CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0051 |
0.0001 |
0.0% |
0.9900 |
| High |
1.0097 |
1.0068 |
-0.0029 |
-0.3% |
1.0061 |
| Low |
1.0036 |
0.9950 |
-0.0086 |
-0.9% |
0.9875 |
| Close |
1.0067 |
0.9989 |
-0.0078 |
-0.8% |
1.0044 |
| Range |
0.0061 |
0.0118 |
0.0057 |
93.4% |
0.0186 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.4% |
0.0000 |
| Volume |
47,744 |
77,233 |
29,489 |
61.8% |
200,773 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0291 |
1.0054 |
|
| R3 |
1.0238 |
1.0173 |
1.0021 |
|
| R2 |
1.0120 |
1.0120 |
1.0011 |
|
| R1 |
1.0055 |
1.0055 |
1.0000 |
1.0029 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9989 |
| S1 |
0.9937 |
0.9937 |
0.9978 |
0.9911 |
| S2 |
0.9884 |
0.9884 |
0.9967 |
|
| S3 |
0.9766 |
0.9819 |
0.9957 |
|
| S4 |
0.9648 |
0.9701 |
0.9924 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0484 |
1.0146 |
|
| R3 |
1.0365 |
1.0298 |
1.0095 |
|
| R2 |
1.0179 |
1.0179 |
1.0078 |
|
| R1 |
1.0112 |
1.0112 |
1.0061 |
1.0146 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0010 |
| S1 |
0.9926 |
0.9926 |
1.0027 |
0.9960 |
| S2 |
0.9807 |
0.9807 |
1.0010 |
|
| S3 |
0.9621 |
0.9740 |
0.9993 |
|
| S4 |
0.9435 |
0.9554 |
0.9942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
0.9930 |
0.0167 |
1.7% |
0.0075 |
0.7% |
35% |
False |
False |
45,070 |
| 10 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0076 |
0.8% |
67% |
False |
False |
46,452 |
| 20 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0077 |
0.8% |
67% |
False |
False |
52,070 |
| 40 |
1.0097 |
0.9701 |
0.0396 |
4.0% |
0.0087 |
0.9% |
73% |
False |
False |
26,758 |
| 60 |
1.0097 |
0.9605 |
0.0492 |
4.9% |
0.0089 |
0.9% |
78% |
False |
False |
17,947 |
| 80 |
1.0097 |
0.9600 |
0.0497 |
5.0% |
0.0088 |
0.9% |
78% |
False |
False |
13,505 |
| 100 |
1.0097 |
0.9338 |
0.0759 |
7.6% |
0.0083 |
0.8% |
86% |
False |
False |
10,824 |
| 120 |
1.0097 |
0.9338 |
0.0759 |
7.6% |
0.0076 |
0.8% |
86% |
False |
False |
9,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0377 |
|
1.618 |
1.0259 |
|
1.000 |
1.0186 |
|
0.618 |
1.0141 |
|
HIGH |
1.0068 |
|
0.618 |
1.0023 |
|
0.500 |
1.0009 |
|
0.382 |
0.9995 |
|
LOW |
0.9950 |
|
0.618 |
0.9877 |
|
1.000 |
0.9832 |
|
1.618 |
0.9759 |
|
2.618 |
0.9641 |
|
4.250 |
0.9449 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0024 |
| PP |
1.0002 |
1.0012 |
| S1 |
0.9996 |
1.0001 |
|