CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0021 |
1.0018 |
-0.0003 |
0.0% |
1.0050 |
High |
1.0061 |
1.0088 |
0.0027 |
0.3% |
1.0097 |
Low |
0.9991 |
0.9982 |
-0.0009 |
-0.1% |
0.9950 |
Close |
1.0024 |
1.0063 |
0.0039 |
0.4% |
1.0063 |
Range |
0.0070 |
0.0106 |
0.0036 |
51.4% |
0.0147 |
ATR |
0.0082 |
0.0084 |
0.0002 |
2.0% |
0.0000 |
Volume |
68,172 |
88,085 |
19,913 |
29.2% |
353,721 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0362 |
1.0319 |
1.0121 |
|
R3 |
1.0256 |
1.0213 |
1.0092 |
|
R2 |
1.0150 |
1.0150 |
1.0082 |
|
R1 |
1.0107 |
1.0107 |
1.0073 |
1.0129 |
PP |
1.0044 |
1.0044 |
1.0044 |
1.0055 |
S1 |
1.0001 |
1.0001 |
1.0053 |
1.0023 |
S2 |
0.9938 |
0.9938 |
1.0044 |
|
S3 |
0.9832 |
0.9895 |
1.0034 |
|
S4 |
0.9726 |
0.9789 |
1.0005 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0478 |
1.0417 |
1.0144 |
|
R3 |
1.0331 |
1.0270 |
1.0103 |
|
R2 |
1.0184 |
1.0184 |
1.0090 |
|
R1 |
1.0123 |
1.0123 |
1.0076 |
1.0154 |
PP |
1.0037 |
1.0037 |
1.0037 |
1.0052 |
S1 |
0.9976 |
0.9976 |
1.0050 |
1.0007 |
S2 |
0.9890 |
0.9890 |
1.0036 |
|
S3 |
0.9743 |
0.9829 |
1.0023 |
|
S4 |
0.9596 |
0.9682 |
0.9982 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0097 |
0.9950 |
0.0147 |
1.5% |
0.0089 |
0.9% |
77% |
False |
False |
70,744 |
10 |
1.0097 |
0.9875 |
0.0222 |
2.2% |
0.0079 |
0.8% |
85% |
False |
False |
55,449 |
20 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0078 |
0.8% |
90% |
False |
False |
58,346 |
40 |
1.0097 |
0.9701 |
0.0396 |
3.9% |
0.0088 |
0.9% |
91% |
False |
False |
32,447 |
60 |
1.0097 |
0.9605 |
0.0492 |
4.9% |
0.0090 |
0.9% |
93% |
False |
False |
21,751 |
80 |
1.0097 |
0.9600 |
0.0497 |
4.9% |
0.0089 |
0.9% |
93% |
False |
False |
16,357 |
100 |
1.0097 |
0.9338 |
0.0759 |
7.5% |
0.0085 |
0.8% |
96% |
False |
False |
13,108 |
120 |
1.0097 |
0.9338 |
0.0759 |
7.5% |
0.0077 |
0.8% |
96% |
False |
False |
10,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0539 |
2.618 |
1.0366 |
1.618 |
1.0260 |
1.000 |
1.0194 |
0.618 |
1.0154 |
HIGH |
1.0088 |
0.618 |
1.0048 |
0.500 |
1.0035 |
0.382 |
1.0022 |
LOW |
0.9982 |
0.618 |
0.9916 |
1.000 |
0.9876 |
1.618 |
0.9810 |
2.618 |
0.9704 |
4.250 |
0.9532 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0054 |
1.0050 |
PP |
1.0044 |
1.0038 |
S1 |
1.0035 |
1.0025 |
|