CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0325 |
0.0021 |
0.2% |
1.0308 |
| High |
1.0354 |
1.0366 |
0.0012 |
0.1% |
1.0366 |
| Low |
1.0275 |
1.0228 |
-0.0047 |
-0.5% |
1.0204 |
| Close |
1.0312 |
1.0282 |
-0.0030 |
-0.3% |
1.0282 |
| Range |
0.0079 |
0.0138 |
0.0059 |
74.7% |
0.0162 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.1% |
0.0000 |
| Volume |
74,845 |
105,523 |
30,678 |
41.0% |
422,226 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0632 |
1.0358 |
|
| R3 |
1.0568 |
1.0494 |
1.0320 |
|
| R2 |
1.0430 |
1.0430 |
1.0307 |
|
| R1 |
1.0356 |
1.0356 |
1.0295 |
1.0324 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0276 |
| S1 |
1.0218 |
1.0218 |
1.0269 |
1.0186 |
| S2 |
1.0154 |
1.0154 |
1.0257 |
|
| S3 |
1.0016 |
1.0080 |
1.0244 |
|
| S4 |
0.9878 |
0.9942 |
1.0206 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0688 |
1.0371 |
|
| R3 |
1.0608 |
1.0526 |
1.0327 |
|
| R2 |
1.0446 |
1.0446 |
1.0312 |
|
| R1 |
1.0364 |
1.0364 |
1.0297 |
1.0324 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0264 |
| S1 |
1.0202 |
1.0202 |
1.0267 |
1.0162 |
| S2 |
1.0122 |
1.0122 |
1.0252 |
|
| S3 |
0.9960 |
1.0040 |
1.0237 |
|
| S4 |
0.9798 |
0.9878 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0366 |
1.0204 |
0.0162 |
1.6% |
0.0091 |
0.9% |
48% |
True |
False |
84,445 |
| 10 |
1.0503 |
1.0204 |
0.0299 |
2.9% |
0.0104 |
1.0% |
26% |
False |
False |
88,672 |
| 20 |
1.0578 |
1.0204 |
0.0374 |
3.6% |
0.0102 |
1.0% |
21% |
False |
False |
87,097 |
| 40 |
1.0578 |
1.0158 |
0.0420 |
4.1% |
0.0091 |
0.9% |
30% |
False |
False |
77,394 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0089 |
0.9% |
48% |
False |
False |
69,133 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0084 |
0.8% |
55% |
False |
False |
51,967 |
| 100 |
1.0578 |
0.9910 |
0.0668 |
6.5% |
0.0080 |
0.8% |
56% |
False |
False |
41,617 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.8% |
0.0076 |
0.7% |
67% |
False |
False |
34,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0727 |
|
1.618 |
1.0589 |
|
1.000 |
1.0504 |
|
0.618 |
1.0451 |
|
HIGH |
1.0366 |
|
0.618 |
1.0313 |
|
0.500 |
1.0297 |
|
0.382 |
1.0281 |
|
LOW |
1.0228 |
|
0.618 |
1.0143 |
|
1.000 |
1.0090 |
|
1.618 |
1.0005 |
|
2.618 |
0.9867 |
|
4.250 |
0.9642 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0297 |
| PP |
1.0292 |
1.0292 |
| S1 |
1.0287 |
1.0287 |
|