CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0247 |
1.0276 |
0.0029 |
0.3% |
1.0130 |
| High |
1.0306 |
1.0310 |
0.0004 |
0.0% |
1.0259 |
| Low |
1.0236 |
1.0261 |
0.0025 |
0.2% |
1.0128 |
| Close |
1.0279 |
1.0306 |
0.0027 |
0.3% |
1.0174 |
| Range |
0.0070 |
0.0049 |
-0.0021 |
-30.0% |
0.0131 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
64,726 |
59,508 |
-5,218 |
-8.1% |
349,770 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0422 |
1.0333 |
|
| R3 |
1.0390 |
1.0373 |
1.0319 |
|
| R2 |
1.0341 |
1.0341 |
1.0315 |
|
| R1 |
1.0324 |
1.0324 |
1.0310 |
1.0333 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0297 |
| S1 |
1.0275 |
1.0275 |
1.0302 |
1.0284 |
| S2 |
1.0243 |
1.0243 |
1.0297 |
|
| S3 |
1.0194 |
1.0226 |
1.0293 |
|
| S4 |
1.0145 |
1.0177 |
1.0279 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0508 |
1.0246 |
|
| R3 |
1.0449 |
1.0377 |
1.0210 |
|
| R2 |
1.0318 |
1.0318 |
1.0198 |
|
| R1 |
1.0246 |
1.0246 |
1.0186 |
1.0282 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0205 |
| S1 |
1.0115 |
1.0115 |
1.0162 |
1.0151 |
| S2 |
1.0056 |
1.0056 |
1.0150 |
|
| S3 |
0.9925 |
0.9984 |
1.0138 |
|
| S4 |
0.9794 |
0.9853 |
1.0102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0310 |
1.0158 |
0.0152 |
1.5% |
0.0069 |
0.7% |
97% |
True |
False |
58,209 |
| 10 |
1.0310 |
1.0111 |
0.0199 |
1.9% |
0.0075 |
0.7% |
98% |
True |
False |
64,526 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0085 |
0.8% |
95% |
False |
False |
66,638 |
| 40 |
1.0321 |
0.9987 |
0.0334 |
3.2% |
0.0076 |
0.7% |
96% |
False |
False |
33,784 |
| 60 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0073 |
0.7% |
96% |
False |
False |
22,602 |
| 80 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0070 |
0.7% |
97% |
False |
False |
16,986 |
| 100 |
1.0321 |
0.9677 |
0.0644 |
6.2% |
0.0066 |
0.6% |
98% |
False |
False |
13,599 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0063 |
0.6% |
98% |
False |
False |
11,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0518 |
|
2.618 |
1.0438 |
|
1.618 |
1.0389 |
|
1.000 |
1.0359 |
|
0.618 |
1.0340 |
|
HIGH |
1.0310 |
|
0.618 |
1.0291 |
|
0.500 |
1.0286 |
|
0.382 |
1.0280 |
|
LOW |
1.0261 |
|
0.618 |
1.0231 |
|
1.000 |
1.0212 |
|
1.618 |
1.0182 |
|
2.618 |
1.0133 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0299 |
1.0289 |
| PP |
1.0292 |
1.0273 |
| S1 |
1.0286 |
1.0256 |
|