CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0445 |
1.0486 |
0.0041 |
0.4% |
1.0449 |
| High |
1.0517 |
1.0563 |
0.0046 |
0.4% |
1.0463 |
| Low |
1.0437 |
1.0464 |
0.0027 |
0.3% |
1.0327 |
| Close |
1.0464 |
1.0491 |
0.0027 |
0.3% |
1.0396 |
| Range |
0.0080 |
0.0099 |
0.0019 |
23.8% |
0.0136 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0000 |
| Volume |
71,676 |
61,180 |
-10,496 |
-14.6% |
374,340 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0746 |
1.0545 |
|
| R3 |
1.0704 |
1.0647 |
1.0518 |
|
| R2 |
1.0605 |
1.0605 |
1.0509 |
|
| R1 |
1.0548 |
1.0548 |
1.0500 |
1.0577 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0520 |
| S1 |
1.0449 |
1.0449 |
1.0482 |
1.0478 |
| S2 |
1.0407 |
1.0407 |
1.0473 |
|
| S3 |
1.0308 |
1.0350 |
1.0464 |
|
| S4 |
1.0209 |
1.0251 |
1.0437 |
|
|
| 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 |
1.0563 |
1.0272 |
0.0291 |
2.8% |
0.0103 |
1.0% |
75% |
True |
False |
74,164 |
| 10 |
1.0563 |
1.0272 |
0.0291 |
2.8% |
0.0089 |
0.9% |
75% |
True |
False |
75,186 |
| 20 |
1.0563 |
1.0158 |
0.0405 |
3.9% |
0.0080 |
0.8% |
82% |
True |
False |
67,691 |
| 40 |
1.0563 |
1.0004 |
0.0559 |
5.3% |
0.0082 |
0.8% |
87% |
True |
False |
60,151 |
| 60 |
1.0563 |
0.9918 |
0.0645 |
6.1% |
0.0078 |
0.7% |
89% |
True |
False |
40,257 |
| 80 |
1.0563 |
0.9910 |
0.0653 |
6.2% |
0.0074 |
0.7% |
89% |
True |
False |
30,246 |
| 100 |
1.0563 |
0.9677 |
0.0886 |
8.4% |
0.0071 |
0.7% |
92% |
True |
False |
24,221 |
| 120 |
1.0563 |
0.9677 |
0.0886 |
8.4% |
0.0067 |
0.6% |
92% |
True |
False |
20,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0822 |
|
1.618 |
1.0723 |
|
1.000 |
1.0662 |
|
0.618 |
1.0624 |
|
HIGH |
1.0563 |
|
0.618 |
1.0525 |
|
0.500 |
1.0514 |
|
0.382 |
1.0502 |
|
LOW |
1.0464 |
|
0.618 |
1.0403 |
|
1.000 |
1.0365 |
|
1.618 |
1.0304 |
|
2.618 |
1.0205 |
|
4.250 |
1.0043 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0477 |
| PP |
1.0506 |
1.0462 |
| S1 |
1.0499 |
1.0448 |
|