CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0055 |
0.0010 |
0.1% |
0.9998 |
| High |
1.0079 |
1.0057 |
-0.0022 |
-0.2% |
1.0163 |
| Low |
1.0033 |
1.0006 |
-0.0027 |
-0.3% |
0.9932 |
| Close |
1.0044 |
1.0037 |
-0.0007 |
-0.1% |
1.0115 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0231 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
63,522 |
64,798 |
1,276 |
2.0% |
405,738 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0163 |
1.0065 |
|
| R3 |
1.0135 |
1.0112 |
1.0051 |
|
| R2 |
1.0084 |
1.0084 |
1.0046 |
|
| R1 |
1.0061 |
1.0061 |
1.0042 |
1.0047 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0027 |
| S1 |
1.0010 |
1.0010 |
1.0032 |
0.9996 |
| S2 |
0.9982 |
0.9982 |
1.0028 |
|
| S3 |
0.9931 |
0.9959 |
1.0023 |
|
| S4 |
0.9880 |
0.9908 |
1.0009 |
|
|
| 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 |
1.0006 |
0.0157 |
1.6% |
0.0078 |
0.8% |
20% |
False |
True |
73,460 |
| 10 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0080 |
0.8% |
45% |
False |
False |
75,425 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0079 |
0.8% |
45% |
False |
False |
73,670 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
4.0% |
0.0079 |
0.8% |
68% |
False |
False |
66,106 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0083 |
0.8% |
73% |
False |
False |
49,332 |
| 80 |
1.0163 |
0.9605 |
0.0558 |
5.6% |
0.0086 |
0.9% |
77% |
False |
False |
37,094 |
| 100 |
1.0163 |
0.9600 |
0.0563 |
5.6% |
0.0087 |
0.9% |
78% |
False |
False |
29,712 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.2% |
0.0083 |
0.8% |
85% |
False |
False |
24,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0191 |
|
1.618 |
1.0140 |
|
1.000 |
1.0108 |
|
0.618 |
1.0089 |
|
HIGH |
1.0057 |
|
0.618 |
1.0038 |
|
0.500 |
1.0032 |
|
0.382 |
1.0025 |
|
LOW |
1.0006 |
|
0.618 |
0.9974 |
|
1.000 |
0.9955 |
|
1.618 |
0.9923 |
|
2.618 |
0.9872 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0035 |
1.0066 |
| PP |
1.0033 |
1.0056 |
| S1 |
1.0032 |
1.0047 |
|