CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0060 |
-0.0040 |
-0.4% |
0.9952 |
| High |
1.0102 |
1.0150 |
0.0048 |
0.5% |
1.0150 |
| Low |
1.0050 |
1.0040 |
-0.0010 |
-0.1% |
0.9918 |
| Close |
1.0071 |
1.0093 |
0.0022 |
0.2% |
1.0093 |
| Range |
0.0052 |
0.0110 |
0.0058 |
111.5% |
0.0232 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.2% |
0.0000 |
| Volume |
874 |
154 |
-720 |
-82.4% |
2,134 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0424 |
1.0369 |
1.0154 |
|
| R3 |
1.0314 |
1.0259 |
1.0123 |
|
| R2 |
1.0204 |
1.0204 |
1.0113 |
|
| R1 |
1.0149 |
1.0149 |
1.0103 |
1.0177 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0108 |
| S1 |
1.0039 |
1.0039 |
1.0083 |
1.0067 |
| S2 |
0.9984 |
0.9984 |
1.0073 |
|
| S3 |
0.9874 |
0.9929 |
1.0063 |
|
| S4 |
0.9764 |
0.9819 |
1.0033 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0653 |
1.0221 |
|
| R3 |
1.0518 |
1.0421 |
1.0157 |
|
| R2 |
1.0286 |
1.0286 |
1.0136 |
|
| R1 |
1.0189 |
1.0189 |
1.0114 |
1.0238 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0078 |
| S1 |
0.9957 |
0.9957 |
1.0072 |
1.0006 |
| S2 |
0.9822 |
0.9822 |
1.0050 |
|
| S3 |
0.9590 |
0.9725 |
1.0029 |
|
| S4 |
0.9358 |
0.9493 |
0.9965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0080 |
0.8% |
75% |
True |
False |
426 |
| 10 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0069 |
0.7% |
75% |
True |
False |
285 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0067 |
0.7% |
75% |
True |
False |
275 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
3.9% |
0.0064 |
0.6% |
86% |
True |
False |
208 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0061 |
0.6% |
88% |
True |
False |
156 |
| 80 |
1.0150 |
0.9600 |
0.0550 |
5.4% |
0.0058 |
0.6% |
90% |
True |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0438 |
|
1.618 |
1.0328 |
|
1.000 |
1.0260 |
|
0.618 |
1.0218 |
|
HIGH |
1.0150 |
|
0.618 |
1.0108 |
|
0.500 |
1.0095 |
|
0.382 |
1.0082 |
|
LOW |
1.0040 |
|
0.618 |
0.9972 |
|
1.000 |
0.9930 |
|
1.618 |
0.9862 |
|
2.618 |
0.9752 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0095 |
| PP |
1.0094 |
1.0094 |
| S1 |
1.0094 |
1.0094 |
|