CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0332 |
1.0427 |
0.0095 |
0.9% |
1.0408 |
| High |
1.0430 |
1.0485 |
0.0055 |
0.5% |
1.0434 |
| Low |
1.0313 |
1.0426 |
0.0113 |
1.1% |
1.0303 |
| Close |
1.0410 |
1.0437 |
0.0027 |
0.3% |
1.0371 |
| Range |
0.0117 |
0.0059 |
-0.0058 |
-49.6% |
0.0131 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
326 |
284 |
-42 |
-12.9% |
652 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0626 |
1.0591 |
1.0469 |
|
| R3 |
1.0567 |
1.0532 |
1.0453 |
|
| R2 |
1.0508 |
1.0508 |
1.0448 |
|
| R1 |
1.0473 |
1.0473 |
1.0442 |
1.0491 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0458 |
| S1 |
1.0414 |
1.0414 |
1.0432 |
1.0432 |
| S2 |
1.0390 |
1.0390 |
1.0426 |
|
| S3 |
1.0331 |
1.0355 |
1.0421 |
|
| S4 |
1.0272 |
1.0296 |
1.0405 |
|
|
| 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 |
1.0485 |
1.0250 |
0.0235 |
2.3% |
0.0088 |
0.8% |
80% |
True |
False |
166 |
| 10 |
1.0485 |
1.0250 |
0.0235 |
2.3% |
0.0074 |
0.7% |
80% |
True |
False |
163 |
| 20 |
1.0485 |
1.0137 |
0.0348 |
3.3% |
0.0064 |
0.6% |
86% |
True |
False |
142 |
| 40 |
1.0485 |
0.9985 |
0.0500 |
4.8% |
0.0063 |
0.6% |
90% |
True |
False |
128 |
| 60 |
1.0485 |
0.9908 |
0.0577 |
5.5% |
0.0050 |
0.5% |
92% |
True |
False |
95 |
| 80 |
1.0485 |
0.9908 |
0.0577 |
5.5% |
0.0041 |
0.4% |
92% |
True |
False |
76 |
| 100 |
1.0485 |
0.9676 |
0.0809 |
7.8% |
0.0037 |
0.4% |
94% |
True |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0639 |
|
1.618 |
1.0580 |
|
1.000 |
1.0544 |
|
0.618 |
1.0521 |
|
HIGH |
1.0485 |
|
0.618 |
1.0462 |
|
0.500 |
1.0456 |
|
0.382 |
1.0449 |
|
LOW |
1.0426 |
|
0.618 |
1.0390 |
|
1.000 |
1.0367 |
|
1.618 |
1.0331 |
|
2.618 |
1.0272 |
|
4.250 |
1.0175 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0414 |
| PP |
1.0449 |
1.0391 |
| S1 |
1.0443 |
1.0368 |
|