CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0415 |
1.0449 |
0.0034 |
0.3% |
1.0346 |
| High |
1.0481 |
1.0463 |
-0.0018 |
-0.2% |
1.0481 |
| Low |
1.0407 |
1.0425 |
0.0018 |
0.2% |
1.0300 |
| Close |
1.0428 |
1.0435 |
0.0007 |
0.1% |
1.0428 |
| Range |
0.0074 |
0.0038 |
-0.0036 |
-48.6% |
0.0181 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
68,768 |
53,888 |
-14,880 |
-21.6% |
296,499 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0533 |
1.0456 |
|
| R3 |
1.0517 |
1.0495 |
1.0445 |
|
| R2 |
1.0479 |
1.0479 |
1.0442 |
|
| R1 |
1.0457 |
1.0457 |
1.0438 |
1.0449 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0437 |
| S1 |
1.0419 |
1.0419 |
1.0432 |
1.0411 |
| S2 |
1.0403 |
1.0403 |
1.0428 |
|
| S3 |
1.0365 |
1.0381 |
1.0425 |
|
| S4 |
1.0327 |
1.0343 |
1.0414 |
|
|
| 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% |
0.0064 |
0.6% |
75% |
False |
False |
59,023 |
| 10 |
1.0481 |
1.0202 |
0.0279 |
2.7% |
0.0065 |
0.6% |
84% |
False |
False |
60,373 |
| 20 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0087 |
0.8% |
90% |
False |
False |
72,488 |
| 40 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0076 |
0.7% |
90% |
False |
False |
44,554 |
| 60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0074 |
0.7% |
92% |
False |
False |
29,815 |
| 80 |
1.0481 |
0.9754 |
0.0727 |
7.0% |
0.0071 |
0.7% |
94% |
False |
False |
22,396 |
| 100 |
1.0481 |
0.9677 |
0.0804 |
7.7% |
0.0067 |
0.6% |
94% |
False |
False |
17,931 |
| 120 |
1.0481 |
0.9624 |
0.0857 |
8.2% |
0.0064 |
0.6% |
95% |
False |
False |
14,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0562 |
|
1.618 |
1.0524 |
|
1.000 |
1.0501 |
|
0.618 |
1.0486 |
|
HIGH |
1.0463 |
|
0.618 |
1.0448 |
|
0.500 |
1.0444 |
|
0.382 |
1.0440 |
|
LOW |
1.0425 |
|
0.618 |
1.0402 |
|
1.000 |
1.0387 |
|
1.618 |
1.0364 |
|
2.618 |
1.0326 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0433 |
| PP |
1.0441 |
1.0431 |
| S1 |
1.0438 |
1.0429 |
|