CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0059 |
1.0055 |
-0.0004 |
0.0% |
1.0050 |
| High |
1.0075 |
1.0095 |
0.0020 |
0.2% |
1.0097 |
| Low |
1.0002 |
1.0036 |
0.0034 |
0.3% |
0.9950 |
| Close |
1.0052 |
1.0081 |
0.0029 |
0.3% |
1.0063 |
| Range |
0.0073 |
0.0059 |
-0.0014 |
-19.2% |
0.0147 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
60,687 |
59,951 |
-736 |
-1.2% |
353,721 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0223 |
1.0113 |
|
| R3 |
1.0189 |
1.0164 |
1.0097 |
|
| R2 |
1.0130 |
1.0130 |
1.0092 |
|
| R1 |
1.0105 |
1.0105 |
1.0086 |
1.0118 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0077 |
| S1 |
1.0046 |
1.0046 |
1.0076 |
1.0059 |
| S2 |
1.0012 |
1.0012 |
1.0070 |
|
| S3 |
0.9953 |
0.9987 |
1.0065 |
|
| S4 |
0.9894 |
0.9928 |
1.0049 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0417 |
1.0144 |
|
| R3 |
1.0331 |
1.0270 |
1.0103 |
|
| R2 |
1.0184 |
1.0184 |
1.0090 |
|
| R1 |
1.0123 |
1.0123 |
1.0076 |
1.0154 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0052 |
| S1 |
0.9976 |
0.9976 |
1.0050 |
1.0007 |
| S2 |
0.9890 |
0.9890 |
1.0036 |
|
| S3 |
0.9743 |
0.9829 |
1.0023 |
|
| S4 |
0.9596 |
0.9682 |
0.9982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0095 |
0.9962 |
0.0133 |
1.3% |
0.0080 |
0.8% |
89% |
True |
False |
69,876 |
| 10 |
1.0097 |
0.9930 |
0.0167 |
1.7% |
0.0077 |
0.8% |
90% |
False |
False |
57,473 |
| 20 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0079 |
0.8% |
95% |
False |
False |
58,537 |
| 40 |
1.0097 |
0.9701 |
0.0396 |
3.9% |
0.0086 |
0.9% |
96% |
False |
False |
35,446 |
| 60 |
1.0097 |
0.9605 |
0.0492 |
4.9% |
0.0089 |
0.9% |
97% |
False |
False |
23,754 |
| 80 |
1.0097 |
0.9600 |
0.0497 |
4.9% |
0.0089 |
0.9% |
97% |
False |
False |
17,859 |
| 100 |
1.0097 |
0.9338 |
0.0759 |
7.5% |
0.0085 |
0.8% |
98% |
False |
False |
14,314 |
| 120 |
1.0097 |
0.9338 |
0.0759 |
7.5% |
0.0077 |
0.8% |
98% |
False |
False |
11,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0249 |
|
1.618 |
1.0190 |
|
1.000 |
1.0154 |
|
0.618 |
1.0131 |
|
HIGH |
1.0095 |
|
0.618 |
1.0072 |
|
0.500 |
1.0066 |
|
0.382 |
1.0059 |
|
LOW |
1.0036 |
|
0.618 |
1.0000 |
|
1.000 |
0.9977 |
|
1.618 |
0.9941 |
|
2.618 |
0.9882 |
|
4.250 |
0.9785 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0067 |
| PP |
1.0071 |
1.0053 |
| S1 |
1.0066 |
1.0039 |
|