CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0337 |
0.0036 |
0.3% |
1.0187 |
| High |
1.0341 |
1.0405 |
0.0064 |
0.6% |
1.0344 |
| Low |
1.0276 |
1.0332 |
0.0056 |
0.5% |
1.0185 |
| Close |
1.0339 |
1.0381 |
0.0042 |
0.4% |
1.0322 |
| Range |
0.0065 |
0.0073 |
0.0008 |
12.3% |
0.0159 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.0% |
0.0000 |
| Volume |
352 |
98 |
-254 |
-72.2% |
455 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0559 |
1.0421 |
|
| R3 |
1.0519 |
1.0486 |
1.0401 |
|
| R2 |
1.0446 |
1.0446 |
1.0394 |
|
| R1 |
1.0413 |
1.0413 |
1.0388 |
1.0430 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0381 |
| S1 |
1.0340 |
1.0340 |
1.0374 |
1.0357 |
| S2 |
1.0300 |
1.0300 |
1.0368 |
|
| S3 |
1.0227 |
1.0267 |
1.0361 |
|
| S4 |
1.0154 |
1.0194 |
1.0341 |
|
|
| 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 |
1.0405 |
1.0244 |
0.0161 |
1.6% |
0.0062 |
0.6% |
85% |
True |
False |
156 |
| 10 |
1.0405 |
1.0137 |
0.0268 |
2.6% |
0.0055 |
0.5% |
91% |
True |
False |
122 |
| 20 |
1.0405 |
0.9985 |
0.0420 |
4.0% |
0.0072 |
0.7% |
94% |
True |
False |
137 |
| 40 |
1.0405 |
0.9985 |
0.0420 |
4.0% |
0.0051 |
0.5% |
94% |
True |
False |
93 |
| 60 |
1.0405 |
0.9908 |
0.0497 |
4.8% |
0.0040 |
0.4% |
95% |
True |
False |
72 |
| 80 |
1.0405 |
0.9740 |
0.0665 |
6.4% |
0.0035 |
0.3% |
96% |
True |
False |
61 |
| 100 |
1.0405 |
0.9664 |
0.0741 |
7.1% |
0.0031 |
0.3% |
97% |
True |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0715 |
|
2.618 |
1.0596 |
|
1.618 |
1.0523 |
|
1.000 |
1.0478 |
|
0.618 |
1.0450 |
|
HIGH |
1.0405 |
|
0.618 |
1.0377 |
|
0.500 |
1.0369 |
|
0.382 |
1.0360 |
|
LOW |
1.0332 |
|
0.618 |
1.0287 |
|
1.000 |
1.0259 |
|
1.618 |
1.0214 |
|
2.618 |
1.0141 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0368 |
| PP |
1.0373 |
1.0354 |
| S1 |
1.0369 |
1.0341 |
|