CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9942 |
0.9927 |
-0.0015 |
-0.2% |
1.0002 |
High |
0.9942 |
0.9930 |
-0.0012 |
-0.1% |
1.0002 |
Low |
0.9939 |
0.9908 |
-0.0031 |
-0.3% |
0.9939 |
Close |
0.9941 |
0.9930 |
-0.0011 |
-0.1% |
0.9941 |
Range |
0.0003 |
0.0022 |
0.0019 |
633.3% |
0.0063 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-1.0% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
66 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9989 |
0.9981 |
0.9942 |
|
R3 |
0.9967 |
0.9959 |
0.9936 |
|
R2 |
0.9945 |
0.9945 |
0.9934 |
|
R1 |
0.9937 |
0.9937 |
0.9932 |
0.9941 |
PP |
0.9923 |
0.9923 |
0.9923 |
0.9925 |
S1 |
0.9915 |
0.9915 |
0.9928 |
0.9919 |
S2 |
0.9901 |
0.9901 |
0.9926 |
|
S3 |
0.9879 |
0.9893 |
0.9924 |
|
S4 |
0.9857 |
0.9871 |
0.9918 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0150 |
1.0108 |
0.9976 |
|
R3 |
1.0087 |
1.0045 |
0.9958 |
|
R2 |
1.0024 |
1.0024 |
0.9953 |
|
R1 |
0.9982 |
0.9982 |
0.9947 |
0.9972 |
PP |
0.9961 |
0.9961 |
0.9961 |
0.9955 |
S1 |
0.9919 |
0.9919 |
0.9935 |
0.9909 |
S2 |
0.9898 |
0.9898 |
0.9929 |
|
S3 |
0.9835 |
0.9856 |
0.9924 |
|
S4 |
0.9772 |
0.9793 |
0.9906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0001 |
0.9908 |
0.0093 |
0.9% |
0.0009 |
0.1% |
24% |
False |
True |
11 |
10 |
1.0031 |
0.9908 |
0.0123 |
1.2% |
0.0017 |
0.2% |
18% |
False |
True |
27 |
20 |
1.0075 |
0.9908 |
0.0167 |
1.7% |
0.0014 |
0.1% |
13% |
False |
True |
20 |
40 |
1.0075 |
0.9740 |
0.0335 |
3.4% |
0.0017 |
0.2% |
57% |
False |
False |
30 |
60 |
1.0075 |
0.9664 |
0.0411 |
4.1% |
0.0016 |
0.2% |
65% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0024 |
2.618 |
0.9988 |
1.618 |
0.9966 |
1.000 |
0.9952 |
0.618 |
0.9944 |
HIGH |
0.9930 |
0.618 |
0.9922 |
0.500 |
0.9919 |
0.382 |
0.9916 |
LOW |
0.9908 |
0.618 |
0.9894 |
1.000 |
0.9886 |
1.618 |
0.9872 |
2.618 |
0.9850 |
4.250 |
0.9815 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9926 |
0.9955 |
PP |
0.9923 |
0.9946 |
S1 |
0.9919 |
0.9938 |
|