CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0392 |
1.0409 |
0.0017 |
0.2% |
1.0449 |
High |
1.0415 |
1.0414 |
-0.0001 |
0.0% |
1.0463 |
Low |
1.0348 |
1.0272 |
-0.0076 |
-0.7% |
1.0327 |
Close |
1.0396 |
1.0355 |
-0.0041 |
-0.4% |
1.0396 |
Range |
0.0067 |
0.0142 |
0.0075 |
111.9% |
0.0136 |
ATR |
0.0077 |
0.0081 |
0.0005 |
6.1% |
0.0000 |
Volume |
62,066 |
95,400 |
33,334 |
53.7% |
374,340 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0773 |
1.0706 |
1.0433 |
|
R3 |
1.0631 |
1.0564 |
1.0394 |
|
R2 |
1.0489 |
1.0489 |
1.0381 |
|
R1 |
1.0422 |
1.0422 |
1.0368 |
1.0385 |
PP |
1.0347 |
1.0347 |
1.0347 |
1.0328 |
S1 |
1.0280 |
1.0280 |
1.0342 |
1.0243 |
S2 |
1.0205 |
1.0205 |
1.0329 |
|
S3 |
1.0063 |
1.0138 |
1.0316 |
|
S4 |
0.9921 |
0.9996 |
1.0277 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0803 |
1.0736 |
1.0471 |
|
R3 |
1.0667 |
1.0600 |
1.0433 |
|
R2 |
1.0531 |
1.0531 |
1.0421 |
|
R1 |
1.0464 |
1.0464 |
1.0408 |
1.0430 |
PP |
1.0395 |
1.0395 |
1.0395 |
1.0378 |
S1 |
1.0328 |
1.0328 |
1.0384 |
1.0294 |
S2 |
1.0259 |
1.0259 |
1.0371 |
|
S3 |
1.0123 |
1.0192 |
1.0359 |
|
S4 |
0.9987 |
1.0056 |
1.0321 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0448 |
1.0272 |
0.0176 |
1.7% |
0.0095 |
0.9% |
47% |
False |
True |
83,170 |
10 |
1.0481 |
1.0272 |
0.0209 |
2.0% |
0.0080 |
0.8% |
40% |
False |
True |
71,096 |
20 |
1.0481 |
1.0141 |
0.0340 |
3.3% |
0.0076 |
0.7% |
63% |
False |
False |
67,997 |
40 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0082 |
0.8% |
74% |
False |
False |
54,909 |
60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0075 |
0.7% |
78% |
False |
False |
36,710 |
80 |
1.0481 |
0.9800 |
0.0681 |
6.6% |
0.0073 |
0.7% |
81% |
False |
False |
27,583 |
100 |
1.0481 |
0.9677 |
0.0804 |
7.8% |
0.0070 |
0.7% |
84% |
False |
False |
22,088 |
120 |
1.0481 |
0.9624 |
0.0857 |
8.3% |
0.0066 |
0.6% |
85% |
False |
False |
18,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1018 |
2.618 |
1.0786 |
1.618 |
1.0644 |
1.000 |
1.0556 |
0.618 |
1.0502 |
HIGH |
1.0414 |
0.618 |
1.0360 |
0.500 |
1.0343 |
0.382 |
1.0326 |
LOW |
1.0272 |
0.618 |
1.0184 |
1.000 |
1.0130 |
1.618 |
1.0042 |
2.618 |
0.9900 |
4.250 |
0.9669 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0351 |
1.0351 |
PP |
1.0347 |
1.0347 |
S1 |
1.0343 |
1.0344 |
|