CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0362 |
-0.0038 |
-0.4% |
1.0344 |
| High |
1.0405 |
1.0390 |
-0.0015 |
-0.1% |
1.0445 |
| Low |
1.0315 |
1.0320 |
0.0005 |
0.0% |
1.0276 |
| Close |
1.0362 |
1.0346 |
-0.0016 |
-0.2% |
1.0399 |
| Range |
0.0090 |
0.0070 |
-0.0020 |
-22.2% |
0.0169 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.7% |
0.0000 |
| Volume |
48 |
193 |
145 |
302.1% |
921 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0524 |
1.0385 |
|
| R3 |
1.0492 |
1.0454 |
1.0365 |
|
| R2 |
1.0422 |
1.0422 |
1.0359 |
|
| R1 |
1.0384 |
1.0384 |
1.0352 |
1.0368 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0344 |
| S1 |
1.0314 |
1.0314 |
1.0340 |
1.0298 |
| S2 |
1.0282 |
1.0282 |
1.0333 |
|
| S3 |
1.0212 |
1.0244 |
1.0327 |
|
| S4 |
1.0142 |
1.0174 |
1.0308 |
|
|
| 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% |
0.0060 |
0.6% |
24% |
False |
False |
160 |
| 10 |
1.0445 |
1.0244 |
0.0201 |
1.9% |
0.0061 |
0.6% |
51% |
False |
False |
158 |
| 20 |
1.0445 |
1.0035 |
0.0410 |
4.0% |
0.0058 |
0.6% |
76% |
False |
False |
125 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0055 |
0.5% |
78% |
False |
False |
111 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0044 |
0.4% |
82% |
False |
False |
85 |
| 80 |
1.0445 |
0.9740 |
0.0705 |
6.8% |
0.0037 |
0.4% |
86% |
False |
False |
67 |
| 100 |
1.0445 |
0.9676 |
0.0769 |
7.4% |
0.0033 |
0.3% |
87% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0688 |
|
2.618 |
1.0573 |
|
1.618 |
1.0503 |
|
1.000 |
1.0460 |
|
0.618 |
1.0433 |
|
HIGH |
1.0390 |
|
0.618 |
1.0363 |
|
0.500 |
1.0355 |
|
0.382 |
1.0347 |
|
LOW |
1.0320 |
|
0.618 |
1.0277 |
|
1.000 |
1.0250 |
|
1.618 |
1.0207 |
|
2.618 |
1.0137 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0355 |
1.0375 |
| PP |
1.0352 |
1.0365 |
| S1 |
1.0349 |
1.0356 |
|