CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9993 |
1.0058 |
0.0065 |
0.7% |
1.0030 |
| High |
1.0050 |
1.0060 |
0.0010 |
0.1% |
1.0050 |
| Low |
0.9993 |
1.0032 |
0.0039 |
0.4% |
0.9949 |
| Close |
1.0043 |
1.0022 |
-0.0021 |
-0.2% |
1.0043 |
| Range |
0.0057 |
0.0028 |
-0.0029 |
-50.9% |
0.0101 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
59 |
4 |
-55 |
-93.2% |
263 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0122 |
1.0100 |
1.0037 |
|
| R3 |
1.0094 |
1.0072 |
1.0030 |
|
| R2 |
1.0066 |
1.0066 |
1.0027 |
|
| R1 |
1.0044 |
1.0044 |
1.0025 |
1.0041 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0037 |
| S1 |
1.0016 |
1.0016 |
1.0019 |
1.0013 |
| S2 |
1.0010 |
1.0010 |
1.0017 |
|
| S3 |
0.9982 |
0.9988 |
1.0014 |
|
| S4 |
0.9954 |
0.9960 |
1.0007 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0281 |
1.0099 |
|
| R3 |
1.0216 |
1.0180 |
1.0071 |
|
| R2 |
1.0115 |
1.0115 |
1.0062 |
|
| R1 |
1.0079 |
1.0079 |
1.0052 |
1.0097 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0023 |
| S1 |
0.9978 |
0.9978 |
1.0034 |
0.9996 |
| S2 |
0.9913 |
0.9913 |
1.0024 |
|
| S3 |
0.9812 |
0.9877 |
1.0015 |
|
| S4 |
0.9711 |
0.9776 |
0.9987 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0179 |
|
2.618 |
1.0133 |
|
1.618 |
1.0105 |
|
1.000 |
1.0088 |
|
0.618 |
1.0077 |
|
HIGH |
1.0060 |
|
0.618 |
1.0049 |
|
0.500 |
1.0046 |
|
0.382 |
1.0043 |
|
LOW |
1.0032 |
|
0.618 |
1.0015 |
|
1.000 |
1.0004 |
|
1.618 |
0.9987 |
|
2.618 |
0.9959 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0046 |
1.0017 |
| PP |
1.0038 |
1.0011 |
| S1 |
1.0030 |
1.0006 |
|