CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0358 |
-0.0008 |
-0.1% |
1.0408 |
| High |
1.0379 |
1.0386 |
0.0007 |
0.1% |
1.0434 |
| Low |
1.0303 |
1.0325 |
0.0022 |
0.2% |
1.0303 |
| Close |
1.0370 |
1.0371 |
0.0001 |
0.0% |
1.0371 |
| Range |
0.0076 |
0.0061 |
-0.0015 |
-19.7% |
0.0131 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
100 |
94 |
-6 |
-6.0% |
652 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0518 |
1.0405 |
|
| R3 |
1.0483 |
1.0457 |
1.0388 |
|
| R2 |
1.0422 |
1.0422 |
1.0382 |
|
| R1 |
1.0396 |
1.0396 |
1.0377 |
1.0409 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0367 |
| S1 |
1.0335 |
1.0335 |
1.0365 |
1.0348 |
| S2 |
1.0300 |
1.0300 |
1.0360 |
|
| S3 |
1.0239 |
1.0274 |
1.0354 |
|
| S4 |
1.0178 |
1.0213 |
1.0337 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0762 |
1.0698 |
1.0443 |
|
| R3 |
1.0631 |
1.0567 |
1.0407 |
|
| R2 |
1.0500 |
1.0500 |
1.0395 |
|
| R1 |
1.0436 |
1.0436 |
1.0383 |
1.0403 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0353 |
| S1 |
1.0305 |
1.0305 |
1.0359 |
1.0272 |
| S2 |
1.0238 |
1.0238 |
1.0347 |
|
| S3 |
1.0107 |
1.0174 |
1.0335 |
|
| S4 |
0.9976 |
1.0043 |
1.0299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0434 |
1.0303 |
0.0131 |
1.3% |
0.0066 |
0.6% |
52% |
False |
False |
130 |
| 10 |
1.0445 |
1.0276 |
0.0169 |
1.6% |
0.0063 |
0.6% |
56% |
False |
False |
157 |
| 20 |
1.0445 |
1.0121 |
0.0324 |
3.1% |
0.0058 |
0.6% |
77% |
False |
False |
122 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0058 |
0.6% |
84% |
False |
False |
115 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0045 |
0.4% |
86% |
False |
False |
85 |
| 80 |
1.0445 |
0.9780 |
0.0665 |
6.4% |
0.0038 |
0.4% |
89% |
False |
False |
69 |
| 100 |
1.0445 |
0.9676 |
0.0769 |
7.4% |
0.0034 |
0.3% |
90% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0546 |
|
1.618 |
1.0485 |
|
1.000 |
1.0447 |
|
0.618 |
1.0424 |
|
HIGH |
1.0386 |
|
0.618 |
1.0363 |
|
0.500 |
1.0356 |
|
0.382 |
1.0348 |
|
LOW |
1.0325 |
|
0.618 |
1.0287 |
|
1.000 |
1.0264 |
|
1.618 |
1.0226 |
|
2.618 |
1.0165 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0363 |
| PP |
1.0361 |
1.0355 |
| S1 |
1.0356 |
1.0347 |
|