CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0394 |
0.0034 |
0.3% |
1.0173 |
| High |
1.0434 |
1.0434 |
0.0000 |
0.0% |
1.0372 |
| Low |
1.0356 |
1.0376 |
0.0020 |
0.2% |
1.0161 |
| Close |
1.0409 |
1.0412 |
0.0003 |
0.0% |
1.0349 |
| Range |
0.0078 |
0.0058 |
-0.0020 |
-25.6% |
0.0211 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
58,731 |
62,378 |
3,647 |
6.2% |
307,799 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0555 |
1.0444 |
|
| R3 |
1.0523 |
1.0497 |
1.0428 |
|
| R2 |
1.0465 |
1.0465 |
1.0423 |
|
| R1 |
1.0439 |
1.0439 |
1.0417 |
1.0452 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0414 |
| S1 |
1.0381 |
1.0381 |
1.0407 |
1.0394 |
| S2 |
1.0349 |
1.0349 |
1.0401 |
|
| S3 |
1.0291 |
1.0323 |
1.0396 |
|
| S4 |
1.0233 |
1.0265 |
1.0380 |
|
|
| 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 |
1.0288 |
0.0146 |
1.4% |
0.0074 |
0.7% |
85% |
True |
False |
62,184 |
| 10 |
1.0434 |
1.0158 |
0.0276 |
2.7% |
0.0071 |
0.7% |
92% |
True |
False |
60,197 |
| 20 |
1.0434 |
1.0004 |
0.0430 |
4.1% |
0.0090 |
0.9% |
95% |
True |
False |
72,945 |
| 40 |
1.0434 |
0.9987 |
0.0447 |
4.3% |
0.0077 |
0.7% |
95% |
True |
False |
41,500 |
| 60 |
1.0434 |
0.9918 |
0.0516 |
5.0% |
0.0073 |
0.7% |
96% |
True |
False |
27,774 |
| 80 |
1.0434 |
0.9754 |
0.0680 |
6.5% |
0.0071 |
0.7% |
97% |
True |
False |
20,865 |
| 100 |
1.0434 |
0.9677 |
0.0757 |
7.3% |
0.0067 |
0.6% |
97% |
True |
False |
16,705 |
| 120 |
1.0434 |
0.9600 |
0.0834 |
8.0% |
0.0065 |
0.6% |
97% |
True |
False |
13,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0681 |
|
2.618 |
1.0586 |
|
1.618 |
1.0528 |
|
1.000 |
1.0492 |
|
0.618 |
1.0470 |
|
HIGH |
1.0434 |
|
0.618 |
1.0412 |
|
0.500 |
1.0405 |
|
0.382 |
1.0398 |
|
LOW |
1.0376 |
|
0.618 |
1.0340 |
|
1.000 |
1.0318 |
|
1.618 |
1.0282 |
|
2.618 |
1.0224 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0397 |
| PP |
1.0407 |
1.0382 |
| S1 |
1.0405 |
1.0367 |
|