CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0018 |
1.0059 |
0.0041 |
0.4% |
1.0050 |
| High |
1.0088 |
1.0075 |
-0.0013 |
-0.1% |
1.0097 |
| Low |
0.9982 |
1.0002 |
0.0020 |
0.2% |
0.9950 |
| Close |
1.0063 |
1.0052 |
-0.0011 |
-0.1% |
1.0063 |
| Range |
0.0106 |
0.0073 |
-0.0033 |
-31.1% |
0.0147 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
88,085 |
60,687 |
-27,398 |
-31.1% |
353,721 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0230 |
1.0092 |
|
| R3 |
1.0189 |
1.0157 |
1.0072 |
|
| R2 |
1.0116 |
1.0116 |
1.0065 |
|
| R1 |
1.0084 |
1.0084 |
1.0059 |
1.0064 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0033 |
| S1 |
1.0011 |
1.0011 |
1.0045 |
0.9991 |
| S2 |
0.9970 |
0.9970 |
1.0039 |
|
| S3 |
0.9897 |
0.9938 |
1.0032 |
|
| S4 |
0.9824 |
0.9865 |
1.0012 |
|
|
| 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 |
1.0088 |
0.9950 |
0.0138 |
1.4% |
0.0092 |
0.9% |
74% |
False |
False |
73,332 |
| 10 |
1.0097 |
0.9914 |
0.0183 |
1.8% |
0.0081 |
0.8% |
75% |
False |
False |
56,855 |
| 20 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0080 |
0.8% |
86% |
False |
False |
59,058 |
| 40 |
1.0097 |
0.9701 |
0.0396 |
3.9% |
0.0088 |
0.9% |
89% |
False |
False |
33,954 |
| 60 |
1.0097 |
0.9605 |
0.0492 |
4.9% |
0.0090 |
0.9% |
91% |
False |
False |
22,757 |
| 80 |
1.0097 |
0.9600 |
0.0497 |
4.9% |
0.0089 |
0.9% |
91% |
False |
False |
17,110 |
| 100 |
1.0097 |
0.9338 |
0.0759 |
7.6% |
0.0086 |
0.9% |
94% |
False |
False |
13,714 |
| 120 |
1.0097 |
0.9338 |
0.0759 |
7.6% |
0.0077 |
0.8% |
94% |
False |
False |
11,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0266 |
|
1.618 |
1.0193 |
|
1.000 |
1.0148 |
|
0.618 |
1.0120 |
|
HIGH |
1.0075 |
|
0.618 |
1.0047 |
|
0.500 |
1.0039 |
|
0.382 |
1.0030 |
|
LOW |
1.0002 |
|
0.618 |
0.9957 |
|
1.000 |
0.9929 |
|
1.618 |
0.9884 |
|
2.618 |
0.9811 |
|
4.250 |
0.9692 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0046 |
| PP |
1.0043 |
1.0041 |
| S1 |
1.0039 |
1.0035 |
|