CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0041 |
1.0045 |
0.0004 |
0.0% |
1.0058 |
| High |
1.0065 |
1.0054 |
-0.0011 |
-0.1% |
1.0078 |
| Low |
1.0003 |
0.9973 |
-0.0030 |
-0.3% |
0.9973 |
| Close |
1.0051 |
0.9989 |
-0.0062 |
-0.6% |
0.9989 |
| Range |
0.0062 |
0.0081 |
0.0019 |
30.6% |
0.0105 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
76,891 |
82,881 |
5,990 |
7.8% |
344,297 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0200 |
1.0034 |
|
| R3 |
1.0167 |
1.0119 |
1.0011 |
|
| R2 |
1.0086 |
1.0086 |
1.0004 |
|
| R1 |
1.0038 |
1.0038 |
0.9996 |
1.0022 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9997 |
| S1 |
0.9957 |
0.9957 |
0.9982 |
0.9941 |
| S2 |
0.9924 |
0.9924 |
0.9974 |
|
| S3 |
0.9843 |
0.9876 |
0.9967 |
|
| S4 |
0.9762 |
0.9795 |
0.9944 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0264 |
1.0047 |
|
| R3 |
1.0223 |
1.0159 |
1.0018 |
|
| R2 |
1.0118 |
1.0118 |
1.0008 |
|
| R1 |
1.0054 |
1.0054 |
0.9999 |
1.0034 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0003 |
| S1 |
0.9949 |
0.9949 |
0.9979 |
0.9929 |
| S2 |
0.9908 |
0.9908 |
0.9970 |
|
| S3 |
0.9803 |
0.9844 |
0.9960 |
|
| S4 |
0.9698 |
0.9739 |
0.9931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0078 |
0.9973 |
0.0105 |
1.1% |
0.0074 |
0.7% |
15% |
False |
True |
68,859 |
| 10 |
1.0153 |
0.9957 |
0.0196 |
2.0% |
0.0080 |
0.8% |
16% |
False |
False |
74,067 |
| 20 |
1.0153 |
0.9950 |
0.0203 |
2.0% |
0.0079 |
0.8% |
19% |
False |
False |
68,722 |
| 40 |
1.0153 |
0.9766 |
0.0387 |
3.9% |
0.0079 |
0.8% |
58% |
False |
False |
56,913 |
| 60 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0085 |
0.9% |
64% |
False |
False |
38,199 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0087 |
0.9% |
70% |
False |
False |
28,726 |
| 100 |
1.0153 |
0.9500 |
0.0653 |
6.5% |
0.0086 |
0.9% |
75% |
False |
False |
23,012 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.2% |
0.0082 |
0.8% |
80% |
False |
False |
19,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0398 |
|
2.618 |
1.0266 |
|
1.618 |
1.0185 |
|
1.000 |
1.0135 |
|
0.618 |
1.0104 |
|
HIGH |
1.0054 |
|
0.618 |
1.0023 |
|
0.500 |
1.0014 |
|
0.382 |
1.0004 |
|
LOW |
0.9973 |
|
0.618 |
0.9923 |
|
1.000 |
0.9892 |
|
1.618 |
0.9842 |
|
2.618 |
0.9761 |
|
4.250 |
0.9629 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0014 |
1.0019 |
| PP |
1.0005 |
1.0009 |
| S1 |
0.9997 |
0.9999 |
|