CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0483 |
1.0475 |
-0.0008 |
-0.1% |
1.0450 |
| High |
1.0523 |
1.0542 |
0.0019 |
0.2% |
1.0542 |
| Low |
1.0470 |
1.0438 |
-0.0032 |
-0.3% |
1.0405 |
| Close |
1.0476 |
1.0535 |
0.0059 |
0.6% |
1.0535 |
| Range |
0.0053 |
0.0104 |
0.0051 |
96.2% |
0.0137 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.2% |
0.0000 |
| Volume |
253 |
245 |
-8 |
-3.2% |
904 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0780 |
1.0592 |
|
| R3 |
1.0713 |
1.0676 |
1.0564 |
|
| R2 |
1.0609 |
1.0609 |
1.0554 |
|
| R1 |
1.0572 |
1.0572 |
1.0545 |
1.0591 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0514 |
| S1 |
1.0468 |
1.0468 |
1.0525 |
1.0487 |
| S2 |
1.0401 |
1.0401 |
1.0516 |
|
| S3 |
1.0297 |
1.0364 |
1.0506 |
|
| S4 |
1.0193 |
1.0260 |
1.0478 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0857 |
1.0610 |
|
| R3 |
1.0768 |
1.0720 |
1.0573 |
|
| R2 |
1.0631 |
1.0631 |
1.0560 |
|
| R1 |
1.0583 |
1.0583 |
1.0548 |
1.0607 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0506 |
| S1 |
1.0446 |
1.0446 |
1.0522 |
1.0470 |
| S2 |
1.0357 |
1.0357 |
1.0510 |
|
| S3 |
1.0220 |
1.0309 |
1.0497 |
|
| S4 |
1.0083 |
1.0172 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0542 |
1.0405 |
0.0137 |
1.3% |
0.0072 |
0.7% |
95% |
True |
False |
180 |
| 10 |
1.0542 |
1.0250 |
0.0292 |
2.8% |
0.0080 |
0.8% |
98% |
True |
False |
195 |
| 20 |
1.0542 |
1.0250 |
0.0292 |
2.8% |
0.0072 |
0.7% |
98% |
True |
False |
173 |
| 40 |
1.0542 |
0.9985 |
0.0557 |
5.3% |
0.0069 |
0.7% |
99% |
True |
False |
151 |
| 60 |
1.0542 |
0.9981 |
0.0561 |
5.3% |
0.0056 |
0.5% |
99% |
True |
False |
113 |
| 80 |
1.0542 |
0.9908 |
0.0634 |
6.0% |
0.0045 |
0.4% |
99% |
True |
False |
90 |
| 100 |
1.0542 |
0.9740 |
0.0802 |
7.6% |
0.0040 |
0.4% |
99% |
True |
False |
80 |
| 120 |
1.0542 |
0.9664 |
0.0878 |
8.3% |
0.0036 |
0.3% |
99% |
True |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0814 |
|
1.618 |
1.0710 |
|
1.000 |
1.0646 |
|
0.618 |
1.0606 |
|
HIGH |
1.0542 |
|
0.618 |
1.0502 |
|
0.500 |
1.0490 |
|
0.382 |
1.0478 |
|
LOW |
1.0438 |
|
0.618 |
1.0374 |
|
1.000 |
1.0334 |
|
1.618 |
1.0270 |
|
2.618 |
1.0166 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0520 |
1.0515 |
| PP |
1.0505 |
1.0494 |
| S1 |
1.0490 |
1.0474 |
|