CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0380 |
1.0308 |
-0.0072 |
-0.7% |
1.0337 |
| High |
1.0404 |
1.0320 |
-0.0084 |
-0.8% |
1.0503 |
| Low |
1.0254 |
1.0228 |
-0.0026 |
-0.3% |
1.0254 |
| Close |
1.0321 |
1.0271 |
-0.0050 |
-0.5% |
1.0321 |
| Range |
0.0150 |
0.0092 |
-0.0058 |
-38.7% |
0.0249 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
108,775 |
90,156 |
-18,619 |
-17.1% |
464,494 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0549 |
1.0502 |
1.0322 |
|
| R3 |
1.0457 |
1.0410 |
1.0296 |
|
| R2 |
1.0365 |
1.0365 |
1.0288 |
|
| R1 |
1.0318 |
1.0318 |
1.0279 |
1.0296 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0262 |
| S1 |
1.0226 |
1.0226 |
1.0263 |
1.0204 |
| S2 |
1.0181 |
1.0181 |
1.0254 |
|
| S3 |
1.0089 |
1.0134 |
1.0246 |
|
| S4 |
0.9997 |
1.0042 |
1.0220 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.0963 |
1.0458 |
|
| R3 |
1.0857 |
1.0714 |
1.0389 |
|
| R2 |
1.0608 |
1.0608 |
1.0367 |
|
| R1 |
1.0465 |
1.0465 |
1.0344 |
1.0412 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0333 |
| S1 |
1.0216 |
1.0216 |
1.0298 |
1.0163 |
| S2 |
1.0110 |
1.0110 |
1.0275 |
|
| S3 |
0.9861 |
0.9967 |
1.0253 |
|
| S4 |
0.9612 |
0.9718 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0503 |
1.0228 |
0.0275 |
2.7% |
0.0115 |
1.1% |
16% |
False |
True |
95,116 |
| 10 |
1.0561 |
1.0228 |
0.0333 |
3.2% |
0.0117 |
1.1% |
13% |
False |
True |
101,345 |
| 20 |
1.0578 |
1.0228 |
0.0350 |
3.4% |
0.0106 |
1.0% |
12% |
False |
True |
85,931 |
| 40 |
1.0578 |
1.0128 |
0.0450 |
4.4% |
0.0090 |
0.9% |
32% |
False |
False |
76,176 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0088 |
0.9% |
47% |
False |
False |
63,667 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
53% |
False |
False |
47,837 |
| 100 |
1.0578 |
0.9795 |
0.0783 |
7.6% |
0.0079 |
0.8% |
61% |
False |
False |
38,301 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.8% |
0.0075 |
0.7% |
66% |
False |
False |
31,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0561 |
|
1.618 |
1.0469 |
|
1.000 |
1.0412 |
|
0.618 |
1.0377 |
|
HIGH |
1.0320 |
|
0.618 |
1.0285 |
|
0.500 |
1.0274 |
|
0.382 |
1.0263 |
|
LOW |
1.0228 |
|
0.618 |
1.0171 |
|
1.000 |
1.0136 |
|
1.618 |
1.0079 |
|
2.618 |
0.9987 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0318 |
| PP |
1.0273 |
1.0302 |
| S1 |
1.0272 |
1.0287 |
|