CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0202 |
1.0247 |
0.0045 |
0.4% |
1.0130 |
| High |
1.0252 |
1.0306 |
0.0054 |
0.5% |
1.0259 |
| Low |
1.0202 |
1.0236 |
0.0034 |
0.3% |
1.0128 |
| Close |
1.0237 |
1.0279 |
0.0042 |
0.4% |
1.0174 |
| Range |
0.0050 |
0.0070 |
0.0020 |
40.0% |
0.0131 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
45,916 |
64,726 |
18,810 |
41.0% |
349,770 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0451 |
1.0318 |
|
| R3 |
1.0414 |
1.0381 |
1.0298 |
|
| R2 |
1.0344 |
1.0344 |
1.0292 |
|
| R1 |
1.0311 |
1.0311 |
1.0285 |
1.0328 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0282 |
| S1 |
1.0241 |
1.0241 |
1.0273 |
1.0258 |
| S2 |
1.0204 |
1.0204 |
1.0266 |
|
| S3 |
1.0134 |
1.0171 |
1.0260 |
|
| S4 |
1.0064 |
1.0101 |
1.0241 |
|
|
| 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 |
1.0306 |
1.0158 |
0.0148 |
1.4% |
0.0079 |
0.8% |
82% |
True |
False |
63,796 |
| 10 |
1.0306 |
1.0042 |
0.0264 |
2.6% |
0.0081 |
0.8% |
90% |
True |
False |
67,023 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0085 |
0.8% |
87% |
False |
False |
63,753 |
| 40 |
1.0321 |
0.9987 |
0.0334 |
3.2% |
0.0076 |
0.7% |
87% |
False |
False |
32,308 |
| 60 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0073 |
0.7% |
90% |
False |
False |
21,615 |
| 80 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0070 |
0.7% |
93% |
False |
False |
16,243 |
| 100 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0066 |
0.6% |
93% |
False |
False |
13,006 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0063 |
0.6% |
94% |
False |
False |
10,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0489 |
|
1.618 |
1.0419 |
|
1.000 |
1.0376 |
|
0.618 |
1.0349 |
|
HIGH |
1.0306 |
|
0.618 |
1.0279 |
|
0.500 |
1.0271 |
|
0.382 |
1.0263 |
|
LOW |
1.0236 |
|
0.618 |
1.0193 |
|
1.000 |
1.0166 |
|
1.618 |
1.0123 |
|
2.618 |
1.0053 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0264 |
| PP |
1.0274 |
1.0249 |
| S1 |
1.0271 |
1.0234 |
|