CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0478 |
0.0078 |
0.8% |
1.0393 |
| High |
1.0450 |
1.0500 |
0.0050 |
0.5% |
1.0398 |
| Low |
1.0400 |
1.0418 |
0.0018 |
0.2% |
1.0286 |
| Close |
1.0407 |
1.0431 |
0.0024 |
0.2% |
1.0341 |
| Range |
0.0050 |
0.0082 |
0.0032 |
64.0% |
0.0112 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.6% |
0.0000 |
| Volume |
50 |
42 |
-8 |
-16.0% |
171 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0696 |
1.0645 |
1.0476 |
|
| R3 |
1.0614 |
1.0563 |
1.0454 |
|
| R2 |
1.0532 |
1.0532 |
1.0446 |
|
| R1 |
1.0481 |
1.0481 |
1.0439 |
1.0466 |
| PP |
1.0450 |
1.0450 |
1.0450 |
1.0442 |
| S1 |
1.0399 |
1.0399 |
1.0423 |
1.0384 |
| S2 |
1.0368 |
1.0368 |
1.0416 |
|
| S3 |
1.0286 |
1.0317 |
1.0408 |
|
| S4 |
1.0204 |
1.0235 |
1.0386 |
|
|
| 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 |
1.0500 |
1.0249 |
0.0251 |
2.4% |
0.0064 |
0.6% |
73% |
True |
False |
37 |
| 10 |
1.0500 |
1.0249 |
0.0251 |
2.4% |
0.0059 |
0.6% |
73% |
True |
False |
35 |
| 20 |
1.0500 |
1.0129 |
0.0371 |
3.6% |
0.0047 |
0.5% |
81% |
True |
False |
41 |
| 40 |
1.0500 |
0.9981 |
0.0519 |
5.0% |
0.0046 |
0.4% |
87% |
True |
False |
47 |
| 60 |
1.0500 |
0.9878 |
0.0622 |
6.0% |
0.0042 |
0.4% |
89% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0715 |
|
1.618 |
1.0633 |
|
1.000 |
1.0582 |
|
0.618 |
1.0551 |
|
HIGH |
1.0500 |
|
0.618 |
1.0469 |
|
0.500 |
1.0459 |
|
0.382 |
1.0449 |
|
LOW |
1.0418 |
|
0.618 |
1.0367 |
|
1.000 |
1.0336 |
|
1.618 |
1.0285 |
|
2.618 |
1.0203 |
|
4.250 |
1.0070 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0459 |
1.0421 |
| PP |
1.0450 |
1.0410 |
| S1 |
1.0440 |
1.0400 |
|