CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0372 |
-0.0004 |
0.0% |
1.0346 |
| High |
1.0418 |
1.0407 |
-0.0011 |
-0.1% |
1.0481 |
| Low |
1.0341 |
1.0327 |
-0.0014 |
-0.1% |
1.0300 |
| Close |
1.0373 |
1.0396 |
0.0023 |
0.2% |
1.0428 |
| Range |
0.0077 |
0.0080 |
0.0003 |
3.9% |
0.0181 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
78,298 |
76,599 |
-1,699 |
-2.2% |
296,499 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0586 |
1.0440 |
|
| R3 |
1.0537 |
1.0506 |
1.0418 |
|
| R2 |
1.0457 |
1.0457 |
1.0411 |
|
| R1 |
1.0426 |
1.0426 |
1.0403 |
1.0442 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0384 |
| S1 |
1.0346 |
1.0346 |
1.0389 |
1.0362 |
| S2 |
1.0297 |
1.0297 |
1.0381 |
|
| S3 |
1.0217 |
1.0266 |
1.0374 |
|
| S4 |
1.0137 |
1.0186 |
1.0352 |
|
|
| 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 |
1.0327 |
0.0154 |
1.5% |
0.0076 |
0.7% |
45% |
False |
True |
76,208 |
| 10 |
1.0481 |
1.0288 |
0.0193 |
1.9% |
0.0075 |
0.7% |
56% |
False |
False |
69,196 |
| 20 |
1.0481 |
1.0111 |
0.0370 |
3.6% |
0.0075 |
0.7% |
77% |
False |
False |
66,861 |
| 40 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0079 |
0.8% |
82% |
False |
False |
50,989 |
| 60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0074 |
0.7% |
85% |
False |
False |
34,110 |
| 80 |
1.0481 |
0.9754 |
0.0727 |
7.0% |
0.0071 |
0.7% |
88% |
False |
False |
25,621 |
| 100 |
1.0481 |
0.9677 |
0.0804 |
7.7% |
0.0069 |
0.7% |
89% |
False |
False |
20,514 |
| 120 |
1.0481 |
0.9624 |
0.0857 |
8.2% |
0.0065 |
0.6% |
90% |
False |
False |
17,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0616 |
|
1.618 |
1.0536 |
|
1.000 |
1.0487 |
|
0.618 |
1.0456 |
|
HIGH |
1.0407 |
|
0.618 |
1.0376 |
|
0.500 |
1.0367 |
|
0.382 |
1.0358 |
|
LOW |
1.0327 |
|
0.618 |
1.0278 |
|
1.000 |
1.0247 |
|
1.618 |
1.0198 |
|
2.618 |
1.0118 |
|
4.250 |
0.9987 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0393 |
| PP |
1.0377 |
1.0390 |
| S1 |
1.0367 |
1.0388 |
|