CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0038 |
-0.0022 |
-0.2% |
0.9952 |
| High |
1.0079 |
1.0058 |
-0.0021 |
-0.2% |
1.0150 |
| Low |
0.9995 |
1.0024 |
0.0029 |
0.3% |
0.9918 |
| Close |
1.0012 |
1.0023 |
0.0011 |
0.1% |
1.0093 |
| Range |
0.0084 |
0.0034 |
-0.0050 |
-59.5% |
0.0232 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
136 |
563 |
427 |
314.0% |
2,134 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0114 |
1.0042 |
|
| R3 |
1.0103 |
1.0080 |
1.0032 |
|
| R2 |
1.0069 |
1.0069 |
1.0029 |
|
| R1 |
1.0046 |
1.0046 |
1.0026 |
1.0041 |
| PP |
1.0035 |
1.0035 |
1.0035 |
1.0032 |
| S1 |
1.0012 |
1.0012 |
1.0020 |
1.0007 |
| S2 |
1.0001 |
1.0001 |
1.0017 |
|
| S3 |
0.9967 |
0.9978 |
1.0014 |
|
| S4 |
0.9933 |
0.9944 |
1.0004 |
|
|
| 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% |
0.0066 |
0.7% |
18% |
False |
False |
451 |
| 10 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0069 |
0.7% |
45% |
False |
False |
357 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0066 |
0.7% |
45% |
False |
False |
322 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
4.0% |
0.0065 |
0.7% |
68% |
False |
False |
229 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0061 |
0.6% |
73% |
False |
False |
174 |
| 80 |
1.0150 |
0.9600 |
0.0550 |
5.5% |
0.0059 |
0.6% |
77% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0203 |
|
2.618 |
1.0147 |
|
1.618 |
1.0113 |
|
1.000 |
1.0092 |
|
0.618 |
1.0079 |
|
HIGH |
1.0058 |
|
0.618 |
1.0045 |
|
0.500 |
1.0041 |
|
0.382 |
1.0037 |
|
LOW |
1.0024 |
|
0.618 |
1.0003 |
|
1.000 |
0.9990 |
|
1.618 |
0.9969 |
|
2.618 |
0.9935 |
|
4.250 |
0.9880 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0041 |
1.0053 |
| PP |
1.0035 |
1.0043 |
| S1 |
1.0029 |
1.0033 |
|