CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
1.0026 |
-0.0014 |
-0.1% |
0.9862 |
| High |
1.0071 |
1.0026 |
-0.0045 |
-0.4% |
1.0034 |
| Low |
1.0025 |
0.9930 |
-0.0095 |
-0.9% |
0.9857 |
| Close |
1.0042 |
0.9964 |
-0.0078 |
-0.8% |
1.0018 |
| Range |
0.0046 |
0.0096 |
0.0050 |
108.7% |
0.0177 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
5.3% |
0.0000 |
| Volume |
232 |
266 |
34 |
14.7% |
565 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0209 |
1.0017 |
|
| R3 |
1.0165 |
1.0113 |
0.9990 |
|
| R2 |
1.0069 |
1.0069 |
0.9982 |
|
| R1 |
1.0017 |
1.0017 |
0.9973 |
0.9995 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9963 |
| S1 |
0.9921 |
0.9921 |
0.9955 |
0.9899 |
| S2 |
0.9877 |
0.9877 |
0.9946 |
|
| S3 |
0.9781 |
0.9825 |
0.9938 |
|
| S4 |
0.9685 |
0.9729 |
0.9911 |
|
|
| 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 |
0.9910 |
0.0161 |
1.6% |
0.0060 |
0.6% |
34% |
False |
False |
161 |
| 10 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0061 |
0.6% |
66% |
False |
False |
162 |
| 20 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0061 |
0.6% |
66% |
False |
False |
139 |
| 40 |
1.0071 |
0.9677 |
0.0394 |
4.0% |
0.0057 |
0.6% |
73% |
False |
False |
94 |
| 60 |
1.0071 |
0.9600 |
0.0471 |
4.7% |
0.0053 |
0.5% |
77% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0434 |
|
2.618 |
1.0277 |
|
1.618 |
1.0181 |
|
1.000 |
1.0122 |
|
0.618 |
1.0085 |
|
HIGH |
1.0026 |
|
0.618 |
0.9989 |
|
0.500 |
0.9978 |
|
0.382 |
0.9967 |
|
LOW |
0.9930 |
|
0.618 |
0.9871 |
|
1.000 |
0.9834 |
|
1.618 |
0.9775 |
|
2.618 |
0.9679 |
|
4.250 |
0.9522 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9978 |
1.0001 |
| PP |
0.9973 |
0.9988 |
| S1 |
0.9969 |
0.9976 |
|