CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0374 |
0.0064 |
0.6% |
1.0485 |
| High |
1.0310 |
1.0374 |
0.0064 |
0.6% |
1.0501 |
| Low |
1.0248 |
1.0250 |
0.0002 |
0.0% |
1.0248 |
| Close |
1.0251 |
1.0253 |
0.0002 |
0.0% |
1.0253 |
| Range |
0.0062 |
0.0124 |
0.0062 |
100.0% |
0.0253 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
6.0% |
0.0000 |
| Volume |
38 |
231 |
193 |
507.9% |
533 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0583 |
1.0321 |
|
| R3 |
1.0540 |
1.0459 |
1.0287 |
|
| R2 |
1.0416 |
1.0416 |
1.0276 |
|
| R1 |
1.0335 |
1.0335 |
1.0264 |
1.0314 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0282 |
| S1 |
1.0211 |
1.0211 |
1.0242 |
1.0190 |
| S2 |
1.0168 |
1.0168 |
1.0230 |
|
| S3 |
1.0044 |
1.0087 |
1.0219 |
|
| S4 |
0.9920 |
0.9963 |
1.0185 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.0926 |
1.0392 |
|
| R3 |
1.0840 |
1.0673 |
1.0323 |
|
| R2 |
1.0587 |
1.0587 |
1.0299 |
|
| R1 |
1.0420 |
1.0420 |
1.0276 |
1.0377 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0313 |
| S1 |
1.0167 |
1.0167 |
1.0230 |
1.0124 |
| S2 |
1.0081 |
1.0081 |
1.0207 |
|
| S3 |
0.9828 |
0.9914 |
1.0183 |
|
| S4 |
0.9575 |
0.9661 |
1.0114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0501 |
1.0248 |
0.0253 |
2.5% |
0.0074 |
0.7% |
2% |
False |
False |
106 |
| 10 |
1.0510 |
1.0248 |
0.0262 |
2.6% |
0.0064 |
0.6% |
2% |
False |
False |
69 |
| 20 |
1.0510 |
1.0248 |
0.0262 |
2.6% |
0.0062 |
0.6% |
2% |
False |
False |
52 |
| 40 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0055 |
0.5% |
51% |
False |
False |
49 |
| 60 |
1.0510 |
0.9952 |
0.0558 |
5.4% |
0.0046 |
0.4% |
54% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0901 |
|
2.618 |
1.0699 |
|
1.618 |
1.0575 |
|
1.000 |
1.0498 |
|
0.618 |
1.0451 |
|
HIGH |
1.0374 |
|
0.618 |
1.0327 |
|
0.500 |
1.0312 |
|
0.382 |
1.0297 |
|
LOW |
1.0250 |
|
0.618 |
1.0173 |
|
1.000 |
1.0126 |
|
1.618 |
1.0049 |
|
2.618 |
0.9925 |
|
4.250 |
0.9723 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0312 |
1.0330 |
| PP |
1.0292 |
1.0304 |
| S1 |
1.0273 |
1.0279 |
|