CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0325 |
1.0347 |
0.0022 |
0.2% |
1.0550 |
| High |
1.0375 |
1.0410 |
0.0035 |
0.3% |
1.0550 |
| Low |
1.0280 |
1.0325 |
0.0045 |
0.4% |
1.0264 |
| Close |
1.0334 |
1.0395 |
0.0061 |
0.6% |
1.0282 |
| Range |
0.0095 |
0.0085 |
-0.0010 |
-10.5% |
0.0286 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
835 |
633 |
-202 |
-24.2% |
1,692 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0598 |
1.0442 |
|
| R3 |
1.0547 |
1.0513 |
1.0418 |
|
| R2 |
1.0462 |
1.0462 |
1.0411 |
|
| R1 |
1.0428 |
1.0428 |
1.0403 |
1.0445 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0385 |
| S1 |
1.0343 |
1.0343 |
1.0387 |
1.0360 |
| S2 |
1.0292 |
1.0292 |
1.0379 |
|
| S3 |
1.0207 |
1.0258 |
1.0372 |
|
| S4 |
1.0122 |
1.0173 |
1.0348 |
|
|
| 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 |
1.0473 |
1.0264 |
0.0209 |
2.0% |
0.0112 |
1.1% |
63% |
False |
False |
551 |
| 10 |
1.0550 |
1.0264 |
0.0286 |
2.8% |
0.0096 |
0.9% |
46% |
False |
False |
379 |
| 20 |
1.0550 |
1.0250 |
0.0300 |
2.9% |
0.0088 |
0.8% |
48% |
False |
False |
272 |
| 40 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0078 |
0.7% |
73% |
False |
False |
206 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.4% |
0.0064 |
0.6% |
73% |
False |
False |
161 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0053 |
0.5% |
76% |
False |
False |
129 |
| 100 |
1.0550 |
0.9740 |
0.0810 |
7.8% |
0.0046 |
0.4% |
81% |
False |
False |
106 |
| 120 |
1.0550 |
0.9664 |
0.0886 |
8.5% |
0.0041 |
0.4% |
83% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0771 |
|
2.618 |
1.0633 |
|
1.618 |
1.0548 |
|
1.000 |
1.0495 |
|
0.618 |
1.0463 |
|
HIGH |
1.0410 |
|
0.618 |
1.0378 |
|
0.500 |
1.0368 |
|
0.382 |
1.0357 |
|
LOW |
1.0325 |
|
0.618 |
1.0272 |
|
1.000 |
1.0240 |
|
1.618 |
1.0187 |
|
2.618 |
1.0102 |
|
4.250 |
0.9964 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0377 |
| PP |
1.0377 |
1.0359 |
| S1 |
1.0368 |
1.0342 |
|