CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9972 |
0.9952 |
-0.0020 |
-0.2% |
0.9900 |
| High |
1.0000 |
0.9967 |
-0.0033 |
-0.3% |
1.0042 |
| Low |
0.9972 |
0.9952 |
-0.0020 |
-0.2% |
0.9878 |
| Close |
0.9970 |
0.9960 |
-0.0010 |
-0.1% |
1.0036 |
| Range |
0.0028 |
0.0015 |
-0.0013 |
-46.4% |
0.0164 |
| ATR |
|
|
|
|
|
| Volume |
60 |
72 |
12 |
20.0% |
484 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
0.9997 |
0.9968 |
|
| R3 |
0.9990 |
0.9982 |
0.9964 |
|
| R2 |
0.9975 |
0.9975 |
0.9963 |
|
| R1 |
0.9967 |
0.9967 |
0.9961 |
0.9971 |
| PP |
0.9960 |
0.9960 |
0.9960 |
0.9962 |
| S1 |
0.9952 |
0.9952 |
0.9959 |
0.9956 |
| S2 |
0.9945 |
0.9945 |
0.9957 |
|
| S3 |
0.9930 |
0.9937 |
0.9956 |
|
| S4 |
0.9915 |
0.9922 |
0.9952 |
|
|
| 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 |
1.0031 |
|
2.618 |
1.0006 |
|
1.618 |
0.9991 |
|
1.000 |
0.9982 |
|
0.618 |
0.9976 |
|
HIGH |
0.9967 |
|
0.618 |
0.9961 |
|
0.500 |
0.9960 |
|
0.382 |
0.9958 |
|
LOW |
0.9952 |
|
0.618 |
0.9943 |
|
1.000 |
0.9937 |
|
1.618 |
0.9928 |
|
2.618 |
0.9913 |
|
4.250 |
0.9888 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9960 |
0.9980 |
| PP |
0.9960 |
0.9973 |
| S1 |
0.9960 |
0.9967 |
|