CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0224 |
-0.0049 |
-0.5% |
1.0325 |
| High |
1.0287 |
1.0255 |
-0.0032 |
-0.3% |
1.0473 |
| Low |
1.0205 |
1.0176 |
-0.0029 |
-0.3% |
1.0230 |
| Close |
1.0245 |
1.0247 |
0.0002 |
0.0% |
1.0295 |
| Range |
0.0082 |
0.0079 |
-0.0003 |
-3.7% |
0.0243 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
584 |
524 |
-60 |
-10.3% |
2,937 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0434 |
1.0290 |
|
| R3 |
1.0384 |
1.0355 |
1.0269 |
|
| R2 |
1.0305 |
1.0305 |
1.0261 |
|
| R1 |
1.0276 |
1.0276 |
1.0254 |
1.0291 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0233 |
| S1 |
1.0197 |
1.0197 |
1.0240 |
1.0212 |
| S2 |
1.0147 |
1.0147 |
1.0233 |
|
| S3 |
1.0068 |
1.0118 |
1.0225 |
|
| S4 |
0.9989 |
1.0039 |
1.0204 |
|
|
| 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 |
1.0176 |
0.0297 |
2.9% |
0.0107 |
1.0% |
24% |
False |
True |
515 |
| 10 |
1.0473 |
1.0176 |
0.0297 |
2.9% |
0.0109 |
1.1% |
24% |
False |
True |
533 |
| 20 |
1.0550 |
1.0176 |
0.0374 |
3.6% |
0.0094 |
0.9% |
19% |
False |
True |
378 |
| 40 |
1.0550 |
1.0121 |
0.0429 |
4.2% |
0.0077 |
0.8% |
29% |
False |
False |
249 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0071 |
0.7% |
46% |
False |
False |
203 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0059 |
0.6% |
53% |
False |
False |
158 |
| 100 |
1.0550 |
0.9798 |
0.0752 |
7.3% |
0.0050 |
0.5% |
60% |
False |
False |
130 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.5% |
0.0045 |
0.4% |
65% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0591 |
|
2.618 |
1.0462 |
|
1.618 |
1.0383 |
|
1.000 |
1.0334 |
|
0.618 |
1.0304 |
|
HIGH |
1.0255 |
|
0.618 |
1.0225 |
|
0.500 |
1.0216 |
|
0.382 |
1.0206 |
|
LOW |
1.0176 |
|
0.618 |
1.0127 |
|
1.000 |
1.0097 |
|
1.618 |
1.0048 |
|
2.618 |
0.9969 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0276 |
| PP |
1.0226 |
1.0266 |
| S1 |
1.0216 |
1.0257 |
|