CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0372 |
1.0392 |
0.0020 |
0.2% |
1.0449 |
| High |
1.0407 |
1.0415 |
0.0008 |
0.1% |
1.0463 |
| Low |
1.0327 |
1.0348 |
0.0021 |
0.2% |
1.0327 |
| Close |
1.0396 |
1.0396 |
0.0000 |
0.0% |
1.0396 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.3% |
0.0136 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
76,599 |
62,066 |
-14,533 |
-19.0% |
374,340 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0587 |
1.0559 |
1.0433 |
|
| R3 |
1.0520 |
1.0492 |
1.0414 |
|
| R2 |
1.0453 |
1.0453 |
1.0408 |
|
| R1 |
1.0425 |
1.0425 |
1.0402 |
1.0439 |
| PP |
1.0386 |
1.0386 |
1.0386 |
1.0394 |
| S1 |
1.0358 |
1.0358 |
1.0390 |
1.0372 |
| S2 |
1.0319 |
1.0319 |
1.0384 |
|
| S3 |
1.0252 |
1.0291 |
1.0378 |
|
| S4 |
1.0185 |
1.0224 |
1.0359 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0736 |
1.0471 |
|
| R3 |
1.0667 |
1.0600 |
1.0433 |
|
| R2 |
1.0531 |
1.0531 |
1.0421 |
|
| R1 |
1.0464 |
1.0464 |
1.0408 |
1.0430 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0378 |
| S1 |
1.0328 |
1.0328 |
1.0384 |
1.0294 |
| S2 |
1.0259 |
1.0259 |
1.0371 |
|
| S3 |
1.0123 |
1.0192 |
1.0359 |
|
| S4 |
0.9987 |
1.0056 |
1.0321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0463 |
1.0327 |
0.0136 |
1.3% |
0.0074 |
0.7% |
51% |
False |
False |
74,868 |
| 10 |
1.0481 |
1.0300 |
0.0181 |
1.7% |
0.0073 |
0.7% |
53% |
False |
False |
67,083 |
| 20 |
1.0481 |
1.0128 |
0.0353 |
3.4% |
0.0075 |
0.7% |
76% |
False |
False |
66,420 |
| 40 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0079 |
0.8% |
82% |
False |
False |
52,535 |
| 60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0074 |
0.7% |
85% |
False |
False |
35,139 |
| 80 |
1.0481 |
0.9795 |
0.0686 |
6.6% |
0.0072 |
0.7% |
88% |
False |
False |
26,394 |
| 100 |
1.0481 |
0.9677 |
0.0804 |
7.7% |
0.0069 |
0.7% |
89% |
False |
False |
21,134 |
| 120 |
1.0481 |
0.9624 |
0.0857 |
8.2% |
0.0065 |
0.6% |
90% |
False |
False |
17,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0590 |
|
1.618 |
1.0523 |
|
1.000 |
1.0482 |
|
0.618 |
1.0456 |
|
HIGH |
1.0415 |
|
0.618 |
1.0389 |
|
0.500 |
1.0382 |
|
0.382 |
1.0374 |
|
LOW |
1.0348 |
|
0.618 |
1.0307 |
|
1.000 |
1.0281 |
|
1.618 |
1.0240 |
|
2.618 |
1.0173 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0388 |
| PP |
1.0386 |
1.0380 |
| S1 |
1.0382 |
1.0373 |
|