CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0277 |
0.0007 |
0.1% |
1.0187 |
| High |
1.0281 |
1.0344 |
0.0063 |
0.6% |
1.0344 |
| Low |
1.0244 |
1.0270 |
0.0026 |
0.3% |
1.0185 |
| Close |
1.0280 |
1.0322 |
0.0042 |
0.4% |
1.0322 |
| Range |
0.0037 |
0.0074 |
0.0037 |
100.0% |
0.0159 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
177 |
31 |
-146 |
-82.5% |
455 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0502 |
1.0363 |
|
| R3 |
1.0460 |
1.0428 |
1.0342 |
|
| R2 |
1.0386 |
1.0386 |
1.0336 |
|
| R1 |
1.0354 |
1.0354 |
1.0329 |
1.0370 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0320 |
| S1 |
1.0280 |
1.0280 |
1.0315 |
1.0296 |
| S2 |
1.0238 |
1.0238 |
1.0308 |
|
| S3 |
1.0164 |
1.0206 |
1.0302 |
|
| S4 |
1.0090 |
1.0132 |
1.0281 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0700 |
1.0409 |
|
| R3 |
1.0602 |
1.0541 |
1.0366 |
|
| R2 |
1.0443 |
1.0443 |
1.0351 |
|
| R1 |
1.0382 |
1.0382 |
1.0337 |
1.0413 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0299 |
| S1 |
1.0223 |
1.0223 |
1.0307 |
1.0254 |
| S2 |
1.0125 |
1.0125 |
1.0293 |
|
| S3 |
0.9966 |
1.0064 |
1.0278 |
|
| S4 |
0.9807 |
0.9905 |
1.0235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0344 |
1.0185 |
0.0159 |
1.5% |
0.0044 |
0.4% |
86% |
True |
False |
91 |
| 10 |
1.0344 |
1.0121 |
0.0223 |
2.2% |
0.0053 |
0.5% |
90% |
True |
False |
87 |
| 20 |
1.0344 |
0.9985 |
0.0359 |
3.5% |
0.0068 |
0.7% |
94% |
True |
False |
130 |
| 40 |
1.0344 |
0.9981 |
0.0363 |
3.5% |
0.0049 |
0.5% |
94% |
True |
False |
83 |
| 60 |
1.0344 |
0.9908 |
0.0436 |
4.2% |
0.0037 |
0.4% |
95% |
True |
False |
63 |
| 80 |
1.0344 |
0.9740 |
0.0604 |
5.9% |
0.0033 |
0.3% |
96% |
True |
False |
57 |
| 100 |
1.0344 |
0.9664 |
0.0680 |
6.6% |
0.0030 |
0.3% |
97% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0538 |
|
1.618 |
1.0464 |
|
1.000 |
1.0418 |
|
0.618 |
1.0390 |
|
HIGH |
1.0344 |
|
0.618 |
1.0316 |
|
0.500 |
1.0307 |
|
0.382 |
1.0298 |
|
LOW |
1.0270 |
|
0.618 |
1.0224 |
|
1.000 |
1.0196 |
|
1.618 |
1.0150 |
|
2.618 |
1.0076 |
|
4.250 |
0.9956 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0308 |
| PP |
1.0312 |
1.0293 |
| S1 |
1.0307 |
1.0279 |
|