CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9952 |
0.9970 |
0.0018 |
0.2% |
1.0028 |
| High |
1.0007 |
1.0070 |
0.0063 |
0.6% |
1.0050 |
| Low |
0.9918 |
0.9970 |
0.0052 |
0.5% |
0.9955 |
| Close |
0.9958 |
1.0049 |
0.0091 |
0.9% |
0.9969 |
| Range |
0.0089 |
0.0100 |
0.0011 |
12.4% |
0.0095 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.6% |
0.0000 |
| Volume |
219 |
380 |
161 |
73.5% |
724 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0289 |
1.0104 |
|
| R3 |
1.0230 |
1.0189 |
1.0077 |
|
| R2 |
1.0130 |
1.0130 |
1.0067 |
|
| R1 |
1.0089 |
1.0089 |
1.0058 |
1.0110 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0040 |
| S1 |
0.9989 |
0.9989 |
1.0040 |
1.0010 |
| S2 |
0.9930 |
0.9930 |
1.0031 |
|
| S3 |
0.9830 |
0.9889 |
1.0022 |
|
| S4 |
0.9730 |
0.9789 |
0.9994 |
|
|
| 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 |
1.0070 |
0.9918 |
0.0152 |
1.5% |
0.0069 |
0.7% |
86% |
True |
False |
220 |
| 10 |
1.0072 |
0.9918 |
0.0154 |
1.5% |
0.0067 |
0.7% |
85% |
False |
False |
301 |
| 20 |
1.0126 |
0.9918 |
0.0208 |
2.1% |
0.0068 |
0.7% |
63% |
False |
False |
227 |
| 40 |
1.0126 |
0.9754 |
0.0372 |
3.7% |
0.0064 |
0.6% |
79% |
False |
False |
177 |
| 60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0060 |
0.6% |
83% |
False |
False |
137 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.2% |
0.0056 |
0.6% |
85% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0332 |
|
1.618 |
1.0232 |
|
1.000 |
1.0170 |
|
0.618 |
1.0132 |
|
HIGH |
1.0070 |
|
0.618 |
1.0032 |
|
0.500 |
1.0020 |
|
0.382 |
1.0008 |
|
LOW |
0.9970 |
|
0.618 |
0.9908 |
|
1.000 |
0.9870 |
|
1.618 |
0.9808 |
|
2.618 |
0.9708 |
|
4.250 |
0.9545 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0039 |
1.0031 |
| PP |
1.0030 |
1.0012 |
| S1 |
1.0020 |
0.9994 |
|