CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0297 |
0.0021 |
0.2% |
1.0173 |
| High |
1.0310 |
1.0372 |
0.0062 |
0.6% |
1.0372 |
| Low |
1.0261 |
1.0288 |
0.0027 |
0.3% |
1.0161 |
| Close |
1.0306 |
1.0349 |
0.0043 |
0.4% |
1.0349 |
| Range |
0.0049 |
0.0084 |
0.0035 |
71.4% |
0.0211 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.4% |
0.0000 |
| Volume |
59,508 |
83,193 |
23,685 |
39.8% |
307,799 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0588 |
1.0553 |
1.0395 |
|
| R3 |
1.0504 |
1.0469 |
1.0372 |
|
| R2 |
1.0420 |
1.0420 |
1.0364 |
|
| R1 |
1.0385 |
1.0385 |
1.0357 |
1.0403 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0345 |
| S1 |
1.0301 |
1.0301 |
1.0341 |
1.0319 |
| S2 |
1.0252 |
1.0252 |
1.0334 |
|
| S3 |
1.0168 |
1.0217 |
1.0326 |
|
| S4 |
1.0084 |
1.0133 |
1.0303 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0849 |
1.0465 |
|
| R3 |
1.0716 |
1.0638 |
1.0407 |
|
| R2 |
1.0505 |
1.0505 |
1.0388 |
|
| R1 |
1.0427 |
1.0427 |
1.0368 |
1.0466 |
| PP |
1.0294 |
1.0294 |
1.0294 |
1.0314 |
| S1 |
1.0216 |
1.0216 |
1.0330 |
1.0255 |
| S2 |
1.0083 |
1.0083 |
1.0310 |
|
| S3 |
0.9872 |
1.0005 |
1.0291 |
|
| S4 |
0.9661 |
0.9794 |
1.0233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0372 |
1.0161 |
0.0211 |
2.0% |
0.0068 |
0.7% |
89% |
True |
False |
61,559 |
| 10 |
1.0372 |
1.0128 |
0.0244 |
2.4% |
0.0076 |
0.7% |
91% |
True |
False |
65,756 |
| 20 |
1.0372 |
1.0004 |
0.0368 |
3.6% |
0.0087 |
0.8% |
94% |
True |
False |
70,603 |
| 40 |
1.0372 |
0.9987 |
0.0385 |
3.7% |
0.0077 |
0.7% |
94% |
True |
False |
35,841 |
| 60 |
1.0372 |
0.9918 |
0.0454 |
4.4% |
0.0073 |
0.7% |
95% |
True |
False |
23,985 |
| 80 |
1.0372 |
0.9754 |
0.0618 |
6.0% |
0.0070 |
0.7% |
96% |
True |
False |
18,025 |
| 100 |
1.0372 |
0.9677 |
0.0695 |
6.7% |
0.0067 |
0.6% |
97% |
True |
False |
14,429 |
| 120 |
1.0372 |
0.9600 |
0.0772 |
7.5% |
0.0063 |
0.6% |
97% |
True |
False |
12,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0729 |
|
2.618 |
1.0592 |
|
1.618 |
1.0508 |
|
1.000 |
1.0456 |
|
0.618 |
1.0424 |
|
HIGH |
1.0372 |
|
0.618 |
1.0340 |
|
0.500 |
1.0330 |
|
0.382 |
1.0320 |
|
LOW |
1.0288 |
|
0.618 |
1.0236 |
|
1.000 |
1.0204 |
|
1.618 |
1.0152 |
|
2.618 |
1.0068 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0343 |
1.0334 |
| PP |
1.0336 |
1.0319 |
| S1 |
1.0330 |
1.0304 |
|