CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0450 |
-0.0025 |
-0.2% |
1.0376 |
| High |
1.0528 |
1.0480 |
-0.0048 |
-0.5% |
1.0528 |
| Low |
1.0452 |
1.0423 |
-0.0029 |
-0.3% |
1.0250 |
| Close |
1.0463 |
1.0440 |
-0.0023 |
-0.2% |
1.0463 |
| Range |
0.0076 |
0.0057 |
-0.0019 |
-25.0% |
0.0278 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
318 |
162 |
-156 |
-49.1% |
957 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0586 |
1.0471 |
|
| R3 |
1.0562 |
1.0529 |
1.0456 |
|
| R2 |
1.0505 |
1.0505 |
1.0450 |
|
| R1 |
1.0472 |
1.0472 |
1.0445 |
1.0460 |
| PP |
1.0448 |
1.0448 |
1.0448 |
1.0442 |
| S1 |
1.0415 |
1.0415 |
1.0435 |
1.0403 |
| S2 |
1.0391 |
1.0391 |
1.0430 |
|
| S3 |
1.0334 |
1.0358 |
1.0424 |
|
| S4 |
1.0277 |
1.0301 |
1.0409 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1133 |
1.0616 |
|
| R3 |
1.0970 |
1.0855 |
1.0539 |
|
| R2 |
1.0692 |
1.0692 |
1.0514 |
|
| R1 |
1.0577 |
1.0577 |
1.0488 |
1.0635 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0442 |
| S1 |
1.0299 |
1.0299 |
1.0438 |
1.0357 |
| S2 |
1.0136 |
1.0136 |
1.0412 |
|
| S3 |
0.9858 |
1.0021 |
1.0387 |
|
| S4 |
0.9580 |
0.9743 |
1.0310 |
|
|
| 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% |
0.0087 |
0.8% |
68% |
False |
False |
223 |
| 10 |
1.0528 |
1.0250 |
0.0278 |
2.7% |
0.0076 |
0.7% |
68% |
False |
False |
177 |
| 20 |
1.0528 |
1.0185 |
0.0343 |
3.3% |
0.0065 |
0.6% |
74% |
False |
False |
157 |
| 40 |
1.0528 |
0.9985 |
0.0543 |
5.2% |
0.0065 |
0.6% |
84% |
False |
False |
139 |
| 60 |
1.0528 |
0.9908 |
0.0620 |
5.9% |
0.0052 |
0.5% |
86% |
False |
False |
102 |
| 80 |
1.0528 |
0.9908 |
0.0620 |
5.9% |
0.0042 |
0.4% |
86% |
False |
False |
82 |
| 100 |
1.0528 |
0.9740 |
0.0788 |
7.5% |
0.0038 |
0.4% |
89% |
False |
False |
73 |
| 120 |
1.0528 |
0.9664 |
0.0864 |
8.3% |
0.0034 |
0.3% |
90% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0722 |
|
2.618 |
1.0629 |
|
1.618 |
1.0572 |
|
1.000 |
1.0537 |
|
0.618 |
1.0515 |
|
HIGH |
1.0480 |
|
0.618 |
1.0458 |
|
0.500 |
1.0452 |
|
0.382 |
1.0445 |
|
LOW |
1.0423 |
|
0.618 |
1.0388 |
|
1.000 |
1.0366 |
|
1.618 |
1.0331 |
|
2.618 |
1.0274 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0452 |
1.0476 |
| PP |
1.0448 |
1.0464 |
| S1 |
1.0444 |
1.0452 |
|