CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
0.9952 |
-0.0078 |
-0.8% |
1.0028 |
| High |
1.0030 |
1.0007 |
-0.0023 |
-0.2% |
1.0050 |
| Low |
0.9955 |
0.9918 |
-0.0037 |
-0.4% |
0.9955 |
| Close |
0.9969 |
0.9958 |
-0.0011 |
-0.1% |
0.9969 |
| Range |
0.0075 |
0.0089 |
0.0014 |
18.7% |
0.0095 |
| ATR |
0.0067 |
0.0068 |
0.0002 |
2.4% |
0.0000 |
| Volume |
121 |
219 |
98 |
81.0% |
724 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0182 |
1.0007 |
|
| R3 |
1.0139 |
1.0093 |
0.9982 |
|
| R2 |
1.0050 |
1.0050 |
0.9974 |
|
| R1 |
1.0004 |
1.0004 |
0.9966 |
1.0027 |
| PP |
0.9961 |
0.9961 |
0.9961 |
0.9973 |
| S1 |
0.9915 |
0.9915 |
0.9950 |
0.9938 |
| S2 |
0.9872 |
0.9872 |
0.9942 |
|
| S3 |
0.9783 |
0.9826 |
0.9934 |
|
| S4 |
0.9694 |
0.9737 |
0.9909 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0218 |
1.0021 |
|
| R3 |
1.0181 |
1.0123 |
0.9995 |
|
| R2 |
1.0086 |
1.0086 |
0.9986 |
|
| R1 |
1.0028 |
1.0028 |
0.9978 |
1.0010 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9982 |
| S1 |
0.9933 |
0.9933 |
0.9960 |
0.9915 |
| S2 |
0.9896 |
0.9896 |
0.9952 |
|
| S3 |
0.9801 |
0.9838 |
0.9943 |
|
| S4 |
0.9706 |
0.9743 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9918 |
0.0132 |
1.3% |
0.0065 |
0.7% |
30% |
False |
True |
155 |
| 10 |
1.0126 |
0.9918 |
0.0208 |
2.1% |
0.0066 |
0.7% |
19% |
False |
True |
278 |
| 20 |
1.0126 |
0.9918 |
0.0208 |
2.1% |
0.0066 |
0.7% |
19% |
False |
True |
220 |
| 40 |
1.0126 |
0.9754 |
0.0372 |
3.7% |
0.0062 |
0.6% |
55% |
False |
False |
168 |
| 60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0059 |
0.6% |
63% |
False |
False |
131 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.3% |
0.0055 |
0.5% |
68% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0240 |
|
1.618 |
1.0151 |
|
1.000 |
1.0096 |
|
0.618 |
1.0062 |
|
HIGH |
1.0007 |
|
0.618 |
0.9973 |
|
0.500 |
0.9963 |
|
0.382 |
0.9952 |
|
LOW |
0.9918 |
|
0.618 |
0.9863 |
|
1.000 |
0.9829 |
|
1.618 |
0.9774 |
|
2.618 |
0.9685 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9963 |
0.9981 |
| PP |
0.9961 |
0.9973 |
| S1 |
0.9960 |
0.9966 |
|