CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
1.0058 |
0.0038 |
0.4% |
1.0002 |
| High |
1.0045 |
1.0064 |
0.0019 |
0.2% |
1.0002 |
| Low |
1.0020 |
1.0057 |
0.0037 |
0.4% |
0.9939 |
| Close |
1.0022 |
1.0061 |
0.0039 |
0.4% |
0.9941 |
| Range |
0.0025 |
0.0007 |
-0.0018 |
-72.0% |
0.0063 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
10 |
53 |
43 |
430.0% |
66 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0078 |
1.0065 |
|
| R3 |
1.0075 |
1.0071 |
1.0063 |
|
| R2 |
1.0068 |
1.0068 |
1.0062 |
|
| R1 |
1.0064 |
1.0064 |
1.0062 |
1.0066 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0062 |
| S1 |
1.0057 |
1.0057 |
1.0060 |
1.0059 |
| S2 |
1.0054 |
1.0054 |
1.0060 |
|
| S3 |
1.0047 |
1.0050 |
1.0059 |
|
| S4 |
1.0040 |
1.0043 |
1.0057 |
|
|
| 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 |
1.0064 |
0.9908 |
0.0156 |
1.6% |
0.0011 |
0.1% |
98% |
True |
False |
18 |
| 10 |
1.0064 |
0.9908 |
0.0156 |
1.6% |
0.0014 |
0.1% |
98% |
True |
False |
24 |
| 20 |
1.0075 |
0.9908 |
0.0167 |
1.7% |
0.0014 |
0.1% |
92% |
False |
False |
21 |
| 40 |
1.0075 |
0.9740 |
0.0335 |
3.3% |
0.0017 |
0.2% |
96% |
False |
False |
31 |
| 60 |
1.0075 |
0.9664 |
0.0411 |
4.1% |
0.0016 |
0.2% |
97% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0094 |
|
2.618 |
1.0082 |
|
1.618 |
1.0075 |
|
1.000 |
1.0071 |
|
0.618 |
1.0068 |
|
HIGH |
1.0064 |
|
0.618 |
1.0061 |
|
0.500 |
1.0061 |
|
0.382 |
1.0060 |
|
LOW |
1.0057 |
|
0.618 |
1.0053 |
|
1.000 |
1.0050 |
|
1.618 |
1.0046 |
|
2.618 |
1.0039 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0036 |
| PP |
1.0061 |
1.0011 |
| S1 |
1.0061 |
0.9986 |
|