CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0203 |
1.0208 |
0.0005 |
0.0% |
1.0273 |
| High |
1.0221 |
1.0233 |
0.0012 |
0.1% |
1.0335 |
| Low |
1.0182 |
1.0158 |
-0.0024 |
-0.2% |
1.0176 |
| Close |
1.0204 |
1.0205 |
0.0001 |
0.0% |
1.0258 |
| Range |
0.0039 |
0.0075 |
0.0036 |
92.3% |
0.0159 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
877 |
446 |
-431 |
-49.1% |
2,425 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0424 |
1.0389 |
1.0246 |
|
| R3 |
1.0349 |
1.0314 |
1.0226 |
|
| R2 |
1.0274 |
1.0274 |
1.0219 |
|
| R1 |
1.0239 |
1.0239 |
1.0212 |
1.0219 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0189 |
| S1 |
1.0164 |
1.0164 |
1.0198 |
1.0144 |
| S2 |
1.0124 |
1.0124 |
1.0191 |
|
| S3 |
1.0049 |
1.0089 |
1.0184 |
|
| S4 |
0.9974 |
1.0014 |
1.0164 |
|
|
| 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 |
1.0158 |
0.0177 |
1.7% |
0.0076 |
0.7% |
27% |
False |
True |
605 |
| 10 |
1.0376 |
1.0158 |
0.0218 |
2.1% |
0.0084 |
0.8% |
22% |
False |
True |
562 |
| 20 |
1.0550 |
1.0158 |
0.0392 |
3.8% |
0.0093 |
0.9% |
12% |
False |
True |
479 |
| 40 |
1.0550 |
1.0158 |
0.0392 |
3.8% |
0.0081 |
0.8% |
12% |
False |
True |
320 |
| 60 |
1.0550 |
0.9985 |
0.0565 |
5.5% |
0.0075 |
0.7% |
39% |
False |
False |
256 |
| 80 |
1.0550 |
0.9981 |
0.0569 |
5.6% |
0.0064 |
0.6% |
39% |
False |
False |
199 |
| 100 |
1.0550 |
0.9908 |
0.0642 |
6.3% |
0.0054 |
0.5% |
46% |
False |
False |
163 |
| 120 |
1.0550 |
0.9740 |
0.0810 |
7.9% |
0.0048 |
0.5% |
57% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0429 |
|
1.618 |
1.0354 |
|
1.000 |
1.0308 |
|
0.618 |
1.0279 |
|
HIGH |
1.0233 |
|
0.618 |
1.0204 |
|
0.500 |
1.0196 |
|
0.382 |
1.0187 |
|
LOW |
1.0158 |
|
0.618 |
1.0112 |
|
1.000 |
1.0083 |
|
1.618 |
1.0037 |
|
2.618 |
0.9962 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0202 |
| PP |
1.0199 |
1.0200 |
| S1 |
1.0196 |
1.0197 |
|