CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0407 |
0.0042 |
0.4% |
1.0344 |
| High |
1.0404 |
1.0445 |
0.0041 |
0.4% |
1.0445 |
| Low |
1.0350 |
1.0390 |
0.0040 |
0.4% |
1.0276 |
| Close |
1.0384 |
1.0399 |
0.0015 |
0.1% |
1.0399 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0169 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
239 |
106 |
-133 |
-55.6% |
921 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0543 |
1.0429 |
|
| R3 |
1.0521 |
1.0488 |
1.0414 |
|
| R2 |
1.0466 |
1.0466 |
1.0409 |
|
| R1 |
1.0433 |
1.0433 |
1.0404 |
1.0422 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0406 |
| S1 |
1.0378 |
1.0378 |
1.0394 |
1.0367 |
| S2 |
1.0356 |
1.0356 |
1.0389 |
|
| S3 |
1.0301 |
1.0323 |
1.0384 |
|
| S4 |
1.0246 |
1.0268 |
1.0369 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0809 |
1.0492 |
|
| R3 |
1.0711 |
1.0640 |
1.0445 |
|
| R2 |
1.0542 |
1.0542 |
1.0430 |
|
| R1 |
1.0471 |
1.0471 |
1.0414 |
1.0507 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0391 |
| S1 |
1.0302 |
1.0302 |
1.0384 |
1.0338 |
| S2 |
1.0204 |
1.0204 |
1.0368 |
|
| S3 |
1.0035 |
1.0133 |
1.0353 |
|
| S4 |
0.9866 |
0.9964 |
1.0306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0445 |
1.0276 |
0.0169 |
1.6% |
0.0061 |
0.6% |
73% |
True |
False |
184 |
| 10 |
1.0445 |
1.0185 |
0.0260 |
2.5% |
0.0053 |
0.5% |
82% |
True |
False |
137 |
| 20 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0069 |
0.7% |
90% |
True |
False |
133 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0053 |
0.5% |
90% |
True |
False |
100 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0042 |
0.4% |
91% |
True |
False |
77 |
| 80 |
1.0445 |
0.9740 |
0.0705 |
6.8% |
0.0035 |
0.3% |
93% |
True |
False |
61 |
| 100 |
1.0445 |
0.9664 |
0.0781 |
7.5% |
0.0032 |
0.3% |
94% |
True |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0679 |
|
2.618 |
1.0589 |
|
1.618 |
1.0534 |
|
1.000 |
1.0500 |
|
0.618 |
1.0479 |
|
HIGH |
1.0445 |
|
0.618 |
1.0424 |
|
0.500 |
1.0418 |
|
0.382 |
1.0411 |
|
LOW |
1.0390 |
|
0.618 |
1.0356 |
|
1.000 |
1.0335 |
|
1.618 |
1.0301 |
|
2.618 |
1.0246 |
|
4.250 |
1.0156 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0418 |
1.0396 |
| PP |
1.0411 |
1.0392 |
| S1 |
1.0405 |
1.0389 |
|