CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0485 |
1.0456 |
-0.0029 |
-0.3% |
1.0434 |
| High |
1.0501 |
1.0495 |
-0.0006 |
-0.1% |
1.0510 |
| Low |
1.0447 |
1.0417 |
-0.0030 |
-0.3% |
1.0399 |
| Close |
1.0464 |
1.0420 |
-0.0044 |
-0.4% |
1.0503 |
| Range |
0.0054 |
0.0078 |
0.0024 |
44.4% |
0.0111 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.9% |
0.0000 |
| Volume |
83 |
37 |
-46 |
-55.4% |
158 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0627 |
1.0463 |
|
| R3 |
1.0600 |
1.0549 |
1.0441 |
|
| R2 |
1.0522 |
1.0522 |
1.0434 |
|
| R1 |
1.0471 |
1.0471 |
1.0427 |
1.0458 |
| PP |
1.0444 |
1.0444 |
1.0444 |
1.0437 |
| S1 |
1.0393 |
1.0393 |
1.0413 |
1.0380 |
| S2 |
1.0366 |
1.0366 |
1.0406 |
|
| S3 |
1.0288 |
1.0315 |
1.0399 |
|
| S4 |
1.0210 |
1.0237 |
1.0377 |
|
|
| 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% |
0.0064 |
0.6% |
18% |
False |
False |
37 |
| 10 |
1.0510 |
1.0299 |
0.0211 |
2.0% |
0.0063 |
0.6% |
57% |
False |
False |
41 |
| 20 |
1.0510 |
1.0249 |
0.0261 |
2.5% |
0.0056 |
0.5% |
66% |
False |
False |
43 |
| 40 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0050 |
0.5% |
83% |
False |
False |
48 |
| 60 |
1.0510 |
0.9949 |
0.0561 |
5.4% |
0.0044 |
0.4% |
84% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0827 |
|
2.618 |
1.0699 |
|
1.618 |
1.0621 |
|
1.000 |
1.0573 |
|
0.618 |
1.0543 |
|
HIGH |
1.0495 |
|
0.618 |
1.0465 |
|
0.500 |
1.0456 |
|
0.382 |
1.0447 |
|
LOW |
1.0417 |
|
0.618 |
1.0369 |
|
1.000 |
1.0339 |
|
1.618 |
1.0291 |
|
2.618 |
1.0213 |
|
4.250 |
1.0086 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0464 |
| PP |
1.0444 |
1.0449 |
| S1 |
1.0432 |
1.0435 |
|