CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0229 |
-0.0076 |
-0.7% |
1.0273 |
| High |
1.0335 |
1.0236 |
-0.0099 |
-1.0% |
1.0335 |
| Low |
1.0205 |
1.0165 |
-0.0040 |
-0.4% |
1.0176 |
| Close |
1.0258 |
1.0209 |
-0.0049 |
-0.5% |
1.0258 |
| Range |
0.0130 |
0.0071 |
-0.0059 |
-45.4% |
0.0159 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.1% |
0.0000 |
| Volume |
572 |
706 |
134 |
23.4% |
2,425 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0384 |
1.0248 |
|
| R3 |
1.0345 |
1.0313 |
1.0229 |
|
| R2 |
1.0274 |
1.0274 |
1.0222 |
|
| R1 |
1.0242 |
1.0242 |
1.0216 |
1.0223 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0194 |
| S1 |
1.0171 |
1.0171 |
1.0202 |
1.0152 |
| S2 |
1.0132 |
1.0132 |
1.0196 |
|
| S3 |
1.0061 |
1.0100 |
1.0189 |
|
| S4 |
0.9990 |
1.0029 |
1.0170 |
|
|
| 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 |
1.0165 |
0.0170 |
1.7% |
0.0080 |
0.8% |
26% |
False |
True |
509 |
| 10 |
1.0473 |
1.0165 |
0.0308 |
3.0% |
0.0094 |
0.9% |
14% |
False |
True |
523 |
| 20 |
1.0550 |
1.0165 |
0.0385 |
3.8% |
0.0094 |
0.9% |
11% |
False |
True |
425 |
| 40 |
1.0550 |
1.0165 |
0.0385 |
3.8% |
0.0079 |
0.8% |
11% |
False |
True |
291 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0075 |
0.7% |
40% |
False |
False |
234 |
| 80 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0062 |
0.6% |
47% |
False |
False |
183 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0053 |
0.5% |
47% |
False |
False |
150 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0047 |
0.5% |
58% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0538 |
|
2.618 |
1.0422 |
|
1.618 |
1.0351 |
|
1.000 |
1.0307 |
|
0.618 |
1.0280 |
|
HIGH |
1.0236 |
|
0.618 |
1.0209 |
|
0.500 |
1.0201 |
|
0.382 |
1.0192 |
|
LOW |
1.0165 |
|
0.618 |
1.0121 |
|
1.000 |
1.0094 |
|
1.618 |
1.0050 |
|
2.618 |
0.9979 |
|
4.250 |
0.9863 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0206 |
1.0250 |
| PP |
1.0203 |
1.0236 |
| S1 |
1.0201 |
1.0223 |
|