CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0366 |
0.0004 |
0.0% |
1.0344 |
| High |
1.0390 |
1.0379 |
-0.0011 |
-0.1% |
1.0445 |
| Low |
1.0320 |
1.0303 |
-0.0017 |
-0.2% |
1.0276 |
| Close |
1.0346 |
1.0370 |
0.0024 |
0.2% |
1.0399 |
| Range |
0.0070 |
0.0076 |
0.0006 |
8.6% |
0.0169 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
| Volume |
193 |
100 |
-93 |
-48.2% |
921 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0550 |
1.0412 |
|
| R3 |
1.0503 |
1.0474 |
1.0391 |
|
| R2 |
1.0427 |
1.0427 |
1.0384 |
|
| R1 |
1.0398 |
1.0398 |
1.0377 |
1.0413 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0358 |
| S1 |
1.0322 |
1.0322 |
1.0363 |
1.0337 |
| S2 |
1.0275 |
1.0275 |
1.0356 |
|
| S3 |
1.0199 |
1.0246 |
1.0349 |
|
| S4 |
1.0123 |
1.0170 |
1.0328 |
|
|
| 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 |
1.0303 |
0.0142 |
1.4% |
0.0064 |
0.6% |
47% |
False |
True |
132 |
| 10 |
1.0445 |
1.0270 |
0.0175 |
1.7% |
0.0065 |
0.6% |
57% |
False |
False |
151 |
| 20 |
1.0445 |
1.0100 |
0.0345 |
3.3% |
0.0058 |
0.6% |
78% |
False |
False |
122 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0057 |
0.5% |
84% |
False |
False |
113 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0045 |
0.4% |
86% |
False |
False |
85 |
| 80 |
1.0445 |
0.9755 |
0.0690 |
6.7% |
0.0037 |
0.4% |
89% |
False |
False |
68 |
| 100 |
1.0445 |
0.9676 |
0.0769 |
7.4% |
0.0034 |
0.3% |
90% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0578 |
|
1.618 |
1.0502 |
|
1.000 |
1.0455 |
|
0.618 |
1.0426 |
|
HIGH |
1.0379 |
|
0.618 |
1.0350 |
|
0.500 |
1.0341 |
|
0.382 |
1.0332 |
|
LOW |
1.0303 |
|
0.618 |
1.0256 |
|
1.000 |
1.0227 |
|
1.618 |
1.0180 |
|
2.618 |
1.0104 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0365 |
| PP |
1.0351 |
1.0359 |
| S1 |
1.0341 |
1.0354 |
|