618 |
1.0683 |
1.618 |
1.0591 |
1.000 |
1.0534 |
0.618 |
1.0499 |
HIGH |
1.0442 |
0.618 |
1.0407 |
0.500 |
1.0396 |
0.382 |
1.0385 |
LOW |
1.0350 |
0.618 |
1.0293 |
1.000 |
1.0258 |
1.618 |
1.0201 |
2.618 |
1.0109 |
4.250 |
0.9959 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0413 |
1.0404 |
PP |
1.0404 |
1.0387 |
S1 |
1.0396 |
1.0370 |
|