CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0017 |
1.0058 |
0.0041 |
0.4% |
1.0109 |
| High |
1.0082 |
1.0072 |
-0.0010 |
-0.1% |
1.0153 |
| Low |
1.0002 |
1.0007 |
0.0005 |
0.0% |
0.9957 |
| Close |
1.0042 |
1.0040 |
-0.0002 |
0.0% |
1.0042 |
| Range |
0.0080 |
0.0065 |
-0.0015 |
-18.8% |
0.0196 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
65,758 |
46,910 |
-18,848 |
-28.7% |
314,454 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0235 |
1.0202 |
1.0076 |
|
| R3 |
1.0170 |
1.0137 |
1.0058 |
|
| R2 |
1.0105 |
1.0105 |
1.0052 |
|
| R1 |
1.0072 |
1.0072 |
1.0046 |
1.0056 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0032 |
| S1 |
1.0007 |
1.0007 |
1.0034 |
0.9991 |
| S2 |
0.9975 |
0.9975 |
1.0028 |
|
| S3 |
0.9910 |
0.9942 |
1.0022 |
|
| S4 |
0.9845 |
0.9877 |
1.0004 |
|
|
| 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% |
0.0081 |
0.8% |
42% |
False |
False |
72,272 |
| 10 |
1.0153 |
0.9957 |
0.0196 |
2.0% |
0.0074 |
0.7% |
42% |
False |
False |
69,439 |
| 20 |
1.0153 |
0.9875 |
0.0278 |
2.8% |
0.0077 |
0.8% |
59% |
False |
False |
62,444 |
| 40 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0083 |
0.8% |
75% |
False |
False |
49,661 |
| 60 |
1.0153 |
0.9700 |
0.0453 |
4.5% |
0.0084 |
0.8% |
75% |
False |
False |
33,275 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0088 |
0.9% |
79% |
False |
False |
25,017 |
| 100 |
1.0153 |
0.9356 |
0.0797 |
7.9% |
0.0086 |
0.9% |
86% |
False |
False |
20,043 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0081 |
0.8% |
86% |
False |
False |
16,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0348 |
|
2.618 |
1.0242 |
|
1.618 |
1.0177 |
|
1.000 |
1.0137 |
|
0.618 |
1.0112 |
|
HIGH |
1.0072 |
|
0.618 |
1.0047 |
|
0.500 |
1.0040 |
|
0.382 |
1.0032 |
|
LOW |
1.0007 |
|
0.618 |
0.9967 |
|
1.000 |
0.9942 |
|
1.618 |
0.9902 |
|
2.618 |
0.9837 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0033 |
| PP |
1.0040 |
1.0026 |
| S1 |
1.0040 |
1.0020 |
|