CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0499 |
1.0510 |
0.0011 |
0.1% |
1.0409 |
| High |
1.0528 |
1.0553 |
0.0025 |
0.2% |
1.0563 |
| Low |
1.0429 |
1.0492 |
0.0063 |
0.6% |
1.0272 |
| Close |
1.0491 |
1.0503 |
0.0012 |
0.1% |
1.0491 |
| Range |
0.0099 |
0.0061 |
-0.0038 |
-38.4% |
0.0291 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
72,970 |
62,391 |
-10,579 |
-14.5% |
308,756 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0662 |
1.0537 |
|
| R3 |
1.0638 |
1.0601 |
1.0520 |
|
| R2 |
1.0577 |
1.0577 |
1.0514 |
|
| R1 |
1.0540 |
1.0540 |
1.0509 |
1.0528 |
| PP |
1.0516 |
1.0516 |
1.0516 |
1.0510 |
| S1 |
1.0479 |
1.0479 |
1.0497 |
1.0467 |
| S2 |
1.0455 |
1.0455 |
1.0492 |
|
| S3 |
1.0394 |
1.0418 |
1.0486 |
|
| S4 |
1.0333 |
1.0357 |
1.0469 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1194 |
1.0651 |
|
| R3 |
1.1024 |
1.0903 |
1.0571 |
|
| R2 |
1.0733 |
1.0733 |
1.0544 |
|
| R1 |
1.0612 |
1.0612 |
1.0518 |
1.0673 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0472 |
| S1 |
1.0321 |
1.0321 |
1.0464 |
1.0382 |
| S2 |
1.0151 |
1.0151 |
1.0438 |
|
| S3 |
0.9860 |
1.0030 |
1.0411 |
|
| S4 |
0.9569 |
0.9739 |
1.0331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0563 |
1.0429 |
0.0134 |
1.3% |
0.0080 |
0.8% |
55% |
False |
False |
63,799 |
| 10 |
1.0563 |
1.0272 |
0.0291 |
2.8% |
0.0089 |
0.9% |
79% |
False |
False |
70,523 |
| 20 |
1.0563 |
1.0261 |
0.0302 |
2.9% |
0.0081 |
0.8% |
80% |
False |
False |
69,005 |
| 40 |
1.0563 |
1.0004 |
0.0559 |
5.3% |
0.0083 |
0.8% |
89% |
False |
False |
66,379 |
| 60 |
1.0563 |
0.9987 |
0.0576 |
5.5% |
0.0077 |
0.7% |
90% |
False |
False |
44,541 |
| 80 |
1.0563 |
0.9918 |
0.0645 |
6.1% |
0.0075 |
0.7% |
91% |
False |
False |
33,462 |
| 100 |
1.0563 |
0.9754 |
0.0809 |
7.7% |
0.0072 |
0.7% |
93% |
False |
False |
26,795 |
| 120 |
1.0563 |
0.9677 |
0.0886 |
8.4% |
0.0069 |
0.7% |
93% |
False |
False |
22,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0713 |
|
1.618 |
1.0652 |
|
1.000 |
1.0614 |
|
0.618 |
1.0591 |
|
HIGH |
1.0553 |
|
0.618 |
1.0530 |
|
0.500 |
1.0523 |
|
0.382 |
1.0515 |
|
LOW |
1.0492 |
|
0.618 |
1.0454 |
|
1.000 |
1.0431 |
|
1.618 |
1.0393 |
|
2.618 |
1.0332 |
|
4.250 |
1.0233 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0523 |
1.0499 |
| PP |
1.0516 |
1.0495 |
| S1 |
1.0510 |
1.0491 |
|