CME Canadian Dollar Future December 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 |
1.0461 |
1.0453 |
-0.0008 |
-0.1% |
1.0304 |
| High |
1.0461 |
1.0495 |
0.0034 |
0.3% |
1.0500 |
| Low |
1.0400 |
1.0440 |
0.0040 |
0.4% |
1.0249 |
| Close |
1.0433 |
1.0445 |
0.0012 |
0.1% |
1.0431 |
| Range |
0.0061 |
0.0055 |
-0.0006 |
-9.8% |
0.0251 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.1% |
0.0000 |
| Volume |
47 |
7 |
-40 |
-85.1% |
154 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0590 |
1.0475 |
|
| R3 |
1.0570 |
1.0535 |
1.0460 |
|
| R2 |
1.0515 |
1.0515 |
1.0455 |
|
| R1 |
1.0480 |
1.0480 |
1.0450 |
1.0470 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0455 |
| S1 |
1.0425 |
1.0425 |
1.0440 |
1.0415 |
| S2 |
1.0405 |
1.0405 |
1.0435 |
|
| S3 |
1.0350 |
1.0370 |
1.0430 |
|
| S4 |
1.0295 |
1.0315 |
1.0415 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1040 |
1.0569 |
|
| R3 |
1.0895 |
1.0789 |
1.0500 |
|
| R2 |
1.0644 |
1.0644 |
1.0477 |
|
| R1 |
1.0538 |
1.0538 |
1.0454 |
1.0591 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0420 |
| S1 |
1.0287 |
1.0287 |
1.0408 |
1.0340 |
| S2 |
1.0142 |
1.0142 |
1.0385 |
|
| S3 |
0.9891 |
1.0036 |
1.0362 |
|
| S4 |
0.9640 |
0.9785 |
1.0293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0500 |
1.0399 |
0.0101 |
1.0% |
0.0057 |
0.5% |
46% |
False |
False |
37 |
| 10 |
1.0500 |
1.0249 |
0.0251 |
2.4% |
0.0060 |
0.6% |
78% |
False |
False |
34 |
| 20 |
1.0500 |
1.0222 |
0.0278 |
2.7% |
0.0051 |
0.5% |
80% |
False |
False |
43 |
| 40 |
1.0500 |
0.9981 |
0.0519 |
5.0% |
0.0047 |
0.4% |
89% |
False |
False |
48 |
| 60 |
1.0500 |
0.9949 |
0.0551 |
5.3% |
0.0041 |
0.4% |
90% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0729 |
|
2.618 |
1.0639 |
|
1.618 |
1.0584 |
|
1.000 |
1.0550 |
|
0.618 |
1.0529 |
|
HIGH |
1.0495 |
|
0.618 |
1.0474 |
|
0.500 |
1.0468 |
|
0.382 |
1.0461 |
|
LOW |
1.0440 |
|
0.618 |
1.0406 |
|
1.000 |
1.0385 |
|
1.618 |
1.0351 |
|
2.618 |
1.0296 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0448 |
| PP |
1.0460 |
1.0447 |
| S1 |
1.0453 |
1.0446 |
|