CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0334 |
1.0273 |
-0.0061 |
-0.6% |
1.0325 |
| High |
1.0376 |
1.0287 |
-0.0089 |
-0.9% |
1.0473 |
| Low |
1.0230 |
1.0205 |
-0.0025 |
-0.2% |
1.0230 |
| Close |
1.0295 |
1.0245 |
-0.0050 |
-0.5% |
1.0295 |
| Range |
0.0146 |
0.0082 |
-0.0064 |
-43.8% |
0.0243 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
605 |
584 |
-21 |
-3.5% |
2,937 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0450 |
1.0290 |
|
| R3 |
1.0410 |
1.0368 |
1.0268 |
|
| R2 |
1.0328 |
1.0328 |
1.0260 |
|
| R1 |
1.0286 |
1.0286 |
1.0253 |
1.0266 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0236 |
| S1 |
1.0204 |
1.0204 |
1.0237 |
1.0184 |
| S2 |
1.0164 |
1.0164 |
1.0230 |
|
| S3 |
1.0082 |
1.0122 |
1.0222 |
|
| S4 |
1.0000 |
1.0040 |
1.0200 |
|
|
| 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 |
1.0205 |
0.0268 |
2.6% |
0.0108 |
1.1% |
15% |
False |
True |
537 |
| 10 |
1.0531 |
1.0205 |
0.0326 |
3.2% |
0.0110 |
1.1% |
12% |
False |
True |
500 |
| 20 |
1.0550 |
1.0205 |
0.0345 |
3.4% |
0.0096 |
0.9% |
12% |
False |
True |
353 |
| 40 |
1.0550 |
1.0121 |
0.0429 |
4.2% |
0.0077 |
0.8% |
29% |
False |
False |
237 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0071 |
0.7% |
46% |
False |
False |
194 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0058 |
0.6% |
52% |
False |
False |
152 |
| 100 |
1.0550 |
0.9780 |
0.0770 |
7.5% |
0.0050 |
0.5% |
60% |
False |
False |
126 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.5% |
0.0044 |
0.4% |
65% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0502 |
|
1.618 |
1.0420 |
|
1.000 |
1.0369 |
|
0.618 |
1.0338 |
|
HIGH |
1.0287 |
|
0.618 |
1.0256 |
|
0.500 |
1.0246 |
|
0.382 |
1.0236 |
|
LOW |
1.0205 |
|
0.618 |
1.0154 |
|
1.000 |
1.0123 |
|
1.618 |
1.0072 |
|
2.618 |
0.9990 |
|
4.250 |
0.9857 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0246 |
1.0291 |
| PP |
1.0246 |
1.0275 |
| S1 |
1.0245 |
1.0260 |
|