CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0056 |
1.0076 |
0.0020 |
0.2% |
1.0027 |
| High |
1.0079 |
1.0126 |
0.0047 |
0.5% |
1.0110 |
| Low |
0.9990 |
1.0033 |
0.0043 |
0.4% |
0.9979 |
| Close |
1.0069 |
1.0041 |
-0.0028 |
-0.3% |
1.0069 |
| Range |
0.0089 |
0.0093 |
0.0004 |
4.5% |
0.0131 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.8% |
0.0000 |
| Volume |
308 |
151 |
-157 |
-51.0% |
740 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0286 |
1.0092 |
|
| R3 |
1.0253 |
1.0193 |
1.0067 |
|
| R2 |
1.0160 |
1.0160 |
1.0058 |
|
| R1 |
1.0100 |
1.0100 |
1.0050 |
1.0084 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0058 |
| S1 |
1.0007 |
1.0007 |
1.0032 |
0.9991 |
| S2 |
0.9974 |
0.9974 |
1.0024 |
|
| S3 |
0.9881 |
0.9914 |
1.0015 |
|
| S4 |
0.9788 |
0.9821 |
0.9990 |
|
|
| 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 |
1.0126 |
0.9990 |
0.0136 |
1.4% |
0.0060 |
0.6% |
38% |
True |
False |
148 |
| 10 |
1.0126 |
0.9930 |
0.0196 |
2.0% |
0.0070 |
0.7% |
57% |
True |
False |
154 |
| 20 |
1.0126 |
0.9754 |
0.0372 |
3.7% |
0.0065 |
0.6% |
77% |
True |
False |
155 |
| 40 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0059 |
0.6% |
81% |
True |
False |
116 |
| 60 |
1.0126 |
0.9624 |
0.0502 |
5.0% |
0.0055 |
0.5% |
83% |
True |
False |
92 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.2% |
0.0050 |
0.5% |
84% |
True |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0521 |
|
2.618 |
1.0369 |
|
1.618 |
1.0276 |
|
1.000 |
1.0219 |
|
0.618 |
1.0183 |
|
HIGH |
1.0126 |
|
0.618 |
1.0090 |
|
0.500 |
1.0080 |
|
0.382 |
1.0069 |
|
LOW |
1.0033 |
|
0.618 |
0.9976 |
|
1.000 |
0.9940 |
|
1.618 |
0.9883 |
|
2.618 |
0.9790 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0080 |
1.0058 |
| PP |
1.0067 |
1.0052 |
| S1 |
1.0054 |
1.0047 |
|