CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0011 |
0.9972 |
-0.0039 |
-0.4% |
0.9900 |
| High |
1.0011 |
1.0000 |
-0.0011 |
-0.1% |
1.0042 |
| Low |
0.9949 |
0.9972 |
0.0023 |
0.2% |
0.9878 |
| Close |
0.9957 |
0.9970 |
0.0013 |
0.1% |
1.0036 |
| Range |
0.0062 |
0.0028 |
-0.0034 |
-54.8% |
0.0164 |
| ATR |
|
|
|
|
|
| Volume |
33 |
60 |
27 |
81.8% |
484 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
1.0045 |
0.9985 |
|
| R3 |
1.0037 |
1.0017 |
0.9978 |
|
| R2 |
1.0009 |
1.0009 |
0.9975 |
|
| R1 |
0.9989 |
0.9989 |
0.9973 |
0.9985 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9979 |
| S1 |
0.9961 |
0.9961 |
0.9967 |
0.9957 |
| S2 |
0.9953 |
0.9953 |
0.9965 |
|
| S3 |
0.9925 |
0.9933 |
0.9962 |
|
| S4 |
0.9897 |
0.9905 |
0.9955 |
|
|
| 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 |
1.0119 |
|
2.618 |
1.0073 |
|
1.618 |
1.0045 |
|
1.000 |
1.0028 |
|
0.618 |
1.0017 |
|
HIGH |
1.0000 |
|
0.618 |
0.9989 |
|
0.500 |
0.9986 |
|
0.382 |
0.9983 |
|
LOW |
0.9972 |
|
0.618 |
0.9955 |
|
1.000 |
0.9944 |
|
1.618 |
0.9927 |
|
2.618 |
0.9899 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9986 |
0.9999 |
| PP |
0.9981 |
0.9989 |
| S1 |
0.9975 |
0.9980 |
|