CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0449 |
1.0443 |
-0.0006 |
-0.1% |
1.0346 |
High |
1.0463 |
1.0448 |
-0.0015 |
-0.1% |
1.0481 |
Low |
1.0425 |
1.0338 |
-0.0087 |
-0.8% |
1.0300 |
Close |
1.0435 |
1.0389 |
-0.0046 |
-0.4% |
1.0428 |
Range |
0.0038 |
0.0110 |
0.0072 |
189.5% |
0.0181 |
ATR |
0.0075 |
0.0077 |
0.0003 |
3.4% |
0.0000 |
Volume |
53,888 |
103,489 |
49,601 |
92.0% |
296,499 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0722 |
1.0665 |
1.0450 |
|
R3 |
1.0612 |
1.0555 |
1.0419 |
|
R2 |
1.0502 |
1.0502 |
1.0409 |
|
R1 |
1.0445 |
1.0445 |
1.0399 |
1.0419 |
PP |
1.0392 |
1.0392 |
1.0392 |
1.0378 |
S1 |
1.0335 |
1.0335 |
1.0379 |
1.0309 |
S2 |
1.0282 |
1.0282 |
1.0369 |
|
S3 |
1.0172 |
1.0225 |
1.0359 |
|
S4 |
1.0062 |
1.0115 |
1.0329 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0946 |
1.0868 |
1.0528 |
|
R3 |
1.0765 |
1.0687 |
1.0478 |
|
R2 |
1.0584 |
1.0584 |
1.0461 |
|
R1 |
1.0506 |
1.0506 |
1.0445 |
1.0545 |
PP |
1.0403 |
1.0403 |
1.0403 |
1.0423 |
S1 |
1.0325 |
1.0325 |
1.0411 |
1.0364 |
S2 |
1.0222 |
1.0222 |
1.0395 |
|
S3 |
1.0041 |
1.0144 |
1.0378 |
|
S4 |
0.9860 |
0.9963 |
1.0328 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0481 |
1.0338 |
0.0143 |
1.4% |
0.0072 |
0.7% |
36% |
False |
True |
69,450 |
10 |
1.0481 |
1.0236 |
0.0245 |
2.4% |
0.0071 |
0.7% |
62% |
False |
False |
66,130 |
20 |
1.0481 |
1.0013 |
0.0468 |
4.5% |
0.0081 |
0.8% |
80% |
False |
False |
69,467 |
40 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0077 |
0.7% |
81% |
False |
False |
47,133 |
60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0074 |
0.7% |
84% |
False |
False |
31,534 |
80 |
1.0481 |
0.9754 |
0.0727 |
7.0% |
0.0071 |
0.7% |
87% |
False |
False |
23,689 |
100 |
1.0481 |
0.9677 |
0.0804 |
7.7% |
0.0068 |
0.7% |
89% |
False |
False |
18,966 |
120 |
1.0481 |
0.9624 |
0.0857 |
8.2% |
0.0065 |
0.6% |
89% |
False |
False |
15,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0916 |
2.618 |
1.0736 |
1.618 |
1.0626 |
1.000 |
1.0558 |
0.618 |
1.0516 |
HIGH |
1.0448 |
0.618 |
1.0406 |
0.500 |
1.0393 |
0.382 |
1.0380 |
LOW |
1.0338 |
0.618 |
1.0270 |
1.000 |
1.0228 |
1.618 |
1.0160 |
2.618 |
1.0050 |
4.250 |
0.9871 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0393 |
1.0410 |
PP |
1.0392 |
1.0403 |
S1 |
1.0390 |
1.0396 |
|