CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0365 |
0.0028 |
0.3% |
1.0187 |
| High |
1.0405 |
1.0404 |
-0.0001 |
0.0% |
1.0344 |
| Low |
1.0332 |
1.0350 |
0.0018 |
0.2% |
1.0185 |
| Close |
1.0381 |
1.0384 |
0.0003 |
0.0% |
1.0322 |
| Range |
0.0073 |
0.0054 |
-0.0019 |
-26.0% |
0.0159 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
98 |
239 |
141 |
143.9% |
455 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0517 |
1.0414 |
|
| R3 |
1.0487 |
1.0463 |
1.0399 |
|
| R2 |
1.0433 |
1.0433 |
1.0394 |
|
| R1 |
1.0409 |
1.0409 |
1.0389 |
1.0421 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0386 |
| S1 |
1.0355 |
1.0355 |
1.0379 |
1.0367 |
| S2 |
1.0325 |
1.0325 |
1.0374 |
|
| S3 |
1.0271 |
1.0301 |
1.0369 |
|
| S4 |
1.0217 |
1.0247 |
1.0354 |
|
|
| 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 |
1.0405 |
1.0270 |
0.0135 |
1.3% |
0.0065 |
0.6% |
84% |
False |
False |
169 |
| 10 |
1.0405 |
1.0137 |
0.0268 |
2.6% |
0.0054 |
0.5% |
92% |
False |
False |
139 |
| 20 |
1.0405 |
0.9985 |
0.0420 |
4.0% |
0.0071 |
0.7% |
95% |
False |
False |
142 |
| 40 |
1.0405 |
0.9985 |
0.0420 |
4.0% |
0.0052 |
0.5% |
95% |
False |
False |
98 |
| 60 |
1.0405 |
0.9908 |
0.0497 |
4.8% |
0.0041 |
0.4% |
96% |
False |
False |
76 |
| 80 |
1.0405 |
0.9740 |
0.0665 |
6.4% |
0.0035 |
0.3% |
97% |
False |
False |
61 |
| 100 |
1.0405 |
0.9664 |
0.0741 |
7.1% |
0.0031 |
0.3% |
97% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0634 |
|
2.618 |
1.0545 |
|
1.618 |
1.0491 |
|
1.000 |
1.0458 |
|
0.618 |
1.0437 |
|
HIGH |
1.0404 |
|
0.618 |
1.0383 |
|
0.500 |
1.0377 |
|
0.382 |
1.0371 |
|
LOW |
1.0350 |
|
0.618 |
1.0317 |
|
1.000 |
1.0296 |
|
1.618 |
1.0263 |
|
2.618 |
1.0209 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0370 |
| PP |
1.0379 |
1.0355 |
| S1 |
1.0377 |
1.0341 |
|