CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0283 |
0.0028 |
0.3% |
1.0325 |
| High |
1.0275 |
1.0326 |
0.0051 |
0.5% |
1.0473 |
| Low |
1.0220 |
1.0262 |
0.0042 |
0.4% |
1.0230 |
| Close |
1.0250 |
1.0287 |
0.0037 |
0.4% |
1.0295 |
| Range |
0.0055 |
0.0064 |
0.0009 |
16.4% |
0.0243 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
317 |
428 |
111 |
35.0% |
2,937 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0449 |
1.0322 |
|
| R3 |
1.0420 |
1.0385 |
1.0305 |
|
| R2 |
1.0356 |
1.0356 |
1.0299 |
|
| R1 |
1.0321 |
1.0321 |
1.0293 |
1.0339 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0300 |
| S1 |
1.0257 |
1.0257 |
1.0281 |
1.0275 |
| S2 |
1.0228 |
1.0228 |
1.0275 |
|
| S3 |
1.0164 |
1.0193 |
1.0269 |
|
| S4 |
1.0100 |
1.0129 |
1.0252 |
|
|
| 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 |
1.0376 |
1.0176 |
0.0200 |
1.9% |
0.0085 |
0.8% |
56% |
False |
False |
491 |
| 10 |
1.0473 |
1.0176 |
0.0297 |
2.9% |
0.0097 |
0.9% |
37% |
False |
False |
543 |
| 20 |
1.0550 |
1.0176 |
0.0374 |
3.6% |
0.0091 |
0.9% |
30% |
False |
False |
385 |
| 40 |
1.0550 |
1.0137 |
0.0413 |
4.0% |
0.0078 |
0.8% |
36% |
False |
False |
264 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0072 |
0.7% |
53% |
False |
False |
214 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0060 |
0.6% |
59% |
False |
False |
167 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.2% |
0.0051 |
0.5% |
59% |
False |
False |
138 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.5% |
0.0046 |
0.4% |
70% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0494 |
|
1.618 |
1.0430 |
|
1.000 |
1.0390 |
|
0.618 |
1.0366 |
|
HIGH |
1.0326 |
|
0.618 |
1.0302 |
|
0.500 |
1.0294 |
|
0.382 |
1.0286 |
|
LOW |
1.0262 |
|
0.618 |
1.0222 |
|
1.000 |
1.0198 |
|
1.618 |
1.0158 |
|
2.618 |
1.0094 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0294 |
1.0275 |
| PP |
1.0292 |
1.0263 |
| S1 |
1.0289 |
1.0251 |
|