CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0225 |
1.0233 |
0.0008 |
0.1% |
1.0308 |
| High |
1.0246 |
1.0258 |
0.0012 |
0.1% |
1.0366 |
| Low |
1.0206 |
1.0182 |
-0.0024 |
-0.2% |
1.0204 |
| Close |
1.0228 |
1.0229 |
0.0001 |
0.0% |
1.0282 |
| Range |
0.0040 |
0.0076 |
0.0036 |
90.0% |
0.0162 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
64,145 |
68,482 |
4,337 |
6.8% |
422,226 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0416 |
1.0271 |
|
| R3 |
1.0375 |
1.0340 |
1.0250 |
|
| R2 |
1.0299 |
1.0299 |
1.0243 |
|
| R1 |
1.0264 |
1.0264 |
1.0236 |
1.0244 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0213 |
| S1 |
1.0188 |
1.0188 |
1.0222 |
1.0168 |
| S2 |
1.0147 |
1.0147 |
1.0215 |
|
| S3 |
1.0071 |
1.0112 |
1.0208 |
|
| S4 |
0.9995 |
1.0036 |
1.0187 |
|
|
| 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 |
1.0182 |
0.0184 |
1.8% |
0.0085 |
0.8% |
26% |
False |
True |
76,850 |
| 10 |
1.0408 |
1.0182 |
0.0226 |
2.2% |
0.0092 |
0.9% |
21% |
False |
True |
84,281 |
| 20 |
1.0578 |
1.0182 |
0.0396 |
3.9% |
0.0100 |
1.0% |
12% |
False |
True |
87,520 |
| 40 |
1.0578 |
1.0182 |
0.0396 |
3.9% |
0.0091 |
0.9% |
12% |
False |
True |
78,321 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0089 |
0.9% |
39% |
False |
False |
72,440 |
| 80 |
1.0578 |
0.9970 |
0.0608 |
5.9% |
0.0084 |
0.8% |
43% |
False |
False |
54,510 |
| 100 |
1.0578 |
0.9918 |
0.0660 |
6.5% |
0.0080 |
0.8% |
47% |
False |
False |
43,652 |
| 120 |
1.0578 |
0.9754 |
0.0824 |
8.1% |
0.0076 |
0.7% |
58% |
False |
False |
36,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0581 |
|
2.618 |
1.0457 |
|
1.618 |
1.0381 |
|
1.000 |
1.0334 |
|
0.618 |
1.0305 |
|
HIGH |
1.0258 |
|
0.618 |
1.0229 |
|
0.500 |
1.0220 |
|
0.382 |
1.0211 |
|
LOW |
1.0182 |
|
0.618 |
1.0135 |
|
1.000 |
1.0106 |
|
1.618 |
1.0059 |
|
2.618 |
0.9983 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0226 |
1.0232 |
| PP |
1.0223 |
1.0231 |
| S1 |
1.0220 |
1.0230 |
|