CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0074 |
0.0024 |
0.2% |
1.0040 |
| High |
1.0070 |
1.0110 |
0.0040 |
0.4% |
1.0071 |
| Low |
1.0034 |
1.0074 |
0.0040 |
0.4% |
0.9930 |
| Close |
1.0056 |
1.0086 |
0.0030 |
0.3% |
1.0038 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0141 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
73 |
113 |
40 |
54.8% |
885 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0178 |
1.0106 |
|
| R3 |
1.0162 |
1.0142 |
1.0096 |
|
| R2 |
1.0126 |
1.0126 |
1.0093 |
|
| R1 |
1.0106 |
1.0106 |
1.0089 |
1.0116 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0095 |
| S1 |
1.0070 |
1.0070 |
1.0083 |
1.0080 |
| S2 |
1.0054 |
1.0054 |
1.0079 |
|
| S3 |
1.0018 |
1.0034 |
1.0076 |
|
| S4 |
0.9982 |
0.9998 |
1.0066 |
|
|
| 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 |
1.0110 |
0.9960 |
0.0150 |
1.5% |
0.0058 |
0.6% |
84% |
True |
False |
104 |
| 10 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0061 |
0.6% |
87% |
True |
False |
138 |
| 20 |
1.0110 |
0.9754 |
0.0356 |
3.5% |
0.0063 |
0.6% |
93% |
True |
False |
137 |
| 40 |
1.0110 |
0.9677 |
0.0433 |
4.3% |
0.0060 |
0.6% |
94% |
True |
False |
103 |
| 60 |
1.0110 |
0.9600 |
0.0510 |
5.1% |
0.0056 |
0.6% |
95% |
True |
False |
89 |
| 80 |
1.0110 |
0.9600 |
0.0510 |
5.1% |
0.0048 |
0.5% |
95% |
True |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0204 |
|
1.618 |
1.0168 |
|
1.000 |
1.0146 |
|
0.618 |
1.0132 |
|
HIGH |
1.0110 |
|
0.618 |
1.0096 |
|
0.500 |
1.0092 |
|
0.382 |
1.0088 |
|
LOW |
1.0074 |
|
0.618 |
1.0052 |
|
1.000 |
1.0038 |
|
1.618 |
1.0016 |
|
2.618 |
0.9980 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0072 |
| PP |
1.0090 |
1.0058 |
| S1 |
1.0088 |
1.0045 |
|