CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0327 |
-0.0019 |
-0.2% |
1.0173 |
| High |
1.0383 |
1.0372 |
-0.0011 |
-0.1% |
1.0372 |
| Low |
1.0306 |
1.0300 |
-0.0006 |
-0.1% |
1.0161 |
| Close |
1.0320 |
1.0366 |
0.0046 |
0.4% |
1.0349 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0211 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
55,271 |
51,351 |
-3,920 |
-7.1% |
307,799 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0536 |
1.0406 |
|
| R3 |
1.0490 |
1.0464 |
1.0386 |
|
| R2 |
1.0418 |
1.0418 |
1.0379 |
|
| R1 |
1.0392 |
1.0392 |
1.0373 |
1.0405 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0353 |
| S1 |
1.0320 |
1.0320 |
1.0359 |
1.0333 |
| S2 |
1.0274 |
1.0274 |
1.0353 |
|
| S3 |
1.0202 |
1.0248 |
1.0346 |
|
| S4 |
1.0130 |
1.0176 |
1.0326 |
|
|
| 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 |
1.0236 |
0.0147 |
1.4% |
0.0070 |
0.7% |
88% |
False |
False |
62,809 |
| 10 |
1.0383 |
1.0141 |
0.0242 |
2.3% |
0.0073 |
0.7% |
93% |
False |
False |
63,319 |
| 20 |
1.0383 |
1.0004 |
0.0379 |
3.7% |
0.0090 |
0.9% |
96% |
False |
False |
72,901 |
| 40 |
1.0383 |
0.9987 |
0.0396 |
3.8% |
0.0076 |
0.7% |
96% |
False |
False |
38,490 |
| 60 |
1.0383 |
0.9918 |
0.0465 |
4.5% |
0.0072 |
0.7% |
96% |
False |
False |
25,759 |
| 80 |
1.0383 |
0.9754 |
0.0629 |
6.1% |
0.0070 |
0.7% |
97% |
False |
False |
19,355 |
| 100 |
1.0383 |
0.9677 |
0.0706 |
6.8% |
0.0067 |
0.6% |
98% |
False |
False |
15,495 |
| 120 |
1.0383 |
0.9600 |
0.0783 |
7.6% |
0.0064 |
0.6% |
98% |
False |
False |
12,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0678 |
|
2.618 |
1.0560 |
|
1.618 |
1.0488 |
|
1.000 |
1.0444 |
|
0.618 |
1.0416 |
|
HIGH |
1.0372 |
|
0.618 |
1.0344 |
|
0.500 |
1.0336 |
|
0.382 |
1.0328 |
|
LOW |
1.0300 |
|
0.618 |
1.0256 |
|
1.000 |
1.0228 |
|
1.618 |
1.0184 |
|
2.618 |
1.0112 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0356 |
1.0356 |
| PP |
1.0346 |
1.0346 |
| S1 |
1.0336 |
1.0336 |
|