CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0372 |
1.0334 |
-0.0038 |
-0.4% |
1.0325 |
| High |
1.0375 |
1.0376 |
0.0001 |
0.0% |
1.0473 |
| Low |
1.0280 |
1.0230 |
-0.0050 |
-0.5% |
1.0230 |
| Close |
1.0348 |
1.0295 |
-0.0053 |
-0.5% |
1.0295 |
| Range |
0.0095 |
0.0146 |
0.0051 |
53.7% |
0.0243 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.4% |
0.0000 |
| Volume |
564 |
605 |
41 |
7.3% |
2,937 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0738 |
1.0663 |
1.0375 |
|
| R3 |
1.0592 |
1.0517 |
1.0335 |
|
| R2 |
1.0446 |
1.0446 |
1.0322 |
|
| R1 |
1.0371 |
1.0371 |
1.0308 |
1.0336 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0283 |
| S1 |
1.0225 |
1.0225 |
1.0282 |
1.0190 |
| S2 |
1.0154 |
1.0154 |
1.0268 |
|
| S3 |
1.0008 |
1.0079 |
1.0255 |
|
| S4 |
0.9862 |
0.9933 |
1.0215 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.0921 |
1.0429 |
|
| R3 |
1.0819 |
1.0678 |
1.0362 |
|
| R2 |
1.0576 |
1.0576 |
1.0340 |
|
| R1 |
1.0435 |
1.0435 |
1.0317 |
1.0384 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0307 |
| S1 |
1.0192 |
1.0192 |
1.0273 |
1.0141 |
| S2 |
1.0090 |
1.0090 |
1.0250 |
|
| S3 |
0.9847 |
0.9949 |
1.0228 |
|
| S4 |
0.9604 |
0.9706 |
1.0161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0473 |
1.0230 |
0.0243 |
2.4% |
0.0111 |
1.1% |
27% |
False |
True |
587 |
| 10 |
1.0550 |
1.0230 |
0.0320 |
3.1% |
0.0110 |
1.1% |
20% |
False |
True |
462 |
| 20 |
1.0550 |
1.0230 |
0.0320 |
3.1% |
0.0095 |
0.9% |
20% |
False |
True |
329 |
| 40 |
1.0550 |
1.0100 |
0.0450 |
4.4% |
0.0076 |
0.7% |
43% |
False |
False |
225 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0069 |
0.7% |
55% |
False |
False |
185 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0057 |
0.6% |
60% |
False |
False |
146 |
| 100 |
1.0550 |
0.9755 |
0.0795 |
7.7% |
0.0049 |
0.5% |
68% |
False |
False |
120 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.5% |
0.0044 |
0.4% |
71% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0758 |
|
1.618 |
1.0612 |
|
1.000 |
1.0522 |
|
0.618 |
1.0466 |
|
HIGH |
1.0376 |
|
0.618 |
1.0320 |
|
0.500 |
1.0303 |
|
0.382 |
1.0286 |
|
LOW |
1.0230 |
|
0.618 |
1.0140 |
|
1.000 |
1.0084 |
|
1.618 |
0.9994 |
|
2.618 |
0.9848 |
|
4.250 |
0.9610 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0303 |
1.0352 |
| PP |
1.0300 |
1.0333 |
| S1 |
1.0298 |
1.0314 |
|