CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0301 |
-0.0043 |
-0.4% |
1.0187 |
| High |
1.0344 |
1.0341 |
-0.0003 |
0.0% |
1.0344 |
| Low |
1.0285 |
1.0276 |
-0.0009 |
-0.1% |
1.0185 |
| Close |
1.0293 |
1.0339 |
0.0046 |
0.4% |
1.0322 |
| Range |
0.0059 |
0.0065 |
0.0006 |
10.2% |
0.0159 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.1% |
0.0000 |
| Volume |
126 |
352 |
226 |
179.4% |
455 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0491 |
1.0375 |
|
| R3 |
1.0449 |
1.0426 |
1.0357 |
|
| R2 |
1.0384 |
1.0384 |
1.0351 |
|
| R1 |
1.0361 |
1.0361 |
1.0345 |
1.0373 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0324 |
| S1 |
1.0296 |
1.0296 |
1.0333 |
1.0308 |
| S2 |
1.0254 |
1.0254 |
1.0327 |
|
| S3 |
1.0189 |
1.0231 |
1.0321 |
|
| S4 |
1.0124 |
1.0166 |
1.0303 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0700 |
1.0409 |
|
| R3 |
1.0602 |
1.0541 |
1.0366 |
|
| R2 |
1.0443 |
1.0443 |
1.0351 |
|
| R1 |
1.0382 |
1.0382 |
1.0337 |
1.0413 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0299 |
| S1 |
1.0223 |
1.0223 |
1.0307 |
1.0254 |
| S2 |
1.0125 |
1.0125 |
1.0293 |
|
| S3 |
0.9966 |
1.0064 |
1.0278 |
|
| S4 |
0.9807 |
0.9905 |
1.0235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0344 |
1.0214 |
0.0130 |
1.3% |
0.0059 |
0.6% |
96% |
False |
False |
154 |
| 10 |
1.0344 |
1.0121 |
0.0223 |
2.2% |
0.0052 |
0.5% |
98% |
False |
False |
122 |
| 20 |
1.0344 |
0.9985 |
0.0359 |
3.5% |
0.0070 |
0.7% |
99% |
False |
False |
141 |
| 40 |
1.0344 |
0.9981 |
0.0363 |
3.5% |
0.0050 |
0.5% |
99% |
False |
False |
91 |
| 60 |
1.0344 |
0.9908 |
0.0436 |
4.2% |
0.0039 |
0.4% |
99% |
False |
False |
70 |
| 80 |
1.0344 |
0.9740 |
0.0604 |
5.8% |
0.0034 |
0.3% |
99% |
False |
False |
60 |
| 100 |
1.0344 |
0.9664 |
0.0680 |
6.6% |
0.0030 |
0.3% |
99% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0511 |
|
1.618 |
1.0446 |
|
1.000 |
1.0406 |
|
0.618 |
1.0381 |
|
HIGH |
1.0341 |
|
0.618 |
1.0316 |
|
0.500 |
1.0309 |
|
0.382 |
1.0301 |
|
LOW |
1.0276 |
|
0.618 |
1.0236 |
|
1.000 |
1.0211 |
|
1.618 |
1.0171 |
|
2.618 |
1.0106 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0328 |
| PP |
1.0319 |
1.0318 |
| S1 |
1.0309 |
1.0307 |
|