CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0065 |
1.0100 |
0.0035 |
0.3% |
1.0028 |
| High |
1.0110 |
1.0102 |
-0.0008 |
-0.1% |
1.0050 |
| Low |
1.0060 |
1.0050 |
-0.0010 |
-0.1% |
0.9955 |
| Close |
1.0088 |
1.0071 |
-0.0017 |
-0.2% |
0.9969 |
| Range |
0.0050 |
0.0052 |
0.0002 |
4.0% |
0.0095 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
507 |
874 |
367 |
72.4% |
724 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0203 |
1.0100 |
|
| R3 |
1.0178 |
1.0151 |
1.0085 |
|
| R2 |
1.0126 |
1.0126 |
1.0081 |
|
| R1 |
1.0099 |
1.0099 |
1.0076 |
1.0087 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0068 |
| S1 |
1.0047 |
1.0047 |
1.0066 |
1.0035 |
| S2 |
1.0022 |
1.0022 |
1.0061 |
|
| S3 |
0.9970 |
0.9995 |
1.0057 |
|
| S4 |
0.9918 |
0.9943 |
1.0042 |
|
|
| 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 |
1.0110 |
0.9918 |
0.0192 |
1.9% |
0.0073 |
0.7% |
80% |
False |
False |
420 |
| 10 |
1.0110 |
0.9918 |
0.0192 |
1.9% |
0.0063 |
0.6% |
80% |
False |
False |
387 |
| 20 |
1.0126 |
0.9918 |
0.0208 |
2.1% |
0.0064 |
0.6% |
74% |
False |
False |
273 |
| 40 |
1.0126 |
0.9754 |
0.0372 |
3.7% |
0.0063 |
0.6% |
85% |
False |
False |
209 |
| 60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0061 |
0.6% |
88% |
False |
False |
154 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.2% |
0.0057 |
0.6% |
90% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0323 |
|
2.618 |
1.0238 |
|
1.618 |
1.0186 |
|
1.000 |
1.0154 |
|
0.618 |
1.0134 |
|
HIGH |
1.0102 |
|
0.618 |
1.0082 |
|
0.500 |
1.0076 |
|
0.382 |
1.0070 |
|
LOW |
1.0050 |
|
0.618 |
1.0018 |
|
1.000 |
0.9998 |
|
1.618 |
0.9966 |
|
2.618 |
0.9914 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0061 |
| PP |
1.0074 |
1.0050 |
| S1 |
1.0073 |
1.0040 |
|