CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
1.0084 |
0.0094 |
0.9% |
1.0058 |
| High |
1.0093 |
1.0134 |
0.0041 |
0.4% |
1.0078 |
| Low |
0.9983 |
1.0070 |
0.0087 |
0.9% |
0.9973 |
| Close |
1.0070 |
1.0110 |
0.0040 |
0.4% |
0.9989 |
| Range |
0.0110 |
0.0064 |
-0.0046 |
-41.8% |
0.0105 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
89,328 |
66,095 |
-23,233 |
-26.0% |
344,297 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0267 |
1.0145 |
|
| R3 |
1.0233 |
1.0203 |
1.0128 |
|
| R2 |
1.0169 |
1.0169 |
1.0122 |
|
| R1 |
1.0139 |
1.0139 |
1.0116 |
1.0154 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0112 |
| S1 |
1.0075 |
1.0075 |
1.0104 |
1.0090 |
| S2 |
1.0041 |
1.0041 |
1.0098 |
|
| S3 |
0.9977 |
1.0011 |
1.0092 |
|
| S4 |
0.9913 |
0.9947 |
1.0075 |
|
|
| 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 |
1.0134 |
0.9932 |
0.0202 |
2.0% |
0.0083 |
0.8% |
88% |
True |
False |
80,101 |
| 10 |
1.0134 |
0.9932 |
0.0202 |
2.0% |
0.0080 |
0.8% |
88% |
True |
False |
74,703 |
| 20 |
1.0153 |
0.9932 |
0.0221 |
2.2% |
0.0079 |
0.8% |
81% |
False |
False |
73,063 |
| 40 |
1.0153 |
0.9766 |
0.0387 |
3.8% |
0.0078 |
0.8% |
89% |
False |
False |
62,566 |
| 60 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0085 |
0.8% |
90% |
False |
False |
42,193 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.4% |
0.0086 |
0.9% |
92% |
False |
False |
31,726 |
| 100 |
1.0153 |
0.9600 |
0.0553 |
5.5% |
0.0086 |
0.9% |
92% |
False |
False |
25,417 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0082 |
0.8% |
95% |
False |
False |
21,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0406 |
|
2.618 |
1.0302 |
|
1.618 |
1.0238 |
|
1.000 |
1.0198 |
|
0.618 |
1.0174 |
|
HIGH |
1.0134 |
|
0.618 |
1.0110 |
|
0.500 |
1.0102 |
|
0.382 |
1.0094 |
|
LOW |
1.0070 |
|
0.618 |
1.0030 |
|
1.000 |
1.0006 |
|
1.618 |
0.9966 |
|
2.618 |
0.9902 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0084 |
| PP |
1.0105 |
1.0059 |
| S1 |
1.0102 |
1.0033 |
|