CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0038 |
1.0023 |
-0.0015 |
-0.1% |
0.9952 |
| High |
1.0058 |
1.0025 |
-0.0033 |
-0.3% |
1.0150 |
| Low |
1.0024 |
0.9987 |
-0.0037 |
-0.4% |
0.9918 |
| Close |
1.0023 |
1.0016 |
-0.0007 |
-0.1% |
1.0093 |
| Range |
0.0034 |
0.0038 |
0.0004 |
11.8% |
0.0232 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
563 |
159 |
-404 |
-71.8% |
2,134 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0108 |
1.0037 |
|
| R3 |
1.0085 |
1.0070 |
1.0026 |
|
| R2 |
1.0047 |
1.0047 |
1.0023 |
|
| R1 |
1.0032 |
1.0032 |
1.0019 |
1.0021 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0004 |
| S1 |
0.9994 |
0.9994 |
1.0013 |
0.9983 |
| S2 |
0.9971 |
0.9971 |
1.0009 |
|
| S3 |
0.9933 |
0.9956 |
1.0006 |
|
| S4 |
0.9895 |
0.9918 |
0.9995 |
|
|
| 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 |
0.9987 |
0.0163 |
1.6% |
0.0063 |
0.6% |
18% |
False |
True |
308 |
| 10 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0068 |
0.7% |
42% |
False |
False |
364 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0066 |
0.7% |
42% |
False |
False |
324 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
4.0% |
0.0064 |
0.6% |
66% |
False |
False |
230 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0062 |
0.6% |
72% |
False |
False |
177 |
| 80 |
1.0150 |
0.9600 |
0.0550 |
5.5% |
0.0058 |
0.6% |
76% |
False |
False |
148 |
| 100 |
1.0150 |
0.9600 |
0.0550 |
5.5% |
0.0051 |
0.5% |
76% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0187 |
|
2.618 |
1.0124 |
|
1.618 |
1.0086 |
|
1.000 |
1.0063 |
|
0.618 |
1.0048 |
|
HIGH |
1.0025 |
|
0.618 |
1.0010 |
|
0.500 |
1.0006 |
|
0.382 |
1.0002 |
|
LOW |
0.9987 |
|
0.618 |
0.9964 |
|
1.000 |
0.9949 |
|
1.618 |
0.9926 |
|
2.618 |
0.9888 |
|
4.250 |
0.9826 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0033 |
| PP |
1.0009 |
1.0027 |
| S1 |
1.0006 |
1.0022 |
|