CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0455 |
1.0485 |
0.0030 |
0.3% |
1.0434 |
| High |
1.0510 |
1.0501 |
-0.0009 |
-0.1% |
1.0510 |
| Low |
1.0437 |
1.0447 |
0.0010 |
0.1% |
1.0399 |
| Close |
1.0503 |
1.0464 |
-0.0039 |
-0.4% |
1.0503 |
| Range |
0.0073 |
0.0054 |
-0.0019 |
-26.0% |
0.0111 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
14 |
83 |
69 |
492.9% |
158 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0602 |
1.0494 |
|
| R3 |
1.0579 |
1.0548 |
1.0479 |
|
| R2 |
1.0525 |
1.0525 |
1.0474 |
|
| R1 |
1.0494 |
1.0494 |
1.0469 |
1.0483 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0465 |
| S1 |
1.0440 |
1.0440 |
1.0459 |
1.0429 |
| S2 |
1.0417 |
1.0417 |
1.0454 |
|
| S3 |
1.0363 |
1.0386 |
1.0449 |
|
| S4 |
1.0309 |
1.0332 |
1.0434 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0764 |
1.0564 |
|
| R3 |
1.0693 |
1.0653 |
1.0534 |
|
| R2 |
1.0582 |
1.0582 |
1.0523 |
|
| R1 |
1.0542 |
1.0542 |
1.0513 |
1.0562 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0481 |
| S1 |
1.0431 |
1.0431 |
1.0493 |
1.0451 |
| S2 |
1.0360 |
1.0360 |
1.0483 |
|
| S3 |
1.0249 |
1.0320 |
1.0472 |
|
| S4 |
1.0138 |
1.0209 |
1.0442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0510 |
1.0400 |
0.0110 |
1.1% |
0.0057 |
0.5% |
58% |
False |
False |
33 |
| 10 |
1.0510 |
1.0249 |
0.0261 |
2.5% |
0.0061 |
0.6% |
82% |
False |
False |
39 |
| 20 |
1.0510 |
1.0249 |
0.0261 |
2.5% |
0.0055 |
0.5% |
82% |
False |
False |
44 |
| 40 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0049 |
0.5% |
91% |
False |
False |
47 |
| 60 |
1.0510 |
0.9949 |
0.0561 |
5.4% |
0.0043 |
0.4% |
92% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0731 |
|
2.618 |
1.0642 |
|
1.618 |
1.0588 |
|
1.000 |
1.0555 |
|
0.618 |
1.0534 |
|
HIGH |
1.0501 |
|
0.618 |
1.0480 |
|
0.500 |
1.0474 |
|
0.382 |
1.0468 |
|
LOW |
1.0447 |
|
0.618 |
1.0414 |
|
1.000 |
1.0393 |
|
1.618 |
1.0360 |
|
2.618 |
1.0306 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0474 |
1.0474 |
| PP |
1.0471 |
1.0470 |
| S1 |
1.0467 |
1.0467 |
|