CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0486 |
1.0478 |
-0.0008 |
-0.1% |
1.0409 |
| High |
1.0563 |
1.0510 |
-0.0053 |
-0.5% |
1.0563 |
| Low |
1.0464 |
1.0446 |
-0.0018 |
-0.2% |
1.0272 |
| Close |
1.0491 |
1.0467 |
-0.0024 |
-0.2% |
1.0491 |
| Range |
0.0099 |
0.0064 |
-0.0035 |
-35.4% |
0.0291 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
61,180 |
61,958 |
778 |
1.3% |
308,756 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0666 |
1.0631 |
1.0502 |
|
| R3 |
1.0602 |
1.0567 |
1.0485 |
|
| R2 |
1.0538 |
1.0538 |
1.0479 |
|
| R1 |
1.0503 |
1.0503 |
1.0473 |
1.0489 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0467 |
| S1 |
1.0439 |
1.0439 |
1.0461 |
1.0425 |
| S2 |
1.0410 |
1.0410 |
1.0455 |
|
| S3 |
1.0346 |
1.0375 |
1.0449 |
|
| S4 |
1.0282 |
1.0311 |
1.0432 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1194 |
1.0651 |
|
| R3 |
1.1024 |
1.0903 |
1.0571 |
|
| R2 |
1.0733 |
1.0733 |
1.0544 |
|
| R1 |
1.0612 |
1.0612 |
1.0518 |
1.0673 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0472 |
| S1 |
1.0321 |
1.0321 |
1.0464 |
1.0382 |
| S2 |
1.0151 |
1.0151 |
1.0438 |
|
| S3 |
0.9860 |
1.0030 |
1.0411 |
|
| S4 |
0.9569 |
0.9739 |
1.0331 |
|
|
| 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% |
0.0102 |
1.0% |
67% |
False |
False |
74,142 |
| 10 |
1.0563 |
1.0272 |
0.0291 |
2.8% |
0.0088 |
0.8% |
67% |
False |
False |
74,505 |
| 20 |
1.0563 |
1.0161 |
0.0402 |
3.8% |
0.0079 |
0.8% |
76% |
False |
False |
67,467 |
| 40 |
1.0563 |
1.0004 |
0.0559 |
5.3% |
0.0082 |
0.8% |
83% |
False |
False |
61,626 |
| 60 |
1.0563 |
0.9918 |
0.0645 |
6.2% |
0.0078 |
0.7% |
85% |
False |
False |
41,288 |
| 80 |
1.0563 |
0.9918 |
0.0645 |
6.2% |
0.0074 |
0.7% |
85% |
False |
False |
31,019 |
| 100 |
1.0563 |
0.9750 |
0.0813 |
7.8% |
0.0071 |
0.7% |
88% |
False |
False |
24,840 |
| 120 |
1.0563 |
0.9677 |
0.0886 |
8.5% |
0.0067 |
0.6% |
89% |
False |
False |
20,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0782 |
|
2.618 |
1.0678 |
|
1.618 |
1.0614 |
|
1.000 |
1.0574 |
|
0.618 |
1.0550 |
|
HIGH |
1.0510 |
|
0.618 |
1.0486 |
|
0.500 |
1.0478 |
|
0.382 |
1.0470 |
|
LOW |
1.0446 |
|
0.618 |
1.0406 |
|
1.000 |
1.0382 |
|
1.618 |
1.0342 |
|
2.618 |
1.0278 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0478 |
1.0500 |
| PP |
1.0474 |
1.0489 |
| S1 |
1.0471 |
1.0478 |
|