CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
1.0025 |
-0.0028 |
-0.3% |
1.0109 |
| High |
1.0078 |
1.0054 |
-0.0024 |
-0.2% |
1.0153 |
| Low |
0.9975 |
0.9994 |
0.0019 |
0.2% |
0.9957 |
| Close |
0.9994 |
1.0037 |
0.0043 |
0.4% |
1.0042 |
| Range |
0.0103 |
0.0060 |
-0.0043 |
-41.7% |
0.0196 |
| ATR |
0.0081 |
0.0080 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
75,554 |
62,061 |
-13,493 |
-17.9% |
314,454 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0183 |
1.0070 |
|
| R3 |
1.0148 |
1.0123 |
1.0054 |
|
| R2 |
1.0088 |
1.0088 |
1.0048 |
|
| R1 |
1.0063 |
1.0063 |
1.0043 |
1.0076 |
| PP |
1.0028 |
1.0028 |
1.0028 |
1.0035 |
| S1 |
1.0003 |
1.0003 |
1.0032 |
1.0016 |
| S2 |
0.9968 |
0.9968 |
1.0026 |
|
| S3 |
0.9908 |
0.9943 |
1.0021 |
|
| S4 |
0.9848 |
0.9883 |
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 |
1.0082 |
0.9957 |
0.0125 |
1.2% |
0.0078 |
0.8% |
64% |
False |
False |
69,305 |
| 10 |
1.0153 |
0.9957 |
0.0196 |
2.0% |
0.0077 |
0.8% |
41% |
False |
False |
71,137 |
| 20 |
1.0153 |
0.9930 |
0.0223 |
2.2% |
0.0077 |
0.8% |
48% |
False |
False |
64,305 |
| 40 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0081 |
0.8% |
74% |
False |
False |
53,044 |
| 60 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0084 |
0.8% |
74% |
False |
False |
35,541 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0087 |
0.9% |
79% |
False |
False |
26,734 |
| 100 |
1.0153 |
0.9500 |
0.0653 |
6.5% |
0.0086 |
0.9% |
82% |
False |
False |
21,417 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0082 |
0.8% |
86% |
False |
False |
17,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0211 |
|
1.618 |
1.0151 |
|
1.000 |
1.0114 |
|
0.618 |
1.0091 |
|
HIGH |
1.0054 |
|
0.618 |
1.0031 |
|
0.500 |
1.0024 |
|
0.382 |
1.0017 |
|
LOW |
0.9994 |
|
0.618 |
0.9957 |
|
1.000 |
0.9934 |
|
1.618 |
0.9897 |
|
2.618 |
0.9837 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0033 |
1.0034 |
| PP |
1.0028 |
1.0030 |
| S1 |
1.0024 |
1.0027 |
|