CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0243 |
1.0181 |
-0.0062 |
-0.6% |
1.0336 |
| High |
1.0245 |
1.0213 |
-0.0032 |
-0.3% |
1.0410 |
| Low |
1.0194 |
1.0157 |
-0.0037 |
-0.4% |
1.0238 |
| Close |
1.0216 |
1.0221 |
0.0005 |
0.0% |
1.0266 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.8% |
0.0172 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
122 |
25 |
-97 |
-79.5% |
183 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0349 |
1.0252 |
|
| R3 |
1.0309 |
1.0293 |
1.0236 |
|
| R2 |
1.0253 |
1.0253 |
1.0231 |
|
| R1 |
1.0237 |
1.0237 |
1.0226 |
1.0245 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0201 |
| S1 |
1.0181 |
1.0181 |
1.0216 |
1.0189 |
| S2 |
1.0141 |
1.0141 |
1.0211 |
|
| S3 |
1.0085 |
1.0125 |
1.0206 |
|
| S4 |
1.0029 |
1.0069 |
1.0190 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0715 |
1.0361 |
|
| R3 |
1.0649 |
1.0543 |
1.0313 |
|
| R2 |
1.0477 |
1.0477 |
1.0298 |
|
| R1 |
1.0371 |
1.0371 |
1.0282 |
1.0338 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0288 |
| S1 |
1.0199 |
1.0199 |
1.0250 |
1.0166 |
| S2 |
1.0133 |
1.0133 |
1.0234 |
|
| S3 |
0.9961 |
1.0027 |
1.0219 |
|
| S4 |
0.9789 |
0.9855 |
1.0171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0410 |
1.0157 |
0.0253 |
2.5% |
0.0062 |
0.6% |
25% |
False |
True |
46 |
| 10 |
1.0411 |
1.0157 |
0.0254 |
2.5% |
0.0065 |
0.6% |
25% |
False |
True |
74 |
| 20 |
1.0510 |
1.0157 |
0.0353 |
3.5% |
0.0064 |
0.6% |
18% |
False |
True |
57 |
| 40 |
1.0510 |
1.0098 |
0.0412 |
4.0% |
0.0052 |
0.5% |
30% |
False |
False |
52 |
| 60 |
1.0510 |
0.9973 |
0.0537 |
5.3% |
0.0050 |
0.5% |
46% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0451 |
|
2.618 |
1.0360 |
|
1.618 |
1.0304 |
|
1.000 |
1.0269 |
|
0.618 |
1.0248 |
|
HIGH |
1.0213 |
|
0.618 |
1.0192 |
|
0.500 |
1.0185 |
|
0.382 |
1.0178 |
|
LOW |
1.0157 |
|
0.618 |
1.0122 |
|
1.000 |
1.0101 |
|
1.618 |
1.0066 |
|
2.618 |
1.0010 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0209 |
1.0232 |
| PP |
1.0197 |
1.0228 |
| S1 |
1.0185 |
1.0225 |
|