CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0056 |
-0.0046 |
-0.5% |
1.0027 |
| High |
1.0108 |
1.0079 |
-0.0029 |
-0.3% |
1.0110 |
| Low |
1.0061 |
0.9990 |
-0.0071 |
-0.7% |
0.9979 |
| Close |
1.0071 |
1.0069 |
-0.0002 |
0.0% |
1.0069 |
| Range |
0.0047 |
0.0089 |
0.0042 |
89.4% |
0.0131 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.6% |
0.0000 |
| Volume |
96 |
308 |
212 |
220.8% |
740 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0280 |
1.0118 |
|
| R3 |
1.0224 |
1.0191 |
1.0093 |
|
| R2 |
1.0135 |
1.0135 |
1.0085 |
|
| R1 |
1.0102 |
1.0102 |
1.0077 |
1.0119 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0054 |
| S1 |
1.0013 |
1.0013 |
1.0061 |
1.0030 |
| S2 |
0.9957 |
0.9957 |
1.0053 |
|
| S3 |
0.9868 |
0.9924 |
1.0045 |
|
| S4 |
0.9779 |
0.9835 |
1.0020 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0388 |
1.0141 |
|
| R3 |
1.0315 |
1.0257 |
1.0105 |
|
| R2 |
1.0184 |
1.0184 |
1.0093 |
|
| R1 |
1.0126 |
1.0126 |
1.0081 |
1.0155 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0067 |
| S1 |
0.9995 |
0.9995 |
1.0057 |
1.0024 |
| S2 |
0.9922 |
0.9922 |
1.0045 |
|
| S3 |
0.9791 |
0.9864 |
1.0033 |
|
| S4 |
0.9660 |
0.9733 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0110 |
0.9979 |
0.0131 |
1.3% |
0.0053 |
0.5% |
69% |
False |
False |
148 |
| 10 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0066 |
0.7% |
77% |
False |
False |
162 |
| 20 |
1.0110 |
0.9754 |
0.0356 |
3.5% |
0.0064 |
0.6% |
88% |
False |
False |
152 |
| 40 |
1.0110 |
0.9677 |
0.0433 |
4.3% |
0.0058 |
0.6% |
91% |
False |
False |
113 |
| 60 |
1.0110 |
0.9624 |
0.0486 |
4.8% |
0.0055 |
0.5% |
92% |
False |
False |
90 |
| 80 |
1.0110 |
0.9600 |
0.0510 |
5.1% |
0.0049 |
0.5% |
92% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0312 |
|
1.618 |
1.0223 |
|
1.000 |
1.0168 |
|
0.618 |
1.0134 |
|
HIGH |
1.0079 |
|
0.618 |
1.0045 |
|
0.500 |
1.0035 |
|
0.382 |
1.0024 |
|
LOW |
0.9990 |
|
0.618 |
0.9935 |
|
1.000 |
0.9901 |
|
1.618 |
0.9846 |
|
2.618 |
0.9757 |
|
4.250 |
0.9612 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0063 |
| PP |
1.0046 |
1.0056 |
| S1 |
1.0035 |
1.0050 |
|