CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0126 |
1.0080 |
-0.0046 |
-0.5% |
1.0100 |
| High |
1.0154 |
1.0113 |
-0.0041 |
-0.4% |
1.0160 |
| Low |
1.0059 |
1.0018 |
-0.0041 |
-0.4% |
1.0071 |
| Close |
1.0072 |
1.0075 |
0.0003 |
0.0% |
1.0109 |
| Range |
0.0095 |
0.0095 |
0.0000 |
0.0% |
0.0089 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.1% |
0.0000 |
| Volume |
541 |
959 |
418 |
77.3% |
1,646 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0309 |
1.0127 |
|
| R3 |
1.0259 |
1.0214 |
1.0101 |
|
| R2 |
1.0164 |
1.0164 |
1.0092 |
|
| R1 |
1.0119 |
1.0119 |
1.0084 |
1.0094 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0056 |
| S1 |
1.0024 |
1.0024 |
1.0066 |
0.9999 |
| S2 |
0.9974 |
0.9974 |
1.0058 |
|
| S3 |
0.9879 |
0.9929 |
1.0049 |
|
| S4 |
0.9784 |
0.9834 |
1.0023 |
|
|
| 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 |
1.0018 |
0.0142 |
1.4% |
0.0066 |
0.7% |
40% |
False |
True |
517 |
| 10 |
1.0160 |
0.9987 |
0.0173 |
1.7% |
0.0062 |
0.6% |
51% |
False |
False |
422 |
| 20 |
1.0160 |
0.9918 |
0.0242 |
2.4% |
0.0066 |
0.7% |
65% |
False |
False |
376 |
| 40 |
1.0160 |
0.9900 |
0.0260 |
2.6% |
0.0066 |
0.7% |
67% |
False |
False |
292 |
| 60 |
1.0160 |
0.9677 |
0.0483 |
4.8% |
0.0063 |
0.6% |
82% |
False |
False |
231 |
| 80 |
1.0160 |
0.9677 |
0.0483 |
4.8% |
0.0059 |
0.6% |
82% |
False |
False |
185 |
| 100 |
1.0160 |
0.9600 |
0.0560 |
5.6% |
0.0056 |
0.6% |
85% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0362 |
|
1.618 |
1.0267 |
|
1.000 |
1.0208 |
|
0.618 |
1.0172 |
|
HIGH |
1.0113 |
|
0.618 |
1.0077 |
|
0.500 |
1.0066 |
|
0.382 |
1.0054 |
|
LOW |
1.0018 |
|
0.618 |
0.9959 |
|
1.000 |
0.9923 |
|
1.618 |
0.9864 |
|
2.618 |
0.9769 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0089 |
| PP |
1.0069 |
1.0084 |
| S1 |
1.0066 |
1.0080 |
|