CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0427 |
1.0475 |
0.0048 |
0.5% |
1.0408 |
| High |
1.0485 |
1.0528 |
0.0043 |
0.4% |
1.0434 |
| Low |
1.0426 |
1.0452 |
0.0026 |
0.2% |
1.0303 |
| Close |
1.0437 |
1.0463 |
0.0026 |
0.2% |
1.0371 |
| Range |
0.0059 |
0.0076 |
0.0017 |
28.8% |
0.0131 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.8% |
0.0000 |
| Volume |
284 |
318 |
34 |
12.0% |
652 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0662 |
1.0505 |
|
| R3 |
1.0633 |
1.0586 |
1.0484 |
|
| R2 |
1.0557 |
1.0557 |
1.0477 |
|
| R1 |
1.0510 |
1.0510 |
1.0470 |
1.0496 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0474 |
| S1 |
1.0434 |
1.0434 |
1.0456 |
1.0420 |
| S2 |
1.0405 |
1.0405 |
1.0449 |
|
| S3 |
1.0329 |
1.0358 |
1.0442 |
|
| S4 |
1.0253 |
1.0282 |
1.0421 |
|
|
| 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 |
1.0528 |
1.0250 |
0.0278 |
2.7% |
0.0088 |
0.8% |
77% |
True |
False |
210 |
| 10 |
1.0528 |
1.0250 |
0.0278 |
2.7% |
0.0076 |
0.7% |
77% |
True |
False |
171 |
| 20 |
1.0528 |
1.0137 |
0.0391 |
3.7% |
0.0065 |
0.6% |
83% |
True |
False |
155 |
| 40 |
1.0528 |
0.9985 |
0.0543 |
5.2% |
0.0064 |
0.6% |
88% |
True |
False |
136 |
| 60 |
1.0528 |
0.9908 |
0.0620 |
5.9% |
0.0051 |
0.5% |
90% |
True |
False |
100 |
| 80 |
1.0528 |
0.9908 |
0.0620 |
5.9% |
0.0042 |
0.4% |
90% |
True |
False |
80 |
| 100 |
1.0528 |
0.9676 |
0.0852 |
8.1% |
0.0038 |
0.4% |
92% |
True |
False |
72 |
| 120 |
1.0528 |
0.9664 |
0.0864 |
8.3% |
0.0034 |
0.3% |
92% |
True |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0851 |
|
2.618 |
1.0727 |
|
1.618 |
1.0651 |
|
1.000 |
1.0604 |
|
0.618 |
1.0575 |
|
HIGH |
1.0528 |
|
0.618 |
1.0499 |
|
0.500 |
1.0490 |
|
0.382 |
1.0481 |
|
LOW |
1.0452 |
|
0.618 |
1.0405 |
|
1.000 |
1.0376 |
|
1.618 |
1.0329 |
|
2.618 |
1.0253 |
|
4.250 |
1.0129 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0490 |
1.0449 |
| PP |
1.0481 |
1.0435 |
| S1 |
1.0472 |
1.0421 |
|