CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0087 |
1.0121 |
0.0034 |
0.3% |
1.0050 |
| High |
1.0140 |
1.0134 |
-0.0006 |
-0.1% |
1.0097 |
| Low |
1.0081 |
1.0078 |
-0.0003 |
0.0% |
0.9950 |
| Close |
1.0110 |
1.0096 |
-0.0014 |
-0.1% |
1.0063 |
| Range |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0147 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
69,100 |
61,363 |
-7,737 |
-11.2% |
353,721 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0271 |
1.0239 |
1.0127 |
|
| R3 |
1.0215 |
1.0183 |
1.0111 |
|
| R2 |
1.0159 |
1.0159 |
1.0106 |
|
| R1 |
1.0127 |
1.0127 |
1.0101 |
1.0115 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0097 |
| S1 |
1.0071 |
1.0071 |
1.0091 |
1.0059 |
| S2 |
1.0047 |
1.0047 |
1.0086 |
|
| S3 |
0.9991 |
1.0015 |
1.0081 |
|
| S4 |
0.9935 |
0.9959 |
1.0065 |
|
|
| 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 |
1.0140 |
0.9982 |
0.0158 |
1.6% |
0.0071 |
0.7% |
72% |
False |
False |
67,837 |
| 10 |
1.0140 |
0.9950 |
0.0190 |
1.9% |
0.0078 |
0.8% |
77% |
False |
False |
63,377 |
| 20 |
1.0140 |
0.9766 |
0.0374 |
3.7% |
0.0076 |
0.8% |
88% |
False |
False |
57,274 |
| 40 |
1.0140 |
0.9701 |
0.0439 |
4.3% |
0.0083 |
0.8% |
90% |
False |
False |
38,692 |
| 60 |
1.0140 |
0.9631 |
0.0509 |
5.0% |
0.0086 |
0.9% |
91% |
False |
False |
25,920 |
| 80 |
1.0140 |
0.9600 |
0.0540 |
5.3% |
0.0088 |
0.9% |
92% |
False |
False |
19,487 |
| 100 |
1.0140 |
0.9338 |
0.0802 |
7.9% |
0.0085 |
0.8% |
95% |
False |
False |
15,617 |
| 120 |
1.0140 |
0.9338 |
0.0802 |
7.9% |
0.0078 |
0.8% |
95% |
False |
False |
13,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0372 |
|
2.618 |
1.0281 |
|
1.618 |
1.0225 |
|
1.000 |
1.0190 |
|
0.618 |
1.0169 |
|
HIGH |
1.0134 |
|
0.618 |
1.0113 |
|
0.500 |
1.0106 |
|
0.382 |
1.0099 |
|
LOW |
1.0078 |
|
0.618 |
1.0043 |
|
1.000 |
1.0022 |
|
1.618 |
0.9987 |
|
2.618 |
0.9931 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0093 |
| PP |
1.0103 |
1.0091 |
| S1 |
1.0099 |
1.0088 |
|