CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0038 |
-0.0017 |
-0.2% |
1.0125 |
| High |
1.0057 |
1.0135 |
0.0078 |
0.8% |
1.0137 |
| Low |
1.0006 |
1.0008 |
0.0002 |
0.0% |
1.0006 |
| Close |
1.0037 |
1.0121 |
0.0084 |
0.8% |
1.0121 |
| Range |
0.0051 |
0.0127 |
0.0076 |
149.0% |
0.0131 |
| ATR |
0.0078 |
0.0082 |
0.0003 |
4.4% |
0.0000 |
| Volume |
64,798 |
84,990 |
20,192 |
31.2% |
350,628 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0422 |
1.0191 |
|
| R3 |
1.0342 |
1.0295 |
1.0156 |
|
| R2 |
1.0215 |
1.0215 |
1.0144 |
|
| R1 |
1.0168 |
1.0168 |
1.0133 |
1.0192 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0100 |
| S1 |
1.0041 |
1.0041 |
1.0109 |
1.0065 |
| S2 |
0.9961 |
0.9961 |
1.0098 |
|
| S3 |
0.9834 |
0.9914 |
1.0086 |
|
| S4 |
0.9707 |
0.9787 |
1.0051 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0432 |
1.0193 |
|
| R3 |
1.0350 |
1.0301 |
1.0157 |
|
| R2 |
1.0219 |
1.0219 |
1.0145 |
|
| R1 |
1.0170 |
1.0170 |
1.0133 |
1.0129 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0068 |
| S1 |
1.0039 |
1.0039 |
1.0109 |
0.9998 |
| S2 |
0.9957 |
0.9957 |
1.0097 |
|
| S3 |
0.9826 |
0.9908 |
1.0085 |
|
| S4 |
0.9695 |
0.9777 |
1.0049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
1.0006 |
0.0131 |
1.3% |
0.0078 |
0.8% |
88% |
False |
False |
70,125 |
| 10 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0085 |
0.8% |
82% |
False |
False |
75,636 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0082 |
0.8% |
82% |
False |
False |
74,852 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
3.9% |
0.0079 |
0.8% |
89% |
False |
False |
66,063 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0083 |
0.8% |
91% |
False |
False |
50,745 |
| 80 |
1.0163 |
0.9631 |
0.0532 |
5.3% |
0.0085 |
0.8% |
92% |
False |
False |
38,153 |
| 100 |
1.0163 |
0.9600 |
0.0563 |
5.6% |
0.0087 |
0.9% |
93% |
False |
False |
30,560 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.2% |
0.0084 |
0.8% |
95% |
False |
False |
25,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0467 |
|
1.618 |
1.0340 |
|
1.000 |
1.0262 |
|
0.618 |
1.0213 |
|
HIGH |
1.0135 |
|
0.618 |
1.0086 |
|
0.500 |
1.0072 |
|
0.382 |
1.0057 |
|
LOW |
1.0008 |
|
0.618 |
0.9930 |
|
1.000 |
0.9881 |
|
1.618 |
0.9803 |
|
2.618 |
0.9676 |
|
4.250 |
0.9468 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0104 |
| PP |
1.0088 |
1.0087 |
| S1 |
1.0072 |
1.0071 |
|