CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0344 |
0.0067 |
0.7% |
1.0187 |
| High |
1.0344 |
1.0344 |
0.0000 |
0.0% |
1.0344 |
| Low |
1.0270 |
1.0285 |
0.0015 |
0.1% |
1.0185 |
| Close |
1.0322 |
1.0293 |
-0.0029 |
-0.3% |
1.0322 |
| Range |
0.0074 |
0.0059 |
-0.0015 |
-20.3% |
0.0159 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
31 |
126 |
95 |
306.5% |
455 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0448 |
1.0325 |
|
| R3 |
1.0425 |
1.0389 |
1.0309 |
|
| R2 |
1.0366 |
1.0366 |
1.0304 |
|
| R1 |
1.0330 |
1.0330 |
1.0298 |
1.0319 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0302 |
| S1 |
1.0271 |
1.0271 |
1.0288 |
1.0260 |
| S2 |
1.0248 |
1.0248 |
1.0282 |
|
| S3 |
1.0189 |
1.0212 |
1.0277 |
|
| S4 |
1.0130 |
1.0153 |
1.0261 |
|
|
| 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 |
1.0198 |
0.0146 |
1.4% |
0.0049 |
0.5% |
65% |
True |
False |
95 |
| 10 |
1.0344 |
1.0121 |
0.0223 |
2.2% |
0.0052 |
0.5% |
77% |
True |
False |
92 |
| 20 |
1.0344 |
0.9985 |
0.0359 |
3.5% |
0.0068 |
0.7% |
86% |
True |
False |
131 |
| 40 |
1.0344 |
0.9981 |
0.0363 |
3.5% |
0.0049 |
0.5% |
86% |
True |
False |
83 |
| 60 |
1.0344 |
0.9908 |
0.0436 |
4.2% |
0.0038 |
0.4% |
88% |
True |
False |
65 |
| 80 |
1.0344 |
0.9740 |
0.0604 |
5.9% |
0.0033 |
0.3% |
92% |
True |
False |
57 |
| 100 |
1.0344 |
0.9664 |
0.0680 |
6.6% |
0.0030 |
0.3% |
93% |
True |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0595 |
|
2.618 |
1.0498 |
|
1.618 |
1.0439 |
|
1.000 |
1.0403 |
|
0.618 |
1.0380 |
|
HIGH |
1.0344 |
|
0.618 |
1.0321 |
|
0.500 |
1.0315 |
|
0.382 |
1.0308 |
|
LOW |
1.0285 |
|
0.618 |
1.0249 |
|
1.000 |
1.0226 |
|
1.618 |
1.0190 |
|
2.618 |
1.0131 |
|
4.250 |
1.0034 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0294 |
| PP |
1.0307 |
1.0294 |
| S1 |
1.0300 |
1.0293 |
|