CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0332 |
-0.0044 |
-0.4% |
1.0408 |
| High |
1.0376 |
1.0430 |
0.0054 |
0.5% |
1.0434 |
| Low |
1.0250 |
1.0313 |
0.0063 |
0.6% |
1.0303 |
| Close |
1.0331 |
1.0410 |
0.0079 |
0.8% |
1.0371 |
| Range |
0.0126 |
0.0117 |
-0.0009 |
-7.1% |
0.0131 |
| ATR |
0.0069 |
0.0073 |
0.0003 |
4.9% |
0.0000 |
| Volume |
29 |
326 |
297 |
1,024.1% |
652 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0690 |
1.0474 |
|
| R3 |
1.0618 |
1.0573 |
1.0442 |
|
| R2 |
1.0501 |
1.0501 |
1.0431 |
|
| R1 |
1.0456 |
1.0456 |
1.0421 |
1.0479 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0396 |
| S1 |
1.0339 |
1.0339 |
1.0399 |
1.0362 |
| S2 |
1.0267 |
1.0267 |
1.0389 |
|
| S3 |
1.0150 |
1.0222 |
1.0378 |
|
| S4 |
1.0033 |
1.0105 |
1.0346 |
|
|
| 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 |
1.0430 |
1.0250 |
0.0180 |
1.7% |
0.0090 |
0.9% |
89% |
True |
False |
148 |
| 10 |
1.0445 |
1.0250 |
0.0195 |
1.9% |
0.0075 |
0.7% |
82% |
False |
False |
145 |
| 20 |
1.0445 |
1.0121 |
0.0324 |
3.1% |
0.0064 |
0.6% |
89% |
False |
False |
133 |
| 40 |
1.0445 |
0.9985 |
0.0460 |
4.4% |
0.0061 |
0.6% |
92% |
False |
False |
123 |
| 60 |
1.0445 |
0.9908 |
0.0537 |
5.2% |
0.0049 |
0.5% |
93% |
False |
False |
90 |
| 80 |
1.0445 |
0.9861 |
0.0584 |
5.6% |
0.0040 |
0.4% |
94% |
False |
False |
72 |
| 100 |
1.0445 |
0.9676 |
0.0769 |
7.4% |
0.0036 |
0.3% |
95% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0736 |
|
1.618 |
1.0619 |
|
1.000 |
1.0547 |
|
0.618 |
1.0502 |
|
HIGH |
1.0430 |
|
0.618 |
1.0385 |
|
0.500 |
1.0372 |
|
0.382 |
1.0358 |
|
LOW |
1.0313 |
|
0.618 |
1.0241 |
|
1.000 |
1.0196 |
|
1.618 |
1.0124 |
|
2.618 |
1.0007 |
|
4.250 |
0.9816 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0397 |
1.0387 |
| PP |
1.0384 |
1.0363 |
| S1 |
1.0372 |
1.0340 |
|