CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0011 |
-0.0019 |
-0.2% |
0.9900 |
| High |
1.0048 |
1.0011 |
-0.0037 |
-0.4% |
1.0042 |
| Low |
1.0024 |
0.9949 |
-0.0075 |
-0.7% |
0.9878 |
| Close |
1.0015 |
0.9957 |
-0.0058 |
-0.6% |
1.0036 |
| Range |
0.0024 |
0.0062 |
0.0038 |
158.3% |
0.0164 |
| ATR |
|
|
|
|
|
| Volume |
39 |
33 |
-6 |
-15.4% |
484 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0120 |
0.9991 |
|
| R3 |
1.0096 |
1.0058 |
0.9974 |
|
| R2 |
1.0034 |
1.0034 |
0.9968 |
|
| R1 |
0.9996 |
0.9996 |
0.9963 |
0.9984 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9967 |
| S1 |
0.9934 |
0.9934 |
0.9951 |
0.9922 |
| S2 |
0.9910 |
0.9910 |
0.9946 |
|
| S3 |
0.9848 |
0.9872 |
0.9940 |
|
| S4 |
0.9786 |
0.9810 |
0.9923 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0477 |
1.0421 |
1.0126 |
|
| R3 |
1.0313 |
1.0257 |
1.0081 |
|
| R2 |
1.0149 |
1.0149 |
1.0066 |
|
| R1 |
1.0093 |
1.0093 |
1.0051 |
1.0121 |
| PP |
0.9985 |
0.9985 |
0.9985 |
1.0000 |
| S1 |
0.9929 |
0.9929 |
1.0021 |
0.9957 |
| S2 |
0.9821 |
0.9821 |
1.0006 |
|
| S3 |
0.9657 |
0.9765 |
0.9991 |
|
| S4 |
0.9493 |
0.9601 |
0.9946 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0275 |
|
2.618 |
1.0173 |
|
1.618 |
1.0111 |
|
1.000 |
1.0073 |
|
0.618 |
1.0049 |
|
HIGH |
1.0011 |
|
0.618 |
0.9987 |
|
0.500 |
0.9980 |
|
0.382 |
0.9973 |
|
LOW |
0.9949 |
|
0.618 |
0.9911 |
|
1.000 |
0.9887 |
|
1.618 |
0.9849 |
|
2.618 |
0.9787 |
|
4.250 |
0.9686 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9980 |
0.9999 |
| PP |
0.9972 |
0.9985 |
| S1 |
0.9965 |
0.9971 |
|