CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
0.9998 |
-0.0047 |
-0.5% |
1.0058 |
| High |
1.0054 |
1.0029 |
-0.0025 |
-0.2% |
1.0078 |
| Low |
0.9973 |
0.9932 |
-0.0041 |
-0.4% |
0.9973 |
| Close |
0.9989 |
0.9978 |
-0.0011 |
-0.1% |
0.9989 |
| Range |
0.0081 |
0.0097 |
0.0016 |
19.8% |
0.0105 |
| ATR |
0.0078 |
0.0080 |
0.0001 |
1.7% |
0.0000 |
| Volume |
82,881 |
85,314 |
2,433 |
2.9% |
344,297 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0271 |
1.0221 |
1.0031 |
|
| R3 |
1.0174 |
1.0124 |
1.0005 |
|
| R2 |
1.0077 |
1.0077 |
0.9996 |
|
| R1 |
1.0027 |
1.0027 |
0.9987 |
1.0004 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9968 |
| S1 |
0.9930 |
0.9930 |
0.9969 |
0.9907 |
| S2 |
0.9883 |
0.9883 |
0.9960 |
|
| S3 |
0.9786 |
0.9833 |
0.9951 |
|
| S4 |
0.9689 |
0.9736 |
0.9925 |
|
|
| 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 |
0.9932 |
0.0146 |
1.5% |
0.0081 |
0.8% |
32% |
False |
True |
76,540 |
| 10 |
1.0153 |
0.9932 |
0.0221 |
2.2% |
0.0081 |
0.8% |
21% |
False |
True |
74,406 |
| 20 |
1.0153 |
0.9932 |
0.0221 |
2.2% |
0.0080 |
0.8% |
21% |
False |
True |
71,540 |
| 40 |
1.0153 |
0.9766 |
0.0387 |
3.9% |
0.0077 |
0.8% |
55% |
False |
False |
58,964 |
| 60 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0085 |
0.9% |
61% |
False |
False |
39,617 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0087 |
0.9% |
68% |
False |
False |
29,788 |
| 100 |
1.0153 |
0.9600 |
0.0553 |
5.5% |
0.0085 |
0.9% |
68% |
False |
False |
23,865 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.2% |
0.0083 |
0.8% |
79% |
False |
False |
19,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0441 |
|
2.618 |
1.0283 |
|
1.618 |
1.0186 |
|
1.000 |
1.0126 |
|
0.618 |
1.0089 |
|
HIGH |
1.0029 |
|
0.618 |
0.9992 |
|
0.500 |
0.9981 |
|
0.382 |
0.9969 |
|
LOW |
0.9932 |
|
0.618 |
0.9872 |
|
1.000 |
0.9835 |
|
1.618 |
0.9775 |
|
2.618 |
0.9678 |
|
4.250 |
0.9520 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9999 |
| PP |
0.9980 |
0.9992 |
| S1 |
0.9979 |
0.9985 |
|