CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0297 |
1.0346 |
0.0049 |
0.5% |
1.0173 |
| High |
1.0372 |
1.0383 |
0.0011 |
0.1% |
1.0372 |
| Low |
1.0288 |
1.0306 |
0.0018 |
0.2% |
1.0161 |
| Close |
1.0349 |
1.0320 |
-0.0029 |
-0.3% |
1.0349 |
| Range |
0.0084 |
0.0077 |
-0.0007 |
-8.3% |
0.0211 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
83,193 |
55,271 |
-27,922 |
-33.6% |
307,799 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0567 |
1.0521 |
1.0362 |
|
| R3 |
1.0490 |
1.0444 |
1.0341 |
|
| R2 |
1.0413 |
1.0413 |
1.0334 |
|
| R1 |
1.0367 |
1.0367 |
1.0327 |
1.0352 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0329 |
| S1 |
1.0290 |
1.0290 |
1.0313 |
1.0275 |
| S2 |
1.0259 |
1.0259 |
1.0306 |
|
| S3 |
1.0182 |
1.0213 |
1.0299 |
|
| S4 |
1.0105 |
1.0136 |
1.0278 |
|
|
| 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 |
1.0383 |
1.0202 |
0.0181 |
1.8% |
0.0066 |
0.6% |
65% |
True |
False |
61,722 |
| 10 |
1.0383 |
1.0141 |
0.0242 |
2.3% |
0.0073 |
0.7% |
74% |
True |
False |
64,897 |
| 20 |
1.0383 |
1.0004 |
0.0379 |
3.7% |
0.0089 |
0.9% |
83% |
True |
False |
72,203 |
| 40 |
1.0383 |
0.9987 |
0.0396 |
3.8% |
0.0076 |
0.7% |
84% |
True |
False |
37,219 |
| 60 |
1.0383 |
0.9918 |
0.0465 |
4.5% |
0.0073 |
0.7% |
86% |
True |
False |
24,905 |
| 80 |
1.0383 |
0.9754 |
0.0629 |
6.1% |
0.0070 |
0.7% |
90% |
True |
False |
18,714 |
| 100 |
1.0383 |
0.9677 |
0.0706 |
6.8% |
0.0067 |
0.6% |
91% |
True |
False |
14,981 |
| 120 |
1.0383 |
0.9600 |
0.0783 |
7.6% |
0.0064 |
0.6% |
92% |
True |
False |
12,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0585 |
|
1.618 |
1.0508 |
|
1.000 |
1.0460 |
|
0.618 |
1.0431 |
|
HIGH |
1.0383 |
|
0.618 |
1.0354 |
|
0.500 |
1.0345 |
|
0.382 |
1.0335 |
|
LOW |
1.0306 |
|
0.618 |
1.0258 |
|
1.000 |
1.0229 |
|
1.618 |
1.0181 |
|
2.618 |
1.0104 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0345 |
1.0322 |
| PP |
1.0336 |
1.0321 |
| S1 |
1.0328 |
1.0321 |
|