CME Canadian Dollar Future June 2011


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Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 1.0373 1.0437 0.0064 0.6% 1.0574
High 1.0442 1.0503 0.0061 0.6% 1.0576
Low 1.0350 1.0365 0.0015 0.1% 1.0285
Close 1.0421 1.0389 -0.0032 -0.3% 1.0308
Range 0.0092 0.0138 0.0046 50.0% 0.0291
ATR 0.0096 0.0099 0.0003 3.2% 0.0000
Volume 70,044 98,675 28,631 40.9% 523,267
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 1.0833 1.0749 1.0465
R3 1.0695 1.0611 1.0427
R2 1.0557 1.0557 1.0414
R1 1.0473 1.0473 1.0402 1.0446
PP 1.0419 1.0419 1.0419 1.0406
S1 1.0335 1.0335 1.0376 1.0308
S2 1.0281 1.0281 1.0364
S3 1.0143 1.0197 1.0351
S4 1.0005 1.0059 1.0313
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 1.0503 1.0285 0.0218 2.1% 0.0125 1.2% 48% True False 104,600
10 1.0578 1.0285 0.0293 2.8% 0.0109 1.0% 35% False False 90,758
20 1.0578 1.0272 0.0306 2.9% 0.0100 1.0% 38% False False 81,436
40 1.0578 1.0013 0.0565 5.4% 0.0090 0.9% 67% False False 75,452
60 1.0578 1.0004 0.0574 5.5% 0.0085 0.8% 67% False False 58,568
80 1.0578 0.9918 0.0660 6.4% 0.0080 0.8% 71% False False 44,010
100 1.0578 0.9754 0.0824 7.9% 0.0077 0.7% 77% False False 35,238
120 1.0578 0.9677 0.0901 8.7% 0.0073 0.7% 79% False False 29,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1090
2.618 1.0864
1.618 1.0726
1.000 1.0641
0.618 1.0588
HIGH 1.0503
0.618 1.0450
0.500 1.0434
0.382 1.0418
LOW 1.0365
0.618 1.0280
1.000 1.0227
1.618 1.0142
2.618 1.0004
4.250 0.9779
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 1.0434 1.0404
PP 1.0419 1.0399
S1 1.0404 1.0394

These figures are updated between 7pm and 10pm EST after a trading day.

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