CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0394 |
1.0415 |
0.0021 |
0.2% |
1.0346 |
| High |
1.0434 |
1.0481 |
0.0047 |
0.5% |
1.0481 |
| Low |
1.0376 |
1.0407 |
0.0031 |
0.3% |
1.0300 |
| Close |
1.0412 |
1.0428 |
0.0016 |
0.2% |
1.0428 |
| Range |
0.0058 |
0.0074 |
0.0016 |
27.6% |
0.0181 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
62,378 |
68,768 |
6,390 |
10.2% |
296,499 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0618 |
1.0469 |
|
| R3 |
1.0587 |
1.0544 |
1.0448 |
|
| R2 |
1.0513 |
1.0513 |
1.0442 |
|
| R1 |
1.0470 |
1.0470 |
1.0435 |
1.0492 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0449 |
| S1 |
1.0396 |
1.0396 |
1.0421 |
1.0418 |
| S2 |
1.0365 |
1.0365 |
1.0414 |
|
| S3 |
1.0291 |
1.0322 |
1.0408 |
|
| S4 |
1.0217 |
1.0248 |
1.0387 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0868 |
1.0528 |
|
| R3 |
1.0765 |
1.0687 |
1.0478 |
|
| R2 |
1.0584 |
1.0584 |
1.0461 |
|
| R1 |
1.0506 |
1.0506 |
1.0445 |
1.0545 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0423 |
| S1 |
1.0325 |
1.0325 |
1.0411 |
1.0364 |
| S2 |
1.0222 |
1.0222 |
1.0395 |
|
| S3 |
1.0041 |
1.0144 |
1.0378 |
|
| S4 |
0.9860 |
0.9963 |
1.0328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0481 |
1.0300 |
0.0181 |
1.7% |
0.0072 |
0.7% |
71% |
True |
False |
59,299 |
| 10 |
1.0481 |
1.0161 |
0.0320 |
3.1% |
0.0070 |
0.7% |
83% |
True |
False |
60,429 |
| 20 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0088 |
0.8% |
89% |
True |
False |
72,684 |
| 40 |
1.0481 |
0.9990 |
0.0491 |
4.7% |
0.0078 |
0.7% |
89% |
True |
False |
43,215 |
| 60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0074 |
0.7% |
91% |
True |
False |
28,918 |
| 80 |
1.0481 |
0.9754 |
0.0727 |
7.0% |
0.0071 |
0.7% |
93% |
True |
False |
21,723 |
| 100 |
1.0481 |
0.9677 |
0.0804 |
7.7% |
0.0068 |
0.7% |
93% |
True |
False |
17,392 |
| 120 |
1.0481 |
0.9600 |
0.0881 |
8.4% |
0.0065 |
0.6% |
94% |
True |
False |
14,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0796 |
|
2.618 |
1.0675 |
|
1.618 |
1.0601 |
|
1.000 |
1.0555 |
|
0.618 |
1.0527 |
|
HIGH |
1.0481 |
|
0.618 |
1.0453 |
|
0.500 |
1.0444 |
|
0.382 |
1.0435 |
|
LOW |
1.0407 |
|
0.618 |
1.0361 |
|
1.000 |
1.0333 |
|
1.618 |
1.0287 |
|
2.618 |
1.0213 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0425 |
| PP |
1.0439 |
1.0422 |
| S1 |
1.0433 |
1.0419 |
|