CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0478 |
1.0462 |
-0.0016 |
-0.2% |
1.0409 |
| High |
1.0510 |
1.0518 |
0.0008 |
0.1% |
1.0563 |
| Low |
1.0446 |
1.0443 |
-0.0003 |
0.0% |
1.0272 |
| Close |
1.0467 |
1.0480 |
0.0013 |
0.1% |
1.0491 |
| Range |
0.0064 |
0.0075 |
0.0011 |
17.2% |
0.0291 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
61,958 |
60,499 |
-1,459 |
-2.4% |
308,756 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0668 |
1.0521 |
|
| R3 |
1.0630 |
1.0593 |
1.0501 |
|
| R2 |
1.0555 |
1.0555 |
1.0494 |
|
| R1 |
1.0518 |
1.0518 |
1.0487 |
1.0537 |
| PP |
1.0480 |
1.0480 |
1.0480 |
1.0490 |
| S1 |
1.0443 |
1.0443 |
1.0473 |
1.0462 |
| S2 |
1.0405 |
1.0405 |
1.0466 |
|
| S3 |
1.0330 |
1.0368 |
1.0459 |
|
| S4 |
1.0255 |
1.0293 |
1.0439 |
|
|
| 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 |
1.0332 |
0.0231 |
2.2% |
0.0089 |
0.8% |
64% |
False |
False |
67,162 |
| 10 |
1.0563 |
1.0272 |
0.0291 |
2.8% |
0.0092 |
0.9% |
71% |
False |
False |
75,166 |
| 20 |
1.0563 |
1.0202 |
0.0361 |
3.4% |
0.0079 |
0.7% |
77% |
False |
False |
67,769 |
| 40 |
1.0563 |
1.0004 |
0.0559 |
5.3% |
0.0082 |
0.8% |
85% |
False |
False |
63,109 |
| 60 |
1.0563 |
0.9918 |
0.0645 |
6.2% |
0.0078 |
0.7% |
87% |
False |
False |
42,295 |
| 80 |
1.0563 |
0.9918 |
0.0645 |
6.2% |
0.0075 |
0.7% |
87% |
False |
False |
31,774 |
| 100 |
1.0563 |
0.9754 |
0.0809 |
7.7% |
0.0071 |
0.7% |
90% |
False |
False |
25,442 |
| 120 |
1.0563 |
0.9677 |
0.0886 |
8.5% |
0.0068 |
0.6% |
91% |
False |
False |
21,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0837 |
|
2.618 |
1.0714 |
|
1.618 |
1.0639 |
|
1.000 |
1.0593 |
|
0.618 |
1.0564 |
|
HIGH |
1.0518 |
|
0.618 |
1.0489 |
|
0.500 |
1.0481 |
|
0.382 |
1.0472 |
|
LOW |
1.0443 |
|
0.618 |
1.0397 |
|
1.000 |
1.0368 |
|
1.618 |
1.0322 |
|
2.618 |
1.0247 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0481 |
1.0503 |
| PP |
1.0480 |
1.0495 |
| S1 |
1.0480 |
1.0488 |
|