CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0358 |
1.0376 |
0.0018 |
0.2% |
1.0408 |
| High |
1.0386 |
1.0376 |
-0.0010 |
-0.1% |
1.0434 |
| Low |
1.0325 |
1.0250 |
-0.0075 |
-0.7% |
1.0303 |
| Close |
1.0371 |
1.0331 |
-0.0040 |
-0.4% |
1.0371 |
| Range |
0.0061 |
0.0126 |
0.0065 |
106.6% |
0.0131 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
6.7% |
0.0000 |
| Volume |
94 |
29 |
-65 |
-69.1% |
652 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0640 |
1.0400 |
|
| R3 |
1.0571 |
1.0514 |
1.0366 |
|
| R2 |
1.0445 |
1.0445 |
1.0354 |
|
| R1 |
1.0388 |
1.0388 |
1.0343 |
1.0354 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0302 |
| S1 |
1.0262 |
1.0262 |
1.0319 |
1.0228 |
| S2 |
1.0193 |
1.0193 |
1.0308 |
|
| S3 |
1.0067 |
1.0136 |
1.0296 |
|
| S4 |
0.9941 |
1.0010 |
1.0262 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0762 |
1.0698 |
1.0443 |
|
| R3 |
1.0631 |
1.0567 |
1.0407 |
|
| R2 |
1.0500 |
1.0500 |
1.0395 |
|
| R1 |
1.0436 |
1.0436 |
1.0383 |
1.0403 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0353 |
| S1 |
1.0305 |
1.0305 |
1.0359 |
1.0272 |
| S2 |
1.0238 |
1.0238 |
1.0347 |
|
| S3 |
1.0107 |
1.0174 |
1.0335 |
|
| S4 |
0.9976 |
1.0043 |
1.0299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0405 |
1.0250 |
0.0155 |
1.5% |
0.0085 |
0.8% |
52% |
False |
True |
92 |
| 10 |
1.0445 |
1.0250 |
0.0195 |
1.9% |
0.0070 |
0.7% |
42% |
False |
True |
147 |
| 20 |
1.0445 |
1.0121 |
0.0324 |
3.1% |
0.0061 |
0.6% |
65% |
False |
False |
120 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.5% |
0.0060 |
0.6% |
75% |
False |
False |
115 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0047 |
0.5% |
79% |
False |
False |
85 |
| 80 |
1.0445 |
0.9798 |
0.0647 |
6.3% |
0.0040 |
0.4% |
82% |
False |
False |
68 |
| 100 |
1.0445 |
0.9676 |
0.0769 |
7.4% |
0.0035 |
0.3% |
85% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0912 |
|
2.618 |
1.0706 |
|
1.618 |
1.0580 |
|
1.000 |
1.0502 |
|
0.618 |
1.0454 |
|
HIGH |
1.0376 |
|
0.618 |
1.0328 |
|
0.500 |
1.0313 |
|
0.382 |
1.0298 |
|
LOW |
1.0250 |
|
0.618 |
1.0172 |
|
1.000 |
1.0124 |
|
1.618 |
1.0046 |
|
2.618 |
0.9920 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0327 |
| PP |
1.0319 |
1.0322 |
| S1 |
1.0313 |
1.0318 |
|