CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0408 |
0.0001 |
0.0% |
1.0344 |
| High |
1.0445 |
1.0434 |
-0.0011 |
-0.1% |
1.0445 |
| Low |
1.0390 |
1.0403 |
0.0013 |
0.1% |
1.0276 |
| Close |
1.0399 |
1.0407 |
0.0008 |
0.1% |
1.0399 |
| Range |
0.0055 |
0.0031 |
-0.0024 |
-43.6% |
0.0169 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
106 |
217 |
111 |
104.7% |
921 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0488 |
1.0424 |
|
| R3 |
1.0477 |
1.0457 |
1.0416 |
|
| R2 |
1.0446 |
1.0446 |
1.0413 |
|
| R1 |
1.0426 |
1.0426 |
1.0410 |
1.0421 |
| PP |
1.0415 |
1.0415 |
1.0415 |
1.0412 |
| S1 |
1.0395 |
1.0395 |
1.0404 |
1.0390 |
| S2 |
1.0384 |
1.0384 |
1.0401 |
|
| S3 |
1.0353 |
1.0364 |
1.0398 |
|
| S4 |
1.0322 |
1.0333 |
1.0390 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0809 |
1.0492 |
|
| R3 |
1.0711 |
1.0640 |
1.0445 |
|
| R2 |
1.0542 |
1.0542 |
1.0430 |
|
| R1 |
1.0471 |
1.0471 |
1.0414 |
1.0507 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0391 |
| S1 |
1.0302 |
1.0302 |
1.0384 |
1.0338 |
| S2 |
1.0204 |
1.0204 |
1.0368 |
|
| S3 |
1.0035 |
1.0133 |
1.0353 |
|
| S4 |
0.9866 |
0.9964 |
1.0306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0445 |
1.0276 |
0.0169 |
1.6% |
0.0056 |
0.5% |
78% |
False |
False |
202 |
| 10 |
1.0445 |
1.0198 |
0.0247 |
2.4% |
0.0053 |
0.5% |
85% |
False |
False |
149 |
| 20 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0068 |
0.7% |
92% |
False |
False |
139 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0053 |
0.5% |
92% |
False |
False |
105 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0042 |
0.4% |
93% |
False |
False |
81 |
| 80 |
1.0445 |
0.9740 |
0.0705 |
6.8% |
0.0035 |
0.3% |
95% |
False |
False |
64 |
| 100 |
1.0445 |
0.9664 |
0.0781 |
7.5% |
0.0032 |
0.3% |
95% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0566 |
|
2.618 |
1.0515 |
|
1.618 |
1.0484 |
|
1.000 |
1.0465 |
|
0.618 |
1.0453 |
|
HIGH |
1.0434 |
|
0.618 |
1.0422 |
|
0.500 |
1.0419 |
|
0.382 |
1.0415 |
|
LOW |
1.0403 |
|
0.618 |
1.0384 |
|
1.000 |
1.0372 |
|
1.618 |
1.0353 |
|
2.618 |
1.0322 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0404 |
| PP |
1.0415 |
1.0401 |
| S1 |
1.0411 |
1.0398 |
|