CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0485 |
1.0483 |
-0.0002 |
0.0% |
1.0376 |
| High |
1.0486 |
1.0523 |
0.0037 |
0.4% |
1.0528 |
| Low |
1.0405 |
1.0470 |
0.0065 |
0.6% |
1.0250 |
| Close |
1.0464 |
1.0476 |
0.0012 |
0.1% |
1.0463 |
| Range |
0.0081 |
0.0053 |
-0.0028 |
-34.6% |
0.0278 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
137 |
253 |
116 |
84.7% |
957 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0615 |
1.0505 |
|
| R3 |
1.0596 |
1.0562 |
1.0491 |
|
| R2 |
1.0543 |
1.0543 |
1.0486 |
|
| R1 |
1.0509 |
1.0509 |
1.0481 |
1.0500 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0485 |
| S1 |
1.0456 |
1.0456 |
1.0471 |
1.0447 |
| S2 |
1.0437 |
1.0437 |
1.0466 |
|
| S3 |
1.0384 |
1.0403 |
1.0461 |
|
| S4 |
1.0331 |
1.0350 |
1.0447 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1133 |
1.0616 |
|
| R3 |
1.0970 |
1.0855 |
1.0539 |
|
| R2 |
1.0692 |
1.0692 |
1.0514 |
|
| R1 |
1.0577 |
1.0577 |
1.0488 |
1.0635 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0442 |
| S1 |
1.0299 |
1.0299 |
1.0438 |
1.0357 |
| S2 |
1.0136 |
1.0136 |
1.0412 |
|
| S3 |
0.9858 |
1.0021 |
1.0387 |
|
| S4 |
0.9580 |
0.9743 |
1.0310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0528 |
1.0405 |
0.0123 |
1.2% |
0.0066 |
0.6% |
58% |
False |
False |
195 |
| 10 |
1.0528 |
1.0250 |
0.0278 |
2.7% |
0.0077 |
0.7% |
81% |
False |
False |
181 |
| 20 |
1.0528 |
1.0244 |
0.0284 |
2.7% |
0.0069 |
0.7% |
82% |
False |
False |
169 |
| 40 |
1.0528 |
0.9985 |
0.0543 |
5.2% |
0.0067 |
0.6% |
90% |
False |
False |
147 |
| 60 |
1.0528 |
0.9981 |
0.0547 |
5.2% |
0.0054 |
0.5% |
90% |
False |
False |
110 |
| 80 |
1.0528 |
0.9908 |
0.0620 |
5.9% |
0.0044 |
0.4% |
92% |
False |
False |
87 |
| 100 |
1.0528 |
0.9740 |
0.0788 |
7.5% |
0.0040 |
0.4% |
93% |
False |
False |
78 |
| 120 |
1.0528 |
0.9664 |
0.0864 |
8.2% |
0.0035 |
0.3% |
94% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0748 |
|
2.618 |
1.0662 |
|
1.618 |
1.0609 |
|
1.000 |
1.0576 |
|
0.618 |
1.0556 |
|
HIGH |
1.0523 |
|
0.618 |
1.0503 |
|
0.500 |
1.0497 |
|
0.382 |
1.0490 |
|
LOW |
1.0470 |
|
0.618 |
1.0437 |
|
1.000 |
1.0417 |
|
1.618 |
1.0384 |
|
2.618 |
1.0331 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0497 |
1.0472 |
| PP |
1.0490 |
1.0468 |
| S1 |
1.0483 |
1.0464 |
|