CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0050 |
0.0023 |
0.2% |
1.0040 |
| High |
1.0034 |
1.0070 |
0.0036 |
0.4% |
1.0071 |
| Low |
0.9979 |
1.0034 |
0.0055 |
0.6% |
0.9930 |
| Close |
1.0028 |
1.0056 |
0.0028 |
0.3% |
1.0038 |
| Range |
0.0055 |
0.0036 |
-0.0019 |
-34.5% |
0.0141 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
150 |
73 |
-77 |
-51.3% |
885 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0145 |
1.0076 |
|
| R3 |
1.0125 |
1.0109 |
1.0066 |
|
| R2 |
1.0089 |
1.0089 |
1.0063 |
|
| R1 |
1.0073 |
1.0073 |
1.0059 |
1.0081 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0058 |
| S1 |
1.0037 |
1.0037 |
1.0053 |
1.0045 |
| S2 |
1.0017 |
1.0017 |
1.0049 |
|
| S3 |
0.9981 |
1.0001 |
1.0046 |
|
| S4 |
0.9945 |
0.9965 |
1.0036 |
|
|
| 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 |
1.0070 |
0.9940 |
0.0130 |
1.3% |
0.0068 |
0.7% |
89% |
True |
False |
122 |
| 10 |
1.0071 |
0.9910 |
0.0161 |
1.6% |
0.0064 |
0.6% |
91% |
False |
False |
141 |
| 20 |
1.0071 |
0.9754 |
0.0317 |
3.2% |
0.0065 |
0.6% |
95% |
False |
False |
137 |
| 40 |
1.0071 |
0.9677 |
0.0394 |
3.9% |
0.0059 |
0.6% |
96% |
False |
False |
101 |
| 60 |
1.0071 |
0.9600 |
0.0471 |
4.7% |
0.0057 |
0.6% |
97% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0223 |
|
2.618 |
1.0164 |
|
1.618 |
1.0128 |
|
1.000 |
1.0106 |
|
0.618 |
1.0092 |
|
HIGH |
1.0070 |
|
0.618 |
1.0056 |
|
0.500 |
1.0052 |
|
0.382 |
1.0048 |
|
LOW |
1.0034 |
|
0.618 |
1.0012 |
|
1.000 |
0.9998 |
|
1.618 |
0.9976 |
|
2.618 |
0.9940 |
|
4.250 |
0.9881 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0055 |
1.0042 |
| PP |
1.0053 |
1.0029 |
| S1 |
1.0052 |
1.0015 |
|