CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0411 |
1.0310 |
-0.0101 |
-1.0% |
1.0434 |
| High |
1.0411 |
1.0310 |
-0.0101 |
-1.0% |
1.0510 |
| Low |
1.0361 |
1.0248 |
-0.0113 |
-1.1% |
1.0399 |
| Close |
1.0378 |
1.0251 |
-0.0127 |
-1.2% |
1.0503 |
| Range |
0.0050 |
0.0062 |
0.0012 |
24.0% |
0.0111 |
| ATR |
0.0063 |
0.0067 |
0.0005 |
7.7% |
0.0000 |
| Volume |
144 |
38 |
-106 |
-73.6% |
158 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0415 |
1.0285 |
|
| R3 |
1.0394 |
1.0353 |
1.0268 |
|
| R2 |
1.0332 |
1.0332 |
1.0262 |
|
| R1 |
1.0291 |
1.0291 |
1.0257 |
1.0281 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0264 |
| S1 |
1.0229 |
1.0229 |
1.0245 |
1.0219 |
| S2 |
1.0208 |
1.0208 |
1.0240 |
|
| S3 |
1.0146 |
1.0167 |
1.0234 |
|
| S4 |
1.0084 |
1.0105 |
1.0217 |
|
|
| 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 |
1.0248 |
0.0262 |
2.6% |
0.0063 |
0.6% |
1% |
False |
True |
63 |
| 10 |
1.0510 |
1.0248 |
0.0262 |
2.6% |
0.0060 |
0.6% |
1% |
False |
True |
50 |
| 20 |
1.0510 |
1.0248 |
0.0262 |
2.6% |
0.0057 |
0.6% |
1% |
False |
True |
42 |
| 40 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0053 |
0.5% |
51% |
False |
False |
43 |
| 60 |
1.0510 |
0.9952 |
0.0558 |
5.4% |
0.0044 |
0.4% |
54% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0574 |
|
2.618 |
1.0472 |
|
1.618 |
1.0410 |
|
1.000 |
1.0372 |
|
0.618 |
1.0348 |
|
HIGH |
1.0310 |
|
0.618 |
1.0286 |
|
0.500 |
1.0279 |
|
0.382 |
1.0272 |
|
LOW |
1.0248 |
|
0.618 |
1.0210 |
|
1.000 |
1.0186 |
|
1.618 |
1.0148 |
|
2.618 |
1.0086 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0279 |
1.0372 |
| PP |
1.0270 |
1.0331 |
| S1 |
1.0260 |
1.0291 |
|