CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0360 |
0.0033 |
0.3% |
1.0173 |
| High |
1.0372 |
1.0434 |
0.0062 |
0.6% |
1.0372 |
| Low |
1.0300 |
1.0356 |
0.0056 |
0.5% |
1.0161 |
| Close |
1.0366 |
1.0409 |
0.0043 |
0.4% |
1.0349 |
| Range |
0.0072 |
0.0078 |
0.0006 |
8.3% |
0.0211 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
51,351 |
58,731 |
7,380 |
14.4% |
307,799 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0634 |
1.0599 |
1.0452 |
|
| R3 |
1.0556 |
1.0521 |
1.0430 |
|
| R2 |
1.0478 |
1.0478 |
1.0423 |
|
| R1 |
1.0443 |
1.0443 |
1.0416 |
1.0461 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0408 |
| S1 |
1.0365 |
1.0365 |
1.0402 |
1.0383 |
| S2 |
1.0322 |
1.0322 |
1.0395 |
|
| S3 |
1.0244 |
1.0287 |
1.0388 |
|
| S4 |
1.0166 |
1.0209 |
1.0366 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0849 |
1.0465 |
|
| R3 |
1.0716 |
1.0638 |
1.0407 |
|
| R2 |
1.0505 |
1.0505 |
1.0388 |
|
| R1 |
1.0427 |
1.0427 |
1.0368 |
1.0466 |
| PP |
1.0294 |
1.0294 |
1.0294 |
1.0314 |
| S1 |
1.0216 |
1.0216 |
1.0330 |
1.0255 |
| S2 |
1.0083 |
1.0083 |
1.0310 |
|
| S3 |
0.9872 |
1.0005 |
1.0291 |
|
| S4 |
0.9661 |
0.9794 |
1.0233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0434 |
1.0261 |
0.0173 |
1.7% |
0.0072 |
0.7% |
86% |
True |
False |
61,610 |
| 10 |
1.0434 |
1.0158 |
0.0276 |
2.7% |
0.0075 |
0.7% |
91% |
True |
False |
62,703 |
| 20 |
1.0434 |
1.0004 |
0.0430 |
4.1% |
0.0091 |
0.9% |
94% |
True |
False |
73,758 |
| 40 |
1.0434 |
0.9987 |
0.0447 |
4.3% |
0.0076 |
0.7% |
94% |
True |
False |
39,955 |
| 60 |
1.0434 |
0.9918 |
0.0516 |
5.0% |
0.0073 |
0.7% |
95% |
True |
False |
26,736 |
| 80 |
1.0434 |
0.9754 |
0.0680 |
6.5% |
0.0071 |
0.7% |
96% |
True |
False |
20,086 |
| 100 |
1.0434 |
0.9677 |
0.0757 |
7.3% |
0.0068 |
0.6% |
97% |
True |
False |
16,081 |
| 120 |
1.0434 |
0.9600 |
0.0834 |
8.0% |
0.0064 |
0.6% |
97% |
True |
False |
13,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0766 |
|
2.618 |
1.0638 |
|
1.618 |
1.0560 |
|
1.000 |
1.0512 |
|
0.618 |
1.0482 |
|
HIGH |
1.0434 |
|
0.618 |
1.0404 |
|
0.500 |
1.0395 |
|
0.382 |
1.0386 |
|
LOW |
1.0356 |
|
0.618 |
1.0308 |
|
1.000 |
1.0278 |
|
1.618 |
1.0230 |
|
2.618 |
1.0152 |
|
4.250 |
1.0025 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0404 |
1.0395 |
| PP |
1.0400 |
1.0381 |
| S1 |
1.0395 |
1.0367 |
|