CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0376 |
-0.0067 |
-0.6% |
1.0346 |
| High |
1.0448 |
1.0418 |
-0.0030 |
-0.3% |
1.0481 |
| Low |
1.0338 |
1.0341 |
0.0003 |
0.0% |
1.0300 |
| Close |
1.0389 |
1.0373 |
-0.0016 |
-0.2% |
1.0428 |
| Range |
0.0110 |
0.0077 |
-0.0033 |
-30.0% |
0.0181 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0000 |
| Volume |
103,489 |
78,298 |
-25,191 |
-24.3% |
296,499 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0568 |
1.0415 |
|
| R3 |
1.0531 |
1.0491 |
1.0394 |
|
| R2 |
1.0454 |
1.0454 |
1.0387 |
|
| R1 |
1.0414 |
1.0414 |
1.0380 |
1.0396 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0368 |
| S1 |
1.0337 |
1.0337 |
1.0366 |
1.0319 |
| S2 |
1.0300 |
1.0300 |
1.0359 |
|
| S3 |
1.0223 |
1.0260 |
1.0352 |
|
| S4 |
1.0146 |
1.0183 |
1.0331 |
|
|
| 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 |
1.0338 |
0.0143 |
1.4% |
0.0071 |
0.7% |
24% |
False |
False |
73,364 |
| 10 |
1.0481 |
1.0261 |
0.0220 |
2.1% |
0.0072 |
0.7% |
51% |
False |
False |
67,487 |
| 20 |
1.0481 |
1.0042 |
0.0439 |
4.2% |
0.0076 |
0.7% |
75% |
False |
False |
67,255 |
| 40 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0078 |
0.7% |
77% |
False |
False |
49,084 |
| 60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0074 |
0.7% |
81% |
False |
False |
32,837 |
| 80 |
1.0481 |
0.9754 |
0.0727 |
7.0% |
0.0071 |
0.7% |
85% |
False |
False |
24,666 |
| 100 |
1.0481 |
0.9677 |
0.0804 |
7.8% |
0.0068 |
0.7% |
87% |
False |
False |
19,748 |
| 120 |
1.0481 |
0.9624 |
0.0857 |
8.3% |
0.0064 |
0.6% |
87% |
False |
False |
16,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0745 |
|
2.618 |
1.0620 |
|
1.618 |
1.0543 |
|
1.000 |
1.0495 |
|
0.618 |
1.0466 |
|
HIGH |
1.0418 |
|
0.618 |
1.0389 |
|
0.500 |
1.0380 |
|
0.382 |
1.0370 |
|
LOW |
1.0341 |
|
0.618 |
1.0293 |
|
1.000 |
1.0264 |
|
1.618 |
1.0216 |
|
2.618 |
1.0139 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0401 |
| PP |
1.0377 |
1.0391 |
| S1 |
1.0375 |
1.0382 |
|