CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0033 |
1.0017 |
-0.0016 |
-0.2% |
1.0109 |
| High |
1.0037 |
1.0082 |
0.0045 |
0.4% |
1.0153 |
| Low |
0.9957 |
1.0002 |
0.0045 |
0.5% |
0.9957 |
| Close |
1.0017 |
1.0042 |
0.0025 |
0.2% |
1.0042 |
| Range |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0196 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
0.0% |
0.0000 |
| Volume |
96,245 |
65,758 |
-30,487 |
-31.7% |
314,454 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0242 |
1.0086 |
|
| R3 |
1.0202 |
1.0162 |
1.0064 |
|
| R2 |
1.0122 |
1.0122 |
1.0057 |
|
| R1 |
1.0082 |
1.0082 |
1.0049 |
1.0102 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0052 |
| S1 |
1.0002 |
1.0002 |
1.0035 |
1.0022 |
| S2 |
0.9962 |
0.9962 |
1.0027 |
|
| S3 |
0.9882 |
0.9922 |
1.0020 |
|
| S4 |
0.9802 |
0.9842 |
0.9998 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0536 |
1.0150 |
|
| R3 |
1.0443 |
1.0340 |
1.0096 |
|
| R2 |
1.0247 |
1.0247 |
1.0078 |
|
| R1 |
1.0144 |
1.0144 |
1.0060 |
1.0098 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0027 |
| S1 |
0.9948 |
0.9948 |
1.0024 |
0.9902 |
| S2 |
0.9855 |
0.9855 |
1.0006 |
|
| S3 |
0.9659 |
0.9752 |
0.9988 |
|
| S4 |
0.9463 |
0.9556 |
0.9934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0153 |
0.9957 |
0.0196 |
2.0% |
0.0086 |
0.9% |
43% |
False |
False |
79,276 |
| 10 |
1.0153 |
0.9957 |
0.0196 |
2.0% |
0.0078 |
0.8% |
43% |
False |
False |
73,556 |
| 20 |
1.0153 |
0.9821 |
0.0332 |
3.3% |
0.0078 |
0.8% |
67% |
False |
False |
62,383 |
| 40 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0084 |
0.8% |
75% |
False |
False |
48,504 |
| 60 |
1.0153 |
0.9640 |
0.0513 |
5.1% |
0.0085 |
0.8% |
78% |
False |
False |
32,496 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0088 |
0.9% |
80% |
False |
False |
24,432 |
| 100 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0086 |
0.9% |
86% |
False |
False |
19,574 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0081 |
0.8% |
86% |
False |
False |
16,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0291 |
|
1.618 |
1.0211 |
|
1.000 |
1.0162 |
|
0.618 |
1.0131 |
|
HIGH |
1.0082 |
|
0.618 |
1.0051 |
|
0.500 |
1.0042 |
|
0.382 |
1.0033 |
|
LOW |
1.0002 |
|
0.618 |
0.9953 |
|
1.000 |
0.9922 |
|
1.618 |
0.9873 |
|
2.618 |
0.9793 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0038 |
| PP |
1.0042 |
1.0033 |
| S1 |
1.0042 |
1.0029 |
|