CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
1.0028 |
0.0018 |
0.2% |
1.0076 |
| High |
1.0056 |
1.0045 |
-0.0011 |
-0.1% |
1.0126 |
| Low |
1.0008 |
0.9990 |
-0.0018 |
-0.2% |
0.9939 |
| Close |
1.0020 |
1.0018 |
-0.0002 |
0.0% |
1.0020 |
| Range |
0.0048 |
0.0055 |
0.0007 |
14.6% |
0.0187 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,166 |
164 |
-1,002 |
-85.9% |
1,840 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0155 |
1.0048 |
|
| R3 |
1.0128 |
1.0100 |
1.0033 |
|
| R2 |
1.0073 |
1.0073 |
1.0028 |
|
| R1 |
1.0045 |
1.0045 |
1.0023 |
1.0032 |
| PP |
1.0018 |
1.0018 |
1.0018 |
1.0011 |
| S1 |
0.9990 |
0.9990 |
1.0013 |
0.9977 |
| S2 |
0.9963 |
0.9963 |
1.0008 |
|
| S3 |
0.9908 |
0.9935 |
1.0003 |
|
| S4 |
0.9853 |
0.9880 |
0.9988 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0492 |
1.0123 |
|
| R3 |
1.0402 |
1.0305 |
1.0071 |
|
| R2 |
1.0215 |
1.0215 |
1.0054 |
|
| R1 |
1.0118 |
1.0118 |
1.0037 |
1.0073 |
| PP |
1.0028 |
1.0028 |
1.0028 |
1.0006 |
| S1 |
0.9931 |
0.9931 |
1.0003 |
0.9886 |
| S2 |
0.9841 |
0.9841 |
0.9986 |
|
| S3 |
0.9654 |
0.9744 |
0.9969 |
|
| S4 |
0.9467 |
0.9557 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0067 |
0.7% |
42% |
False |
False |
400 |
| 10 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0060 |
0.6% |
42% |
False |
False |
274 |
| 20 |
1.0126 |
0.9857 |
0.0269 |
2.7% |
0.0064 |
0.6% |
60% |
False |
False |
209 |
| 40 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0061 |
0.6% |
76% |
False |
False |
157 |
| 60 |
1.0126 |
0.9671 |
0.0455 |
4.5% |
0.0057 |
0.6% |
76% |
False |
False |
122 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.3% |
0.0052 |
0.5% |
79% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0279 |
|
2.618 |
1.0189 |
|
1.618 |
1.0134 |
|
1.000 |
1.0100 |
|
0.618 |
1.0079 |
|
HIGH |
1.0045 |
|
0.618 |
1.0024 |
|
0.500 |
1.0018 |
|
0.382 |
1.0011 |
|
LOW |
0.9990 |
|
0.618 |
0.9956 |
|
1.000 |
0.9935 |
|
1.618 |
0.9901 |
|
2.618 |
0.9846 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0011 |
| PP |
1.0018 |
1.0004 |
| S1 |
1.0018 |
0.9998 |
|