CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0109 |
1.0060 |
-0.0049 |
-0.5% |
0.9952 |
| High |
1.0110 |
1.0079 |
-0.0031 |
-0.3% |
1.0150 |
| Low |
1.0060 |
0.9995 |
-0.0065 |
-0.6% |
0.9918 |
| Close |
1.0070 |
1.0012 |
-0.0058 |
-0.6% |
1.0093 |
| Range |
0.0050 |
0.0084 |
0.0034 |
68.0% |
0.0232 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.3% |
0.0000 |
| Volume |
530 |
136 |
-394 |
-74.3% |
2,134 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0230 |
1.0058 |
|
| R3 |
1.0197 |
1.0146 |
1.0035 |
|
| R2 |
1.0113 |
1.0113 |
1.0027 |
|
| R1 |
1.0062 |
1.0062 |
1.0020 |
1.0046 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0020 |
| S1 |
0.9978 |
0.9978 |
1.0004 |
0.9962 |
| S2 |
0.9945 |
0.9945 |
0.9997 |
|
| S3 |
0.9861 |
0.9894 |
0.9989 |
|
| S4 |
0.9777 |
0.9810 |
0.9966 |
|
|
| 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 |
0.9995 |
0.0155 |
1.5% |
0.0069 |
0.7% |
11% |
False |
True |
440 |
| 10 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0069 |
0.7% |
41% |
False |
False |
330 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0066 |
0.7% |
41% |
False |
False |
297 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
4.0% |
0.0066 |
0.7% |
65% |
False |
False |
217 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0062 |
0.6% |
71% |
False |
False |
165 |
| 80 |
1.0150 |
0.9600 |
0.0550 |
5.5% |
0.0059 |
0.6% |
75% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0436 |
|
2.618 |
1.0299 |
|
1.618 |
1.0215 |
|
1.000 |
1.0163 |
|
0.618 |
1.0131 |
|
HIGH |
1.0079 |
|
0.618 |
1.0047 |
|
0.500 |
1.0037 |
|
0.382 |
1.0027 |
|
LOW |
0.9995 |
|
0.618 |
0.9943 |
|
1.000 |
0.9911 |
|
1.618 |
0.9859 |
|
2.618 |
0.9775 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0073 |
| PP |
1.0029 |
1.0052 |
| S1 |
1.0020 |
1.0032 |
|