CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0084 |
1.0120 |
0.0036 |
0.4% |
1.0109 |
| High |
1.0127 |
1.0159 |
0.0032 |
0.3% |
1.0110 |
| Low |
1.0084 |
1.0120 |
0.0036 |
0.4% |
0.9987 |
| Close |
1.0120 |
1.0129 |
0.0009 |
0.1% |
1.0099 |
| Range |
0.0043 |
0.0039 |
-0.0004 |
-9.3% |
0.0123 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
399 |
252 |
-147 |
-36.8% |
1,749 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0230 |
1.0150 |
|
| R3 |
1.0214 |
1.0191 |
1.0140 |
|
| R2 |
1.0175 |
1.0175 |
1.0136 |
|
| R1 |
1.0152 |
1.0152 |
1.0133 |
1.0164 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0142 |
| S1 |
1.0113 |
1.0113 |
1.0125 |
1.0125 |
| S2 |
1.0097 |
1.0097 |
1.0122 |
|
| S3 |
1.0058 |
1.0074 |
1.0118 |
|
| S4 |
1.0019 |
1.0035 |
1.0108 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0434 |
1.0390 |
1.0167 |
|
| R3 |
1.0311 |
1.0267 |
1.0133 |
|
| R2 |
1.0188 |
1.0188 |
1.0122 |
|
| R1 |
1.0144 |
1.0144 |
1.0110 |
1.0105 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0046 |
| S1 |
1.0021 |
1.0021 |
1.0088 |
0.9982 |
| S2 |
0.9942 |
0.9942 |
1.0076 |
|
| S3 |
0.9819 |
0.9898 |
1.0065 |
|
| S4 |
0.9696 |
0.9775 |
1.0031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0159 |
0.9990 |
0.0169 |
1.7% |
0.0061 |
0.6% |
82% |
True |
False |
314 |
| 10 |
1.0159 |
0.9987 |
0.0172 |
1.7% |
0.0062 |
0.6% |
83% |
True |
False |
311 |
| 20 |
1.0159 |
0.9918 |
0.0241 |
2.4% |
0.0063 |
0.6% |
88% |
True |
False |
349 |
| 40 |
1.0159 |
0.9795 |
0.0364 |
3.6% |
0.0064 |
0.6% |
92% |
True |
False |
253 |
| 60 |
1.0159 |
0.9677 |
0.0482 |
4.8% |
0.0062 |
0.6% |
94% |
True |
False |
201 |
| 80 |
1.0159 |
0.9624 |
0.0535 |
5.3% |
0.0058 |
0.6% |
94% |
True |
False |
162 |
| 100 |
1.0159 |
0.9600 |
0.0559 |
5.5% |
0.0054 |
0.5% |
95% |
True |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0325 |
|
2.618 |
1.0261 |
|
1.618 |
1.0222 |
|
1.000 |
1.0198 |
|
0.618 |
1.0183 |
|
HIGH |
1.0159 |
|
0.618 |
1.0144 |
|
0.500 |
1.0140 |
|
0.382 |
1.0135 |
|
LOW |
1.0120 |
|
0.618 |
1.0096 |
|
1.000 |
1.0081 |
|
1.618 |
1.0057 |
|
2.618 |
1.0018 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0140 |
1.0124 |
| PP |
1.0136 |
1.0120 |
| S1 |
1.0133 |
1.0115 |
|