CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0504 |
-0.0006 |
-0.1% |
1.0478 |
| High |
1.0553 |
1.0578 |
0.0025 |
0.2% |
1.0578 |
| Low |
1.0492 |
1.0460 |
-0.0032 |
-0.3% |
1.0429 |
| Close |
1.0503 |
1.0562 |
0.0059 |
0.6% |
1.0562 |
| Range |
0.0061 |
0.0118 |
0.0057 |
93.4% |
0.0149 |
| ATR |
0.0083 |
0.0085 |
0.0003 |
3.0% |
0.0000 |
| Volume |
62,391 |
74,146 |
11,755 |
18.8% |
331,964 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0843 |
1.0627 |
|
| R3 |
1.0769 |
1.0725 |
1.0594 |
|
| R2 |
1.0651 |
1.0651 |
1.0584 |
|
| R1 |
1.0607 |
1.0607 |
1.0573 |
1.0629 |
| PP |
1.0533 |
1.0533 |
1.0533 |
1.0545 |
| S1 |
1.0489 |
1.0489 |
1.0551 |
1.0511 |
| S2 |
1.0415 |
1.0415 |
1.0540 |
|
| S3 |
1.0297 |
1.0371 |
1.0530 |
|
| S4 |
1.0179 |
1.0253 |
1.0497 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0915 |
1.0644 |
|
| R3 |
1.0821 |
1.0766 |
1.0603 |
|
| R2 |
1.0672 |
1.0672 |
1.0589 |
|
| R1 |
1.0617 |
1.0617 |
1.0576 |
1.0645 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0537 |
| S1 |
1.0468 |
1.0468 |
1.0548 |
1.0496 |
| S2 |
1.0374 |
1.0374 |
1.0535 |
|
| S3 |
1.0225 |
1.0319 |
1.0521 |
|
| S4 |
1.0076 |
1.0170 |
1.0480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0429 |
0.0149 |
1.4% |
0.0083 |
0.8% |
89% |
True |
False |
66,392 |
| 10 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0093 |
0.9% |
95% |
True |
False |
70,278 |
| 20 |
1.0578 |
1.0272 |
0.0306 |
2.9% |
0.0084 |
0.8% |
95% |
True |
False |
69,737 |
| 40 |
1.0578 |
1.0004 |
0.0574 |
5.4% |
0.0085 |
0.8% |
97% |
True |
False |
68,188 |
| 60 |
1.0578 |
0.9987 |
0.0591 |
5.6% |
0.0079 |
0.7% |
97% |
True |
False |
45,768 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.2% |
0.0075 |
0.7% |
98% |
True |
False |
34,386 |
| 100 |
1.0578 |
0.9754 |
0.0824 |
7.8% |
0.0073 |
0.7% |
98% |
True |
False |
27,536 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.5% |
0.0069 |
0.7% |
98% |
True |
False |
22,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0887 |
|
1.618 |
1.0769 |
|
1.000 |
1.0696 |
|
0.618 |
1.0651 |
|
HIGH |
1.0578 |
|
0.618 |
1.0533 |
|
0.500 |
1.0519 |
|
0.382 |
1.0505 |
|
LOW |
1.0460 |
|
0.618 |
1.0387 |
|
1.000 |
1.0342 |
|
1.618 |
1.0269 |
|
2.618 |
1.0151 |
|
4.250 |
0.9959 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0543 |
| PP |
1.0533 |
1.0523 |
| S1 |
1.0519 |
1.0504 |
|