CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0400 |
-0.0008 |
-0.1% |
1.0344 |
| High |
1.0434 |
1.0405 |
-0.0029 |
-0.3% |
1.0445 |
| Low |
1.0403 |
1.0315 |
-0.0088 |
-0.8% |
1.0276 |
| Close |
1.0407 |
1.0362 |
-0.0045 |
-0.4% |
1.0399 |
| Range |
0.0031 |
0.0090 |
0.0059 |
190.3% |
0.0169 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.5% |
0.0000 |
| Volume |
217 |
48 |
-169 |
-77.9% |
921 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0586 |
1.0412 |
|
| R3 |
1.0541 |
1.0496 |
1.0387 |
|
| R2 |
1.0451 |
1.0451 |
1.0379 |
|
| R1 |
1.0406 |
1.0406 |
1.0370 |
1.0384 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0349 |
| S1 |
1.0316 |
1.0316 |
1.0354 |
1.0294 |
| S2 |
1.0271 |
1.0271 |
1.0346 |
|
| S3 |
1.0181 |
1.0226 |
1.0337 |
|
| S4 |
1.0091 |
1.0136 |
1.0313 |
|
|
| 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 |
1.0315 |
0.0130 |
1.3% |
0.0061 |
0.6% |
36% |
False |
True |
141 |
| 10 |
1.0445 |
1.0214 |
0.0231 |
2.2% |
0.0060 |
0.6% |
64% |
False |
False |
147 |
| 20 |
1.0445 |
0.9993 |
0.0452 |
4.4% |
0.0063 |
0.6% |
82% |
False |
False |
140 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0054 |
0.5% |
82% |
False |
False |
106 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0043 |
0.4% |
85% |
False |
False |
81 |
| 80 |
1.0445 |
0.9740 |
0.0705 |
6.8% |
0.0036 |
0.3% |
88% |
False |
False |
64 |
| 100 |
1.0445 |
0.9676 |
0.0769 |
7.4% |
0.0033 |
0.3% |
89% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0788 |
|
2.618 |
1.0641 |
|
1.618 |
1.0551 |
|
1.000 |
1.0495 |
|
0.618 |
1.0461 |
|
HIGH |
1.0405 |
|
0.618 |
1.0371 |
|
0.500 |
1.0360 |
|
0.382 |
1.0349 |
|
LOW |
1.0315 |
|
0.618 |
1.0259 |
|
1.000 |
1.0225 |
|
1.618 |
1.0169 |
|
2.618 |
1.0079 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0361 |
1.0380 |
| PP |
1.0361 |
1.0374 |
| S1 |
1.0360 |
1.0368 |
|