CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0475 |
-0.0075 |
-0.7% |
1.0450 |
| High |
1.0550 |
1.0531 |
-0.0019 |
-0.2% |
1.0542 |
| Low |
1.0470 |
1.0445 |
-0.0025 |
-0.2% |
1.0405 |
| Close |
1.0495 |
1.0448 |
-0.0047 |
-0.4% |
1.0535 |
| Range |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0137 |
| ATR |
0.0075 |
0.0075 |
0.0001 |
1.1% |
0.0000 |
| Volume |
205 |
196 |
-9 |
-4.4% |
904 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0676 |
1.0495 |
|
| R3 |
1.0647 |
1.0590 |
1.0472 |
|
| R2 |
1.0561 |
1.0561 |
1.0464 |
|
| R1 |
1.0504 |
1.0504 |
1.0456 |
1.0490 |
| PP |
1.0475 |
1.0475 |
1.0475 |
1.0467 |
| S1 |
1.0418 |
1.0418 |
1.0440 |
1.0404 |
| S2 |
1.0389 |
1.0389 |
1.0432 |
|
| S3 |
1.0303 |
1.0332 |
1.0424 |
|
| S4 |
1.0217 |
1.0246 |
1.0401 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0857 |
1.0610 |
|
| R3 |
1.0768 |
1.0720 |
1.0573 |
|
| R2 |
1.0631 |
1.0631 |
1.0560 |
|
| R1 |
1.0583 |
1.0583 |
1.0548 |
1.0607 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0506 |
| S1 |
1.0446 |
1.0446 |
1.0522 |
1.0470 |
| S2 |
1.0357 |
1.0357 |
1.0510 |
|
| S3 |
1.0220 |
1.0309 |
1.0497 |
|
| S4 |
1.0083 |
1.0172 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0550 |
1.0405 |
0.0145 |
1.4% |
0.0081 |
0.8% |
30% |
False |
False |
207 |
| 10 |
1.0550 |
1.0313 |
0.0237 |
2.3% |
0.0078 |
0.7% |
57% |
False |
False |
223 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0074 |
0.7% |
66% |
False |
False |
185 |
| 40 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0071 |
0.7% |
82% |
False |
False |
158 |
| 60 |
1.0550 |
0.9981 |
0.0569 |
5.4% |
0.0057 |
0.5% |
82% |
False |
False |
117 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.1% |
0.0047 |
0.5% |
84% |
False |
False |
95 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.8% |
0.0041 |
0.4% |
87% |
False |
False |
83 |
| 120 |
1.0550 |
0.9664 |
0.0886 |
8.5% |
0.0037 |
0.4% |
88% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0756 |
|
1.618 |
1.0670 |
|
1.000 |
1.0617 |
|
0.618 |
1.0584 |
|
HIGH |
1.0531 |
|
0.618 |
1.0498 |
|
0.500 |
1.0488 |
|
0.382 |
1.0478 |
|
LOW |
1.0445 |
|
0.618 |
1.0392 |
|
1.000 |
1.0359 |
|
1.618 |
1.0306 |
|
2.618 |
1.0220 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0494 |
| PP |
1.0475 |
1.0479 |
| S1 |
1.0461 |
1.0463 |
|