CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0173 |
1.0202 |
0.0029 |
0.3% |
1.0130 |
| High |
1.0249 |
1.0252 |
0.0003 |
0.0% |
1.0259 |
| Low |
1.0161 |
1.0202 |
0.0041 |
0.4% |
1.0128 |
| Close |
1.0229 |
1.0237 |
0.0008 |
0.1% |
1.0174 |
| Range |
0.0088 |
0.0050 |
-0.0038 |
-43.2% |
0.0131 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
54,456 |
45,916 |
-8,540 |
-15.7% |
349,770 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0359 |
1.0265 |
|
| R3 |
1.0330 |
1.0309 |
1.0251 |
|
| R2 |
1.0280 |
1.0280 |
1.0246 |
|
| R1 |
1.0259 |
1.0259 |
1.0242 |
1.0270 |
| PP |
1.0230 |
1.0230 |
1.0230 |
1.0236 |
| S1 |
1.0209 |
1.0209 |
1.0232 |
1.0220 |
| S2 |
1.0180 |
1.0180 |
1.0228 |
|
| S3 |
1.0130 |
1.0159 |
1.0223 |
|
| S4 |
1.0080 |
1.0109 |
1.0210 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0508 |
1.0246 |
|
| R3 |
1.0449 |
1.0377 |
1.0210 |
|
| R2 |
1.0318 |
1.0318 |
1.0198 |
|
| R1 |
1.0246 |
1.0246 |
1.0186 |
1.0282 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0205 |
| S1 |
1.0115 |
1.0115 |
1.0162 |
1.0151 |
| S2 |
1.0056 |
1.0056 |
1.0150 |
|
| S3 |
0.9925 |
0.9984 |
1.0138 |
|
| S4 |
0.9794 |
0.9853 |
1.0102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0259 |
1.0141 |
0.0118 |
1.2% |
0.0075 |
0.7% |
81% |
False |
False |
63,829 |
| 10 |
1.0259 |
1.0013 |
0.0246 |
2.4% |
0.0090 |
0.9% |
91% |
False |
False |
72,804 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0085 |
0.8% |
74% |
False |
False |
60,678 |
| 40 |
1.0321 |
0.9970 |
0.0351 |
3.4% |
0.0077 |
0.7% |
76% |
False |
False |
30,700 |
| 60 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0073 |
0.7% |
79% |
False |
False |
20,540 |
| 80 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0069 |
0.7% |
85% |
False |
False |
15,434 |
| 100 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0066 |
0.6% |
87% |
False |
False |
12,359 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0062 |
0.6% |
88% |
False |
False |
10,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0465 |
|
2.618 |
1.0383 |
|
1.618 |
1.0333 |
|
1.000 |
1.0302 |
|
0.618 |
1.0283 |
|
HIGH |
1.0252 |
|
0.618 |
1.0233 |
|
0.500 |
1.0227 |
|
0.382 |
1.0221 |
|
LOW |
1.0202 |
|
0.618 |
1.0171 |
|
1.000 |
1.0152 |
|
1.618 |
1.0121 |
|
2.618 |
1.0071 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0226 |
| PP |
1.0230 |
1.0216 |
| S1 |
1.0227 |
1.0205 |
|