CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9980 |
1.0032 |
0.0052 |
0.5% |
0.9862 |
| High |
1.0027 |
1.0033 |
0.0006 |
0.1% |
1.0034 |
| Low |
0.9940 |
0.9970 |
0.0030 |
0.3% |
0.9857 |
| Close |
0.9999 |
0.9999 |
0.0000 |
0.0% |
1.0018 |
| Range |
0.0087 |
0.0063 |
-0.0024 |
-27.6% |
0.0177 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
202 |
104 |
-98 |
-48.5% |
565 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0157 |
1.0034 |
|
| R3 |
1.0127 |
1.0094 |
1.0016 |
|
| R2 |
1.0064 |
1.0064 |
1.0011 |
|
| R1 |
1.0031 |
1.0031 |
1.0005 |
1.0016 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9993 |
| S1 |
0.9968 |
0.9968 |
0.9993 |
0.9953 |
| S2 |
0.9938 |
0.9938 |
0.9987 |
|
| S3 |
0.9875 |
0.9905 |
0.9982 |
|
| S4 |
0.9812 |
0.9842 |
0.9964 |
|
|
| 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% |
0.0073 |
0.7% |
49% |
False |
False |
171 |
| 10 |
1.0071 |
0.9800 |
0.0271 |
2.7% |
0.0067 |
0.7% |
73% |
False |
False |
140 |
| 20 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0061 |
0.6% |
77% |
False |
False |
141 |
| 40 |
1.0071 |
0.9677 |
0.0394 |
3.9% |
0.0058 |
0.6% |
82% |
False |
False |
96 |
| 60 |
1.0071 |
0.9600 |
0.0471 |
4.7% |
0.0055 |
0.6% |
85% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0301 |
|
2.618 |
1.0198 |
|
1.618 |
1.0135 |
|
1.000 |
1.0096 |
|
0.618 |
1.0072 |
|
HIGH |
1.0033 |
|
0.618 |
1.0009 |
|
0.500 |
1.0002 |
|
0.382 |
0.9994 |
|
LOW |
0.9970 |
|
0.618 |
0.9931 |
|
1.000 |
0.9907 |
|
1.618 |
0.9868 |
|
2.618 |
0.9805 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0002 |
0.9993 |
| PP |
1.0001 |
0.9987 |
| S1 |
1.0000 |
0.9982 |
|