CME Canadian Dollar Future December 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 |
1.0299 |
1.0400 |
0.0101 |
1.0% |
1.0393 |
| High |
1.0392 |
1.0450 |
0.0058 |
0.6% |
1.0398 |
| Low |
1.0299 |
1.0400 |
0.0101 |
1.0% |
1.0286 |
| Close |
1.0380 |
1.0407 |
0.0027 |
0.3% |
1.0341 |
| Range |
0.0093 |
0.0050 |
-0.0043 |
-46.2% |
0.0112 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.0% |
0.0000 |
| Volume |
41 |
50 |
9 |
22.0% |
171 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0569 |
1.0538 |
1.0435 |
|
| R3 |
1.0519 |
1.0488 |
1.0421 |
|
| R2 |
1.0469 |
1.0469 |
1.0416 |
|
| R1 |
1.0438 |
1.0438 |
1.0412 |
1.0454 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0427 |
| S1 |
1.0388 |
1.0388 |
1.0402 |
1.0404 |
| S2 |
1.0369 |
1.0369 |
1.0398 |
|
| S3 |
1.0319 |
1.0338 |
1.0393 |
|
| S4 |
1.0269 |
1.0288 |
1.0380 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0621 |
1.0403 |
|
| R3 |
1.0566 |
1.0509 |
1.0372 |
|
| R2 |
1.0454 |
1.0454 |
1.0362 |
|
| R1 |
1.0397 |
1.0397 |
1.0351 |
1.0370 |
| PP |
1.0342 |
1.0342 |
1.0342 |
1.0328 |
| S1 |
1.0285 |
1.0285 |
1.0331 |
1.0258 |
| S2 |
1.0230 |
1.0230 |
1.0320 |
|
| S3 |
1.0118 |
1.0173 |
1.0310 |
|
| S4 |
1.0006 |
1.0061 |
1.0279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0450 |
1.0249 |
0.0201 |
1.9% |
0.0064 |
0.6% |
79% |
True |
False |
31 |
| 10 |
1.0450 |
1.0249 |
0.0201 |
1.9% |
0.0055 |
0.5% |
79% |
True |
False |
34 |
| 20 |
1.0450 |
1.0129 |
0.0321 |
3.1% |
0.0044 |
0.4% |
87% |
True |
False |
47 |
| 40 |
1.0450 |
0.9981 |
0.0469 |
4.5% |
0.0044 |
0.4% |
91% |
True |
False |
46 |
| 60 |
1.0450 |
0.9878 |
0.0572 |
5.5% |
0.0041 |
0.4% |
92% |
True |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0581 |
|
1.618 |
1.0531 |
|
1.000 |
1.0500 |
|
0.618 |
1.0481 |
|
HIGH |
1.0450 |
|
0.618 |
1.0431 |
|
0.500 |
1.0425 |
|
0.382 |
1.0419 |
|
LOW |
1.0400 |
|
0.618 |
1.0369 |
|
1.000 |
1.0350 |
|
1.618 |
1.0319 |
|
2.618 |
1.0269 |
|
4.250 |
1.0188 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0388 |
| PP |
1.0419 |
1.0369 |
| S1 |
1.0413 |
1.0350 |
|