CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0026 |
0.9980 |
-0.0046 |
-0.5% |
0.9862 |
| High |
1.0026 |
1.0027 |
0.0001 |
0.0% |
1.0034 |
| Low |
0.9930 |
0.9940 |
0.0010 |
0.1% |
0.9857 |
| Close |
0.9964 |
0.9999 |
0.0035 |
0.4% |
1.0018 |
| Range |
0.0096 |
0.0087 |
-0.0009 |
-9.4% |
0.0177 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
| Volume |
266 |
202 |
-64 |
-24.1% |
565 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0211 |
1.0047 |
|
| R3 |
1.0163 |
1.0124 |
1.0023 |
|
| R2 |
1.0076 |
1.0076 |
1.0015 |
|
| R1 |
1.0037 |
1.0037 |
1.0007 |
1.0057 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9998 |
| S1 |
0.9950 |
0.9950 |
0.9991 |
0.9970 |
| S2 |
0.9902 |
0.9902 |
0.9983 |
|
| S3 |
0.9815 |
0.9863 |
0.9975 |
|
| S4 |
0.9728 |
0.9776 |
0.9951 |
|
|
| 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 |
0.9930 |
0.0141 |
1.4% |
0.0064 |
0.6% |
49% |
False |
False |
172 |
| 10 |
1.0071 |
0.9795 |
0.0276 |
2.8% |
0.0065 |
0.6% |
74% |
False |
False |
156 |
| 20 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0061 |
0.6% |
77% |
False |
False |
144 |
| 40 |
1.0071 |
0.9677 |
0.0394 |
3.9% |
0.0059 |
0.6% |
82% |
False |
False |
94 |
| 60 |
1.0071 |
0.9600 |
0.0471 |
4.7% |
0.0054 |
0.5% |
85% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0255 |
|
1.618 |
1.0168 |
|
1.000 |
1.0114 |
|
0.618 |
1.0081 |
|
HIGH |
1.0027 |
|
0.618 |
0.9994 |
|
0.500 |
0.9984 |
|
0.382 |
0.9973 |
|
LOW |
0.9940 |
|
0.618 |
0.9886 |
|
1.000 |
0.9853 |
|
1.618 |
0.9799 |
|
2.618 |
0.9712 |
|
4.250 |
0.9570 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
1.0001 |
| PP |
0.9989 |
1.0000 |
| S1 |
0.9984 |
1.0000 |
|