CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0100 |
1.0050 |
-0.0050 |
-0.5% |
0.9927 |
High |
1.0100 |
1.0050 |
-0.0050 |
-0.5% |
1.0100 |
Low |
1.0041 |
1.0040 |
-0.0001 |
0.0% |
0.9908 |
Close |
1.0064 |
1.0042 |
-0.0022 |
-0.2% |
1.0064 |
Range |
0.0059 |
0.0010 |
-0.0049 |
-83.1% |
0.0192 |
ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
111 |
66 |
-45 |
-40.5% |
224 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0074 |
1.0068 |
1.0048 |
|
R3 |
1.0064 |
1.0058 |
1.0045 |
|
R2 |
1.0054 |
1.0054 |
1.0044 |
|
R1 |
1.0048 |
1.0048 |
1.0043 |
1.0046 |
PP |
1.0044 |
1.0044 |
1.0044 |
1.0043 |
S1 |
1.0038 |
1.0038 |
1.0041 |
1.0036 |
S2 |
1.0034 |
1.0034 |
1.0040 |
|
S3 |
1.0024 |
1.0028 |
1.0039 |
|
S4 |
1.0014 |
1.0018 |
1.0037 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0600 |
1.0524 |
1.0170 |
|
R3 |
1.0408 |
1.0332 |
1.0117 |
|
R2 |
1.0216 |
1.0216 |
1.0099 |
|
R1 |
1.0140 |
1.0140 |
1.0082 |
1.0178 |
PP |
1.0024 |
1.0024 |
1.0024 |
1.0043 |
S1 |
0.9948 |
0.9948 |
1.0046 |
0.9986 |
S2 |
0.9832 |
0.9832 |
1.0029 |
|
S3 |
0.9640 |
0.9756 |
1.0011 |
|
S4 |
0.9448 |
0.9564 |
0.9958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0100 |
1.0020 |
0.0080 |
0.8% |
0.0025 |
0.2% |
28% |
False |
False |
57 |
10 |
1.0100 |
0.9908 |
0.0192 |
1.9% |
0.0017 |
0.2% |
70% |
False |
False |
34 |
20 |
1.0100 |
0.9908 |
0.0192 |
1.9% |
0.0016 |
0.2% |
70% |
False |
False |
29 |
40 |
1.0100 |
0.9740 |
0.0360 |
3.6% |
0.0017 |
0.2% |
84% |
False |
False |
30 |
60 |
1.0100 |
0.9664 |
0.0436 |
4.3% |
0.0017 |
0.2% |
87% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0093 |
2.618 |
1.0076 |
1.618 |
1.0066 |
1.000 |
1.0060 |
0.618 |
1.0056 |
HIGH |
1.0050 |
0.618 |
1.0046 |
0.500 |
1.0045 |
0.382 |
1.0044 |
LOW |
1.0040 |
0.618 |
1.0034 |
1.000 |
1.0030 |
1.618 |
1.0024 |
2.618 |
1.0014 |
4.250 |
0.9998 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0045 |
1.0064 |
PP |
1.0044 |
1.0057 |
S1 |
1.0043 |
1.0049 |
|