CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0445 |
-0.0005 |
0.0% |
1.0376 |
| High |
1.0480 |
1.0488 |
0.0008 |
0.1% |
1.0528 |
| Low |
1.0423 |
1.0425 |
0.0002 |
0.0% |
1.0250 |
| Close |
1.0440 |
1.0454 |
0.0014 |
0.1% |
1.0463 |
| Range |
0.0057 |
0.0063 |
0.0006 |
10.5% |
0.0278 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
162 |
107 |
-55 |
-34.0% |
957 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0612 |
1.0489 |
|
| R3 |
1.0582 |
1.0549 |
1.0471 |
|
| R2 |
1.0519 |
1.0519 |
1.0466 |
|
| R1 |
1.0486 |
1.0486 |
1.0460 |
1.0503 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0464 |
| S1 |
1.0423 |
1.0423 |
1.0448 |
1.0440 |
| S2 |
1.0393 |
1.0393 |
1.0442 |
|
| S3 |
1.0330 |
1.0360 |
1.0437 |
|
| S4 |
1.0267 |
1.0297 |
1.0419 |
|
|
| 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 |
1.0313 |
0.0215 |
2.1% |
0.0074 |
0.7% |
66% |
False |
False |
239 |
| 10 |
1.0528 |
1.0250 |
0.0278 |
2.7% |
0.0080 |
0.8% |
73% |
False |
False |
166 |
| 20 |
1.0528 |
1.0198 |
0.0330 |
3.2% |
0.0066 |
0.6% |
78% |
False |
False |
157 |
| 40 |
1.0528 |
0.9985 |
0.0543 |
5.2% |
0.0066 |
0.6% |
86% |
False |
False |
142 |
| 60 |
1.0528 |
0.9908 |
0.0620 |
5.9% |
0.0053 |
0.5% |
88% |
False |
False |
104 |
| 80 |
1.0528 |
0.9908 |
0.0620 |
5.9% |
0.0043 |
0.4% |
88% |
False |
False |
83 |
| 100 |
1.0528 |
0.9740 |
0.0788 |
7.5% |
0.0039 |
0.4% |
91% |
False |
False |
74 |
| 120 |
1.0528 |
0.9664 |
0.0864 |
8.3% |
0.0034 |
0.3% |
91% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0756 |
|
2.618 |
1.0653 |
|
1.618 |
1.0590 |
|
1.000 |
1.0551 |
|
0.618 |
1.0527 |
|
HIGH |
1.0488 |
|
0.618 |
1.0464 |
|
0.500 |
1.0457 |
|
0.382 |
1.0449 |
|
LOW |
1.0425 |
|
0.618 |
1.0386 |
|
1.000 |
1.0362 |
|
1.618 |
1.0323 |
|
2.618 |
1.0260 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0457 |
1.0476 |
| PP |
1.0456 |
1.0468 |
| S1 |
1.0455 |
1.0461 |
|