CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
1.0026 |
0.0029 |
0.3% |
1.0076 |
| High |
1.0031 |
1.0043 |
0.0012 |
0.1% |
1.0126 |
| Low |
0.9997 |
0.9998 |
0.0001 |
0.0% |
0.9939 |
| Close |
1.0016 |
1.0030 |
0.0014 |
0.1% |
1.0020 |
| Range |
0.0034 |
0.0045 |
0.0011 |
32.4% |
0.0187 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
295 |
86 |
-209 |
-70.8% |
1,840 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0139 |
1.0055 |
|
| R3 |
1.0114 |
1.0094 |
1.0042 |
|
| R2 |
1.0069 |
1.0069 |
1.0038 |
|
| R1 |
1.0049 |
1.0049 |
1.0034 |
1.0059 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0029 |
| S1 |
1.0004 |
1.0004 |
1.0026 |
1.0014 |
| S2 |
0.9979 |
0.9979 |
1.0022 |
|
| S3 |
0.9934 |
0.9959 |
1.0018 |
|
| S4 |
0.9889 |
0.9914 |
1.0005 |
|
|
| 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 |
1.0056 |
0.9969 |
0.0087 |
0.9% |
0.0053 |
0.5% |
70% |
False |
False |
353 |
| 10 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0063 |
0.6% |
49% |
False |
False |
284 |
| 20 |
1.0126 |
0.9930 |
0.0196 |
2.0% |
0.0062 |
0.6% |
51% |
False |
False |
211 |
| 40 |
1.0126 |
0.9750 |
0.0376 |
3.7% |
0.0061 |
0.6% |
74% |
False |
False |
167 |
| 60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0057 |
0.6% |
79% |
False |
False |
126 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.2% |
0.0054 |
0.5% |
82% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0234 |
|
2.618 |
1.0161 |
|
1.618 |
1.0116 |
|
1.000 |
1.0088 |
|
0.618 |
1.0071 |
|
HIGH |
1.0043 |
|
0.618 |
1.0026 |
|
0.500 |
1.0021 |
|
0.382 |
1.0015 |
|
LOW |
0.9998 |
|
0.618 |
0.9970 |
|
1.000 |
0.9953 |
|
1.618 |
0.9925 |
|
2.618 |
0.9880 |
|
4.250 |
0.9807 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0027 |
1.0023 |
| PP |
1.0024 |
1.0016 |
| S1 |
1.0021 |
1.0010 |
|