CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0032 |
0.9995 |
-0.0037 |
-0.4% |
1.0040 |
| High |
1.0033 |
1.0060 |
0.0027 |
0.3% |
1.0071 |
| Low |
0.9970 |
0.9960 |
-0.0010 |
-0.1% |
0.9930 |
| Close |
0.9999 |
1.0038 |
0.0039 |
0.4% |
1.0038 |
| Range |
0.0063 |
0.0100 |
0.0037 |
58.7% |
0.0141 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.3% |
0.0000 |
| Volume |
104 |
81 |
-23 |
-22.1% |
885 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0279 |
1.0093 |
|
| R3 |
1.0219 |
1.0179 |
1.0066 |
|
| R2 |
1.0119 |
1.0119 |
1.0056 |
|
| R1 |
1.0079 |
1.0079 |
1.0047 |
1.0099 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0030 |
| S1 |
0.9979 |
0.9979 |
1.0029 |
0.9999 |
| S2 |
0.9919 |
0.9919 |
1.0020 |
|
| S3 |
0.9819 |
0.9879 |
1.0011 |
|
| S4 |
0.9719 |
0.9779 |
0.9983 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0378 |
1.0116 |
|
| R3 |
1.0295 |
1.0237 |
1.0077 |
|
| R2 |
1.0154 |
1.0154 |
1.0064 |
|
| R1 |
1.0096 |
1.0096 |
1.0051 |
1.0055 |
| PP |
1.0013 |
1.0013 |
1.0013 |
0.9992 |
| S1 |
0.9955 |
0.9955 |
1.0025 |
0.9914 |
| S2 |
0.9872 |
0.9872 |
1.0012 |
|
| S3 |
0.9731 |
0.9814 |
0.9999 |
|
| S4 |
0.9590 |
0.9673 |
0.9960 |
|
|
| 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% |
0.0078 |
0.8% |
77% |
False |
False |
177 |
| 10 |
1.0071 |
0.9857 |
0.0214 |
2.1% |
0.0068 |
0.7% |
85% |
False |
False |
145 |
| 20 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0064 |
0.6% |
90% |
False |
False |
142 |
| 40 |
1.0071 |
0.9677 |
0.0394 |
3.9% |
0.0059 |
0.6% |
92% |
False |
False |
97 |
| 60 |
1.0071 |
0.9600 |
0.0471 |
4.7% |
0.0056 |
0.6% |
93% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0322 |
|
1.618 |
1.0222 |
|
1.000 |
1.0160 |
|
0.618 |
1.0122 |
|
HIGH |
1.0060 |
|
0.618 |
1.0022 |
|
0.500 |
1.0010 |
|
0.382 |
0.9998 |
|
LOW |
0.9960 |
|
0.618 |
0.9898 |
|
1.000 |
0.9860 |
|
1.618 |
0.9798 |
|
2.618 |
0.9698 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0029 |
1.0025 |
| PP |
1.0019 |
1.0013 |
| S1 |
1.0010 |
1.0000 |
|