CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0121 |
1.0097 |
-0.0024 |
-0.2% |
1.0059 |
| High |
1.0134 |
1.0103 |
-0.0031 |
-0.3% |
1.0140 |
| Low |
1.0078 |
1.0011 |
-0.0067 |
-0.7% |
1.0002 |
| Close |
1.0096 |
1.0094 |
-0.0002 |
0.0% |
1.0094 |
| Range |
0.0056 |
0.0092 |
0.0036 |
64.3% |
0.0138 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.3% |
0.0000 |
| Volume |
61,363 |
81,928 |
20,565 |
33.5% |
333,029 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0312 |
1.0145 |
|
| R3 |
1.0253 |
1.0220 |
1.0119 |
|
| R2 |
1.0161 |
1.0161 |
1.0111 |
|
| R1 |
1.0128 |
1.0128 |
1.0102 |
1.0099 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0055 |
| S1 |
1.0036 |
1.0036 |
1.0086 |
1.0007 |
| S2 |
0.9977 |
0.9977 |
1.0077 |
|
| S3 |
0.9885 |
0.9944 |
1.0069 |
|
| S4 |
0.9793 |
0.9852 |
1.0043 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0431 |
1.0170 |
|
| R3 |
1.0355 |
1.0293 |
1.0132 |
|
| R2 |
1.0217 |
1.0217 |
1.0119 |
|
| R1 |
1.0155 |
1.0155 |
1.0107 |
1.0186 |
| PP |
1.0079 |
1.0079 |
1.0079 |
1.0094 |
| S1 |
1.0017 |
1.0017 |
1.0081 |
1.0048 |
| S2 |
0.9941 |
0.9941 |
1.0069 |
|
| S3 |
0.9803 |
0.9879 |
1.0056 |
|
| S4 |
0.9665 |
0.9741 |
1.0018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0140 |
1.0002 |
0.0138 |
1.4% |
0.0068 |
0.7% |
67% |
False |
False |
66,605 |
| 10 |
1.0140 |
0.9950 |
0.0190 |
1.9% |
0.0079 |
0.8% |
76% |
False |
False |
68,675 |
| 20 |
1.0140 |
0.9766 |
0.0374 |
3.7% |
0.0079 |
0.8% |
88% |
False |
False |
58,608 |
| 40 |
1.0140 |
0.9701 |
0.0439 |
4.3% |
0.0083 |
0.8% |
90% |
False |
False |
40,711 |
| 60 |
1.0140 |
0.9640 |
0.0500 |
5.0% |
0.0085 |
0.8% |
91% |
False |
False |
27,276 |
| 80 |
1.0140 |
0.9600 |
0.0540 |
5.3% |
0.0088 |
0.9% |
91% |
False |
False |
20,510 |
| 100 |
1.0140 |
0.9338 |
0.0802 |
7.9% |
0.0085 |
0.8% |
94% |
False |
False |
16,433 |
| 120 |
1.0140 |
0.9338 |
0.0802 |
7.9% |
0.0079 |
0.8% |
94% |
False |
False |
13,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0344 |
|
1.618 |
1.0252 |
|
1.000 |
1.0195 |
|
0.618 |
1.0160 |
|
HIGH |
1.0103 |
|
0.618 |
1.0068 |
|
0.500 |
1.0057 |
|
0.382 |
1.0046 |
|
LOW |
1.0011 |
|
0.618 |
0.9954 |
|
1.000 |
0.9919 |
|
1.618 |
0.9862 |
|
2.618 |
0.9770 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0082 |
1.0088 |
| PP |
1.0069 |
1.0082 |
| S1 |
1.0057 |
1.0076 |
|