CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9962 |
1.0040 |
0.0078 |
0.8% |
0.9862 |
| High |
1.0034 |
1.0071 |
0.0037 |
0.4% |
1.0034 |
| Low |
0.9962 |
1.0025 |
0.0063 |
0.6% |
0.9857 |
| Close |
1.0018 |
1.0042 |
0.0024 |
0.2% |
1.0018 |
| Range |
0.0072 |
0.0046 |
-0.0026 |
-36.1% |
0.0177 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
52 |
232 |
180 |
346.2% |
565 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0159 |
1.0067 |
|
| R3 |
1.0138 |
1.0113 |
1.0055 |
|
| R2 |
1.0092 |
1.0092 |
1.0050 |
|
| R1 |
1.0067 |
1.0067 |
1.0046 |
1.0080 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0052 |
| S1 |
1.0021 |
1.0021 |
1.0038 |
1.0034 |
| S2 |
1.0000 |
1.0000 |
1.0034 |
|
| S3 |
0.9954 |
0.9975 |
1.0029 |
|
| S4 |
0.9908 |
0.9929 |
1.0017 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0436 |
1.0115 |
|
| R3 |
1.0324 |
1.0259 |
1.0067 |
|
| R2 |
1.0147 |
1.0147 |
1.0050 |
|
| R1 |
1.0082 |
1.0082 |
1.0034 |
1.0115 |
| PP |
0.9970 |
0.9970 |
0.9970 |
0.9986 |
| S1 |
0.9905 |
0.9905 |
1.0002 |
0.9938 |
| S2 |
0.9793 |
0.9793 |
0.9986 |
|
| S3 |
0.9616 |
0.9728 |
0.9969 |
|
| S4 |
0.9439 |
0.9551 |
0.9921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0071 |
0.9900 |
0.0171 |
1.7% |
0.0057 |
0.6% |
83% |
True |
False |
141 |
| 10 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0060 |
0.6% |
91% |
True |
False |
156 |
| 20 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0059 |
0.6% |
91% |
True |
False |
126 |
| 40 |
1.0071 |
0.9677 |
0.0394 |
3.9% |
0.0055 |
0.6% |
93% |
True |
False |
92 |
| 60 |
1.0071 |
0.9600 |
0.0471 |
4.7% |
0.0052 |
0.5% |
94% |
True |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0191 |
|
1.618 |
1.0145 |
|
1.000 |
1.0117 |
|
0.618 |
1.0099 |
|
HIGH |
1.0071 |
|
0.618 |
1.0053 |
|
0.500 |
1.0048 |
|
0.382 |
1.0043 |
|
LOW |
1.0025 |
|
0.618 |
0.9997 |
|
1.000 |
0.9979 |
|
1.618 |
0.9951 |
|
2.618 |
0.9905 |
|
4.250 |
0.9830 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0031 |
| PP |
1.0046 |
1.0020 |
| S1 |
1.0044 |
1.0009 |
|