CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0336 |
1.0350 |
0.0014 |
0.1% |
1.0485 |
| High |
1.0336 |
1.0370 |
0.0034 |
0.3% |
1.0501 |
| Low |
1.0259 |
1.0345 |
0.0086 |
0.8% |
1.0248 |
| Close |
1.0306 |
1.0367 |
0.0061 |
0.6% |
1.0253 |
| Range |
0.0077 |
0.0025 |
-0.0052 |
-67.5% |
0.0253 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
51 |
45 |
-6 |
-11.8% |
533 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0426 |
1.0381 |
|
| R3 |
1.0411 |
1.0401 |
1.0374 |
|
| R2 |
1.0386 |
1.0386 |
1.0372 |
|
| R1 |
1.0376 |
1.0376 |
1.0369 |
1.0381 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0363 |
| S1 |
1.0351 |
1.0351 |
1.0365 |
1.0356 |
| S2 |
1.0336 |
1.0336 |
1.0362 |
|
| S3 |
1.0311 |
1.0326 |
1.0360 |
|
| S4 |
1.0286 |
1.0301 |
1.0353 |
|
|
| 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 |
1.0411 |
1.0248 |
0.0163 |
1.6% |
0.0068 |
0.7% |
73% |
False |
False |
101 |
| 10 |
1.0510 |
1.0248 |
0.0262 |
2.5% |
0.0066 |
0.6% |
45% |
False |
False |
69 |
| 20 |
1.0510 |
1.0248 |
0.0262 |
2.5% |
0.0063 |
0.6% |
45% |
False |
False |
51 |
| 40 |
1.0510 |
0.9981 |
0.0529 |
5.1% |
0.0057 |
0.5% |
73% |
False |
False |
49 |
| 60 |
1.0510 |
0.9973 |
0.0537 |
5.2% |
0.0047 |
0.4% |
73% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0476 |
|
2.618 |
1.0435 |
|
1.618 |
1.0410 |
|
1.000 |
1.0395 |
|
0.618 |
1.0385 |
|
HIGH |
1.0370 |
|
0.618 |
1.0360 |
|
0.500 |
1.0358 |
|
0.382 |
1.0355 |
|
LOW |
1.0345 |
|
0.618 |
1.0330 |
|
1.000 |
1.0320 |
|
1.618 |
1.0305 |
|
2.618 |
1.0280 |
|
4.250 |
1.0239 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0349 |
| PP |
1.0361 |
1.0330 |
| S1 |
1.0358 |
1.0312 |
|