CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0097 |
1.0109 |
0.0012 |
0.1% |
1.0059 |
| High |
1.0103 |
1.0153 |
0.0050 |
0.5% |
1.0140 |
| Low |
1.0011 |
1.0054 |
0.0043 |
0.4% |
1.0002 |
| Close |
1.0094 |
1.0065 |
-0.0029 |
-0.3% |
1.0094 |
| Range |
0.0092 |
0.0099 |
0.0007 |
7.6% |
0.0138 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.8% |
0.0000 |
| Volume |
81,928 |
83,226 |
1,298 |
1.6% |
333,029 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0325 |
1.0119 |
|
| R3 |
1.0289 |
1.0226 |
1.0092 |
|
| R2 |
1.0190 |
1.0190 |
1.0083 |
|
| R1 |
1.0127 |
1.0127 |
1.0074 |
1.0109 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0082 |
| S1 |
1.0028 |
1.0028 |
1.0056 |
1.0010 |
| S2 |
0.9992 |
0.9992 |
1.0047 |
|
| S3 |
0.9893 |
0.9929 |
1.0038 |
|
| S4 |
0.9794 |
0.9830 |
1.0011 |
|
|
| 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 |
1.0153 |
1.0011 |
0.0142 |
1.4% |
0.0073 |
0.7% |
38% |
True |
False |
71,113 |
| 10 |
1.0153 |
0.9950 |
0.0203 |
2.0% |
0.0082 |
0.8% |
57% |
True |
False |
72,223 |
| 20 |
1.0153 |
0.9766 |
0.0387 |
3.8% |
0.0078 |
0.8% |
77% |
True |
False |
58,636 |
| 40 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0084 |
0.8% |
81% |
True |
False |
42,780 |
| 60 |
1.0153 |
0.9640 |
0.0513 |
5.1% |
0.0085 |
0.8% |
83% |
True |
False |
28,652 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.4% |
0.0088 |
0.9% |
84% |
True |
False |
21,548 |
| 100 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0085 |
0.8% |
89% |
True |
False |
17,264 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0079 |
0.8% |
89% |
True |
False |
14,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0574 |
|
2.618 |
1.0412 |
|
1.618 |
1.0313 |
|
1.000 |
1.0252 |
|
0.618 |
1.0214 |
|
HIGH |
1.0153 |
|
0.618 |
1.0115 |
|
0.500 |
1.0104 |
|
0.382 |
1.0092 |
|
LOW |
1.0054 |
|
0.618 |
0.9993 |
|
1.000 |
0.9955 |
|
1.618 |
0.9894 |
|
2.618 |
0.9795 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0104 |
1.0082 |
| PP |
1.0091 |
1.0076 |
| S1 |
1.0078 |
1.0071 |
|