CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0445 |
0.0090 |
0.9% |
1.0449 |
| High |
1.0459 |
1.0517 |
0.0058 |
0.6% |
1.0463 |
| Low |
1.0332 |
1.0437 |
0.0105 |
1.0% |
1.0327 |
| Close |
1.0437 |
1.0464 |
0.0027 |
0.3% |
1.0396 |
| Range |
0.0127 |
0.0080 |
-0.0047 |
-37.0% |
0.0136 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
80,500 |
71,676 |
-8,824 |
-11.0% |
374,340 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0668 |
1.0508 |
|
| R3 |
1.0633 |
1.0588 |
1.0486 |
|
| R2 |
1.0553 |
1.0553 |
1.0479 |
|
| R1 |
1.0508 |
1.0508 |
1.0471 |
1.0531 |
| PP |
1.0473 |
1.0473 |
1.0473 |
1.0484 |
| S1 |
1.0428 |
1.0428 |
1.0457 |
1.0451 |
| S2 |
1.0393 |
1.0393 |
1.0449 |
|
| S3 |
1.0313 |
1.0348 |
1.0442 |
|
| S4 |
1.0233 |
1.0268 |
1.0420 |
|
|
| 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 |
1.0517 |
1.0272 |
0.0245 |
2.3% |
0.0099 |
0.9% |
78% |
True |
False |
77,248 |
| 10 |
1.0517 |
1.0272 |
0.0245 |
2.3% |
0.0085 |
0.8% |
78% |
True |
False |
75,306 |
| 20 |
1.0517 |
1.0158 |
0.0359 |
3.4% |
0.0080 |
0.8% |
85% |
True |
False |
69,004 |
| 40 |
1.0517 |
1.0004 |
0.0513 |
4.9% |
0.0082 |
0.8% |
90% |
True |
False |
58,676 |
| 60 |
1.0517 |
0.9918 |
0.0599 |
5.7% |
0.0077 |
0.7% |
91% |
True |
False |
39,242 |
| 80 |
1.0517 |
0.9900 |
0.0617 |
5.9% |
0.0074 |
0.7% |
91% |
True |
False |
29,484 |
| 100 |
1.0517 |
0.9677 |
0.0840 |
8.0% |
0.0070 |
0.7% |
94% |
True |
False |
23,609 |
| 120 |
1.0517 |
0.9677 |
0.0840 |
8.0% |
0.0067 |
0.6% |
94% |
True |
False |
19,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0857 |
|
2.618 |
1.0726 |
|
1.618 |
1.0646 |
|
1.000 |
1.0597 |
|
0.618 |
1.0566 |
|
HIGH |
1.0517 |
|
0.618 |
1.0486 |
|
0.500 |
1.0477 |
|
0.382 |
1.0468 |
|
LOW |
1.0437 |
|
0.618 |
1.0388 |
|
1.000 |
1.0357 |
|
1.618 |
1.0308 |
|
2.618 |
1.0228 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0477 |
1.0441 |
| PP |
1.0473 |
1.0418 |
| S1 |
1.0468 |
1.0395 |
|