CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
0.9990 |
-0.0008 |
-0.1% |
1.0058 |
| High |
1.0029 |
1.0093 |
0.0064 |
0.6% |
1.0078 |
| Low |
0.9932 |
0.9983 |
0.0051 |
0.5% |
0.9973 |
| Close |
0.9978 |
1.0070 |
0.0092 |
0.9% |
0.9989 |
| Range |
0.0097 |
0.0110 |
0.0013 |
13.4% |
0.0105 |
| ATR |
0.0080 |
0.0082 |
0.0003 |
3.1% |
0.0000 |
| Volume |
85,314 |
89,328 |
4,014 |
4.7% |
344,297 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0334 |
1.0131 |
|
| R3 |
1.0269 |
1.0224 |
1.0100 |
|
| R2 |
1.0159 |
1.0159 |
1.0090 |
|
| R1 |
1.0114 |
1.0114 |
1.0080 |
1.0137 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0060 |
| S1 |
1.0004 |
1.0004 |
1.0060 |
1.0027 |
| S2 |
0.9939 |
0.9939 |
1.0050 |
|
| S3 |
0.9829 |
0.9894 |
1.0040 |
|
| S4 |
0.9719 |
0.9784 |
1.0010 |
|
|
| 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 |
1.0093 |
0.9932 |
0.0161 |
1.6% |
0.0082 |
0.8% |
86% |
True |
False |
79,295 |
| 10 |
1.0101 |
0.9932 |
0.0169 |
1.7% |
0.0082 |
0.8% |
82% |
False |
False |
75,016 |
| 20 |
1.0153 |
0.9932 |
0.0221 |
2.2% |
0.0082 |
0.8% |
62% |
False |
False |
73,619 |
| 40 |
1.0153 |
0.9766 |
0.0387 |
3.8% |
0.0078 |
0.8% |
79% |
False |
False |
61,082 |
| 60 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0085 |
0.8% |
82% |
False |
False |
41,102 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.4% |
0.0087 |
0.9% |
85% |
False |
False |
30,901 |
| 100 |
1.0153 |
0.9600 |
0.0553 |
5.5% |
0.0086 |
0.9% |
85% |
False |
False |
24,757 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0082 |
0.8% |
90% |
False |
False |
20,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0381 |
|
1.618 |
1.0271 |
|
1.000 |
1.0203 |
|
0.618 |
1.0161 |
|
HIGH |
1.0093 |
|
0.618 |
1.0051 |
|
0.500 |
1.0038 |
|
0.382 |
1.0025 |
|
LOW |
0.9983 |
|
0.618 |
0.9915 |
|
1.000 |
0.9873 |
|
1.618 |
0.9805 |
|
2.618 |
0.9695 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0051 |
| PP |
1.0049 |
1.0032 |
| S1 |
1.0038 |
1.0013 |
|