CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9995 |
1.0027 |
0.0032 |
0.3% |
1.0040 |
| High |
1.0060 |
1.0034 |
-0.0026 |
-0.3% |
1.0071 |
| Low |
0.9960 |
0.9979 |
0.0019 |
0.2% |
0.9930 |
| Close |
1.0038 |
1.0028 |
-0.0010 |
-0.1% |
1.0038 |
| Range |
0.0100 |
0.0055 |
-0.0045 |
-45.0% |
0.0141 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
81 |
150 |
69 |
85.2% |
885 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0158 |
1.0058 |
|
| R3 |
1.0124 |
1.0103 |
1.0043 |
|
| R2 |
1.0069 |
1.0069 |
1.0038 |
|
| R1 |
1.0048 |
1.0048 |
1.0033 |
1.0059 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0019 |
| S1 |
0.9993 |
0.9993 |
1.0023 |
1.0004 |
| S2 |
0.9959 |
0.9959 |
1.0018 |
|
| S3 |
0.9904 |
0.9938 |
1.0013 |
|
| S4 |
0.9849 |
0.9883 |
0.9998 |
|
|
| 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 |
1.0060 |
0.9930 |
0.0130 |
1.3% |
0.0080 |
0.8% |
75% |
False |
False |
160 |
| 10 |
1.0071 |
0.9900 |
0.0171 |
1.7% |
0.0069 |
0.7% |
75% |
False |
False |
151 |
| 20 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0066 |
0.7% |
86% |
False |
False |
137 |
| 40 |
1.0071 |
0.9677 |
0.0394 |
3.9% |
0.0060 |
0.6% |
89% |
False |
False |
99 |
| 60 |
1.0071 |
0.9600 |
0.0471 |
4.7% |
0.0056 |
0.6% |
91% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0178 |
|
1.618 |
1.0123 |
|
1.000 |
1.0089 |
|
0.618 |
1.0068 |
|
HIGH |
1.0034 |
|
0.618 |
1.0013 |
|
0.500 |
1.0007 |
|
0.382 |
1.0000 |
|
LOW |
0.9979 |
|
0.618 |
0.9945 |
|
1.000 |
0.9924 |
|
1.618 |
0.9890 |
|
2.618 |
0.9835 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0022 |
| PP |
1.0014 |
1.0016 |
| S1 |
1.0007 |
1.0010 |
|