CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0126 |
-0.0004 |
0.0% |
1.0100 |
| High |
1.0160 |
1.0154 |
-0.0006 |
-0.1% |
1.0160 |
| Low |
1.0103 |
1.0059 |
-0.0044 |
-0.4% |
1.0071 |
| Close |
1.0109 |
1.0072 |
-0.0037 |
-0.4% |
1.0109 |
| Range |
0.0057 |
0.0095 |
0.0038 |
66.7% |
0.0089 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.4% |
0.0000 |
| Volume |
435 |
541 |
106 |
24.4% |
1,646 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0321 |
1.0124 |
|
| R3 |
1.0285 |
1.0226 |
1.0098 |
|
| R2 |
1.0190 |
1.0190 |
1.0089 |
|
| R1 |
1.0131 |
1.0131 |
1.0081 |
1.0113 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0086 |
| S1 |
1.0036 |
1.0036 |
1.0063 |
1.0018 |
| S2 |
1.0000 |
1.0000 |
1.0055 |
|
| S3 |
0.9905 |
0.9941 |
1.0046 |
|
| S4 |
0.9810 |
0.9846 |
1.0020 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0334 |
1.0158 |
|
| R3 |
1.0291 |
1.0245 |
1.0133 |
|
| R2 |
1.0202 |
1.0202 |
1.0125 |
|
| R1 |
1.0156 |
1.0156 |
1.0117 |
1.0179 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0125 |
| S1 |
1.0067 |
1.0067 |
1.0101 |
1.0090 |
| S2 |
1.0024 |
1.0024 |
1.0093 |
|
| S3 |
0.9935 |
0.9978 |
1.0085 |
|
| S4 |
0.9846 |
0.9889 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0160 |
1.0059 |
0.0101 |
1.0% |
0.0057 |
0.6% |
13% |
False |
True |
376 |
| 10 |
1.0160 |
0.9987 |
0.0173 |
1.7% |
0.0061 |
0.6% |
49% |
False |
False |
340 |
| 20 |
1.0160 |
0.9918 |
0.0242 |
2.4% |
0.0065 |
0.6% |
64% |
False |
False |
331 |
| 40 |
1.0160 |
0.9857 |
0.0303 |
3.0% |
0.0064 |
0.6% |
71% |
False |
False |
270 |
| 60 |
1.0160 |
0.9677 |
0.0483 |
4.8% |
0.0063 |
0.6% |
82% |
False |
False |
215 |
| 80 |
1.0160 |
0.9671 |
0.0489 |
4.9% |
0.0059 |
0.6% |
82% |
False |
False |
174 |
| 100 |
1.0160 |
0.9600 |
0.0560 |
5.6% |
0.0055 |
0.5% |
84% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0558 |
|
2.618 |
1.0403 |
|
1.618 |
1.0308 |
|
1.000 |
1.0249 |
|
0.618 |
1.0213 |
|
HIGH |
1.0154 |
|
0.618 |
1.0118 |
|
0.500 |
1.0107 |
|
0.382 |
1.0095 |
|
LOW |
1.0059 |
|
0.618 |
1.0000 |
|
1.000 |
0.9964 |
|
1.618 |
0.9905 |
|
2.618 |
0.9810 |
|
4.250 |
0.9655 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0110 |
| PP |
1.0095 |
1.0097 |
| S1 |
1.0084 |
1.0085 |
|