CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0086 |
-0.0039 |
-0.4% |
0.9998 |
| High |
1.0137 |
1.0125 |
-0.0012 |
-0.1% |
1.0163 |
| Low |
1.0081 |
1.0014 |
-0.0067 |
-0.7% |
0.9932 |
| Close |
1.0092 |
1.0033 |
-0.0059 |
-0.6% |
1.0115 |
| Range |
0.0056 |
0.0111 |
0.0055 |
98.2% |
0.0231 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.7% |
0.0000 |
| Volume |
55,311 |
82,007 |
26,696 |
48.3% |
405,738 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0390 |
1.0323 |
1.0094 |
|
| R3 |
1.0279 |
1.0212 |
1.0064 |
|
| R2 |
1.0168 |
1.0168 |
1.0053 |
|
| R1 |
1.0101 |
1.0101 |
1.0043 |
1.0079 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0047 |
| S1 |
0.9990 |
0.9990 |
1.0023 |
0.9968 |
| S2 |
0.9946 |
0.9946 |
1.0013 |
|
| S3 |
0.9835 |
0.9879 |
1.0002 |
|
| S4 |
0.9724 |
0.9768 |
0.9972 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0670 |
1.0242 |
|
| R3 |
1.0532 |
1.0439 |
1.0179 |
|
| R2 |
1.0301 |
1.0301 |
1.0157 |
|
| R1 |
1.0208 |
1.0208 |
1.0136 |
1.0255 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0093 |
| S1 |
0.9977 |
0.9977 |
1.0094 |
1.0024 |
| S2 |
0.9839 |
0.9839 |
1.0073 |
|
| S3 |
0.9608 |
0.9746 |
1.0051 |
|
| S4 |
0.9377 |
0.9515 |
0.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0163 |
1.0014 |
0.0149 |
1.5% |
0.0083 |
0.8% |
13% |
False |
True |
73,682 |
| 10 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0083 |
0.8% |
44% |
False |
False |
76,488 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0080 |
0.8% |
44% |
False |
False |
73,707 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
4.0% |
0.0080 |
0.8% |
67% |
False |
False |
66,383 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0085 |
0.8% |
72% |
False |
False |
47,205 |
| 80 |
1.0163 |
0.9605 |
0.0558 |
5.6% |
0.0087 |
0.9% |
77% |
False |
False |
35,495 |
| 100 |
1.0163 |
0.9600 |
0.0563 |
5.6% |
0.0087 |
0.9% |
77% |
False |
False |
28,430 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.2% |
0.0085 |
0.8% |
84% |
False |
False |
23,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0597 |
|
2.618 |
1.0416 |
|
1.618 |
1.0305 |
|
1.000 |
1.0236 |
|
0.618 |
1.0194 |
|
HIGH |
1.0125 |
|
0.618 |
1.0083 |
|
0.500 |
1.0070 |
|
0.382 |
1.0056 |
|
LOW |
1.0014 |
|
0.618 |
0.9945 |
|
1.000 |
0.9903 |
|
1.618 |
0.9834 |
|
2.618 |
0.9723 |
|
4.250 |
0.9542 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0089 |
| PP |
1.0057 |
1.0070 |
| S1 |
1.0045 |
1.0052 |
|