CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0409 |
1.0355 |
-0.0054 |
-0.5% |
1.0449 |
| High |
1.0414 |
1.0459 |
0.0045 |
0.4% |
1.0463 |
| Low |
1.0272 |
1.0332 |
0.0060 |
0.6% |
1.0327 |
| Close |
1.0355 |
1.0437 |
0.0082 |
0.8% |
1.0396 |
| Range |
0.0142 |
0.0127 |
-0.0015 |
-10.6% |
0.0136 |
| ATR |
0.0081 |
0.0085 |
0.0003 |
4.0% |
0.0000 |
| Volume |
95,400 |
80,500 |
-14,900 |
-15.6% |
374,340 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0741 |
1.0507 |
|
| R3 |
1.0663 |
1.0614 |
1.0472 |
|
| R2 |
1.0536 |
1.0536 |
1.0460 |
|
| R1 |
1.0487 |
1.0487 |
1.0449 |
1.0512 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0422 |
| S1 |
1.0360 |
1.0360 |
1.0425 |
1.0385 |
| S2 |
1.0282 |
1.0282 |
1.0414 |
|
| S3 |
1.0155 |
1.0233 |
1.0402 |
|
| S4 |
1.0028 |
1.0106 |
1.0367 |
|
|
| 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 |
1.0459 |
1.0272 |
0.0187 |
1.8% |
0.0099 |
0.9% |
88% |
True |
False |
78,572 |
| 10 |
1.0481 |
1.0272 |
0.0209 |
2.0% |
0.0085 |
0.8% |
79% |
False |
False |
74,011 |
| 20 |
1.0481 |
1.0141 |
0.0340 |
3.3% |
0.0079 |
0.8% |
87% |
False |
False |
68,665 |
| 40 |
1.0481 |
1.0004 |
0.0477 |
4.6% |
0.0082 |
0.8% |
91% |
False |
False |
56,908 |
| 60 |
1.0481 |
0.9918 |
0.0563 |
5.4% |
0.0077 |
0.7% |
92% |
False |
False |
38,049 |
| 80 |
1.0481 |
0.9857 |
0.0624 |
6.0% |
0.0073 |
0.7% |
93% |
False |
False |
28,589 |
| 100 |
1.0481 |
0.9677 |
0.0804 |
7.7% |
0.0070 |
0.7% |
95% |
False |
False |
22,892 |
| 120 |
1.0481 |
0.9671 |
0.0810 |
7.8% |
0.0067 |
0.6% |
95% |
False |
False |
19,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0791 |
|
1.618 |
1.0664 |
|
1.000 |
1.0586 |
|
0.618 |
1.0537 |
|
HIGH |
1.0459 |
|
0.618 |
1.0410 |
|
0.500 |
1.0396 |
|
0.382 |
1.0381 |
|
LOW |
1.0332 |
|
0.618 |
1.0254 |
|
1.000 |
1.0205 |
|
1.618 |
1.0127 |
|
2.618 |
1.0000 |
|
4.250 |
0.9792 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0423 |
1.0413 |
| PP |
1.0409 |
1.0389 |
| S1 |
1.0396 |
1.0366 |
|