CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0462 |
1.0499 |
0.0037 |
0.4% |
1.0409 |
| High |
1.0518 |
1.0528 |
0.0010 |
0.1% |
1.0563 |
| Low |
1.0443 |
1.0429 |
-0.0014 |
-0.1% |
1.0272 |
| Close |
1.0480 |
1.0491 |
0.0011 |
0.1% |
1.0491 |
| Range |
0.0075 |
0.0099 |
0.0024 |
32.0% |
0.0291 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.4% |
0.0000 |
| Volume |
60,499 |
72,970 |
12,471 |
20.6% |
308,756 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0734 |
1.0545 |
|
| R3 |
1.0681 |
1.0635 |
1.0518 |
|
| R2 |
1.0582 |
1.0582 |
1.0509 |
|
| R1 |
1.0536 |
1.0536 |
1.0500 |
1.0510 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0469 |
| S1 |
1.0437 |
1.0437 |
1.0482 |
1.0411 |
| S2 |
1.0384 |
1.0384 |
1.0473 |
|
| S3 |
1.0285 |
1.0338 |
1.0464 |
|
| S4 |
1.0186 |
1.0239 |
1.0437 |
|
|
| 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 |
1.0429 |
0.0134 |
1.3% |
0.0083 |
0.8% |
46% |
False |
True |
65,656 |
| 10 |
1.0563 |
1.0272 |
0.0291 |
2.8% |
0.0091 |
0.9% |
75% |
False |
False |
72,114 |
| 20 |
1.0563 |
1.0236 |
0.0327 |
3.1% |
0.0081 |
0.8% |
78% |
False |
False |
69,122 |
| 40 |
1.0563 |
1.0004 |
0.0559 |
5.3% |
0.0083 |
0.8% |
87% |
False |
False |
64,900 |
| 60 |
1.0563 |
0.9970 |
0.0593 |
5.7% |
0.0078 |
0.7% |
88% |
False |
False |
43,507 |
| 80 |
1.0563 |
0.9918 |
0.0645 |
6.1% |
0.0075 |
0.7% |
89% |
False |
False |
32,685 |
| 100 |
1.0563 |
0.9754 |
0.0809 |
7.7% |
0.0072 |
0.7% |
91% |
False |
False |
26,171 |
| 120 |
1.0563 |
0.9677 |
0.0886 |
8.4% |
0.0068 |
0.7% |
92% |
False |
False |
21,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0787 |
|
1.618 |
1.0688 |
|
1.000 |
1.0627 |
|
0.618 |
1.0589 |
|
HIGH |
1.0528 |
|
0.618 |
1.0490 |
|
0.500 |
1.0479 |
|
0.382 |
1.0467 |
|
LOW |
1.0429 |
|
0.618 |
1.0368 |
|
1.000 |
1.0330 |
|
1.618 |
1.0269 |
|
2.618 |
1.0170 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0487 |
1.0487 |
| PP |
1.0483 |
1.0483 |
| S1 |
1.0479 |
1.0479 |
|