CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0325 |
0.0015 |
0.1% |
1.0550 |
| High |
1.0409 |
1.0375 |
-0.0034 |
-0.3% |
1.0550 |
| Low |
1.0273 |
1.0280 |
0.0007 |
0.1% |
1.0264 |
| Close |
1.0282 |
1.0334 |
0.0052 |
0.5% |
1.0282 |
| Range |
0.0136 |
0.0095 |
-0.0041 |
-30.1% |
0.0286 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
643 |
835 |
192 |
29.9% |
1,692 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0569 |
1.0386 |
|
| R3 |
1.0520 |
1.0474 |
1.0360 |
|
| R2 |
1.0425 |
1.0425 |
1.0351 |
|
| R1 |
1.0379 |
1.0379 |
1.0343 |
1.0402 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0341 |
| S1 |
1.0284 |
1.0284 |
1.0325 |
1.0307 |
| S2 |
1.0235 |
1.0235 |
1.0317 |
|
| S3 |
1.0140 |
1.0189 |
1.0308 |
|
| S4 |
1.0045 |
1.0094 |
1.0282 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1039 |
1.0439 |
|
| R3 |
1.0937 |
1.0753 |
1.0361 |
|
| R2 |
1.0651 |
1.0651 |
1.0334 |
|
| R1 |
1.0467 |
1.0467 |
1.0308 |
1.0416 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0340 |
| S1 |
1.0181 |
1.0181 |
1.0256 |
1.0130 |
| S2 |
1.0079 |
1.0079 |
1.0230 |
|
| S3 |
0.9793 |
0.9895 |
1.0203 |
|
| S4 |
0.9507 |
0.9609 |
1.0125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0531 |
1.0264 |
0.0267 |
2.6% |
0.0112 |
1.1% |
26% |
False |
False |
464 |
| 10 |
1.0550 |
1.0264 |
0.0286 |
2.8% |
0.0094 |
0.9% |
24% |
False |
False |
326 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0085 |
0.8% |
28% |
False |
False |
252 |
| 40 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0077 |
0.7% |
62% |
False |
False |
192 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0064 |
0.6% |
62% |
False |
False |
151 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0053 |
0.5% |
66% |
False |
False |
121 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.8% |
0.0045 |
0.4% |
73% |
False |
False |
99 |
| 120 |
1.0550 |
0.9664 |
0.0886 |
8.6% |
0.0041 |
0.4% |
76% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0624 |
|
1.618 |
1.0529 |
|
1.000 |
1.0470 |
|
0.618 |
1.0434 |
|
HIGH |
1.0375 |
|
0.618 |
1.0339 |
|
0.500 |
1.0328 |
|
0.382 |
1.0316 |
|
LOW |
1.0280 |
|
0.618 |
1.0221 |
|
1.000 |
1.0185 |
|
1.618 |
1.0126 |
|
2.618 |
1.0031 |
|
4.250 |
0.9876 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0339 |
| PP |
1.0330 |
1.0337 |
| S1 |
1.0328 |
1.0336 |
|