CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0305 |
0.0022 |
0.2% |
1.0273 |
| High |
1.0326 |
1.0335 |
0.0009 |
0.1% |
1.0335 |
| Low |
1.0262 |
1.0205 |
-0.0057 |
-0.6% |
1.0176 |
| Close |
1.0287 |
1.0258 |
-0.0029 |
-0.3% |
1.0258 |
| Range |
0.0064 |
0.0130 |
0.0066 |
103.1% |
0.0159 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
| Volume |
428 |
572 |
144 |
33.6% |
2,425 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0656 |
1.0587 |
1.0330 |
|
| R3 |
1.0526 |
1.0457 |
1.0294 |
|
| R2 |
1.0396 |
1.0396 |
1.0282 |
|
| R1 |
1.0327 |
1.0327 |
1.0270 |
1.0297 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0251 |
| S1 |
1.0197 |
1.0197 |
1.0246 |
1.0167 |
| S2 |
1.0136 |
1.0136 |
1.0234 |
|
| S3 |
1.0006 |
1.0067 |
1.0222 |
|
| S4 |
0.9876 |
0.9937 |
1.0187 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0655 |
1.0345 |
|
| R3 |
1.0574 |
1.0496 |
1.0302 |
|
| R2 |
1.0415 |
1.0415 |
1.0287 |
|
| R1 |
1.0337 |
1.0337 |
1.0273 |
1.0297 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0236 |
| S1 |
1.0178 |
1.0178 |
1.0243 |
1.0138 |
| S2 |
1.0097 |
1.0097 |
1.0229 |
|
| S3 |
0.9938 |
1.0019 |
1.0214 |
|
| S4 |
0.9779 |
0.9860 |
1.0171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0335 |
1.0176 |
0.0159 |
1.6% |
0.0082 |
0.8% |
52% |
True |
False |
485 |
| 10 |
1.0473 |
1.0176 |
0.0297 |
2.9% |
0.0096 |
0.9% |
28% |
False |
False |
536 |
| 20 |
1.0550 |
1.0176 |
0.0374 |
3.6% |
0.0093 |
0.9% |
22% |
False |
False |
397 |
| 40 |
1.0550 |
1.0137 |
0.0413 |
4.0% |
0.0079 |
0.8% |
29% |
False |
False |
276 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0074 |
0.7% |
48% |
False |
False |
223 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0062 |
0.6% |
55% |
False |
False |
174 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0052 |
0.5% |
55% |
False |
False |
143 |
| 120 |
1.0550 |
0.9676 |
0.0874 |
8.5% |
0.0047 |
0.5% |
67% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0675 |
|
1.618 |
1.0545 |
|
1.000 |
1.0465 |
|
0.618 |
1.0415 |
|
HIGH |
1.0335 |
|
0.618 |
1.0285 |
|
0.500 |
1.0270 |
|
0.382 |
1.0255 |
|
LOW |
1.0205 |
|
0.618 |
1.0125 |
|
1.000 |
1.0075 |
|
1.618 |
0.9995 |
|
2.618 |
0.9865 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0270 |
| PP |
1.0266 |
1.0266 |
| S1 |
1.0262 |
1.0262 |
|