CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0057 |
-0.0019 |
-0.2% |
1.0027 |
| High |
1.0126 |
1.0072 |
-0.0054 |
-0.5% |
1.0110 |
| Low |
1.0033 |
0.9999 |
-0.0034 |
-0.3% |
0.9979 |
| Close |
1.0041 |
1.0004 |
-0.0037 |
-0.4% |
1.0069 |
| Range |
0.0093 |
0.0073 |
-0.0020 |
-21.5% |
0.0131 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.4% |
0.0000 |
| Volume |
151 |
193 |
42 |
27.8% |
740 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0197 |
1.0044 |
|
| R3 |
1.0171 |
1.0124 |
1.0024 |
|
| R2 |
1.0098 |
1.0098 |
1.0017 |
|
| R1 |
1.0051 |
1.0051 |
1.0011 |
1.0038 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0019 |
| S1 |
0.9978 |
0.9978 |
0.9997 |
0.9965 |
| S2 |
0.9952 |
0.9952 |
0.9991 |
|
| S3 |
0.9879 |
0.9905 |
0.9984 |
|
| S4 |
0.9806 |
0.9832 |
0.9964 |
|
|
| 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% |
0.0068 |
0.7% |
10% |
False |
False |
172 |
| 10 |
1.0126 |
0.9940 |
0.0186 |
1.9% |
0.0068 |
0.7% |
34% |
False |
False |
147 |
| 20 |
1.0126 |
0.9754 |
0.0372 |
3.7% |
0.0065 |
0.6% |
67% |
False |
False |
154 |
| 40 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0061 |
0.6% |
73% |
False |
False |
119 |
| 60 |
1.0126 |
0.9624 |
0.0502 |
5.0% |
0.0056 |
0.6% |
76% |
False |
False |
95 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.3% |
0.0051 |
0.5% |
77% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0382 |
|
2.618 |
1.0263 |
|
1.618 |
1.0190 |
|
1.000 |
1.0145 |
|
0.618 |
1.0117 |
|
HIGH |
1.0072 |
|
0.618 |
1.0044 |
|
0.500 |
1.0036 |
|
0.382 |
1.0027 |
|
LOW |
0.9999 |
|
0.618 |
0.9954 |
|
1.000 |
0.9926 |
|
1.618 |
0.9881 |
|
2.618 |
0.9808 |
|
4.250 |
0.9689 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
1.0058 |
| PP |
1.0025 |
1.0040 |
| S1 |
1.0015 |
1.0022 |
|