CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0087 |
0.0032 |
0.3% |
1.0050 |
| High |
1.0095 |
1.0140 |
0.0045 |
0.4% |
1.0097 |
| Low |
1.0036 |
1.0081 |
0.0045 |
0.4% |
0.9950 |
| Close |
1.0081 |
1.0110 |
0.0029 |
0.3% |
1.0063 |
| Range |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0147 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
59,951 |
69,100 |
9,149 |
15.3% |
353,721 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0258 |
1.0142 |
|
| R3 |
1.0228 |
1.0199 |
1.0126 |
|
| R2 |
1.0169 |
1.0169 |
1.0121 |
|
| R1 |
1.0140 |
1.0140 |
1.0115 |
1.0155 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0118 |
| S1 |
1.0081 |
1.0081 |
1.0105 |
1.0096 |
| S2 |
1.0051 |
1.0051 |
1.0099 |
|
| S3 |
0.9992 |
1.0022 |
1.0094 |
|
| S4 |
0.9933 |
0.9963 |
1.0078 |
|
|
| 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 |
1.0140 |
0.9982 |
0.0158 |
1.6% |
0.0073 |
0.7% |
81% |
True |
False |
69,199 |
| 10 |
1.0140 |
0.9950 |
0.0190 |
1.9% |
0.0075 |
0.7% |
84% |
True |
False |
60,562 |
| 20 |
1.0140 |
0.9766 |
0.0374 |
3.7% |
0.0078 |
0.8% |
92% |
True |
False |
58,541 |
| 40 |
1.0140 |
0.9701 |
0.0439 |
4.3% |
0.0086 |
0.8% |
93% |
True |
False |
37,162 |
| 60 |
1.0140 |
0.9605 |
0.0535 |
5.3% |
0.0088 |
0.9% |
94% |
True |
False |
24,902 |
| 80 |
1.0140 |
0.9600 |
0.0540 |
5.3% |
0.0089 |
0.9% |
94% |
True |
False |
18,722 |
| 100 |
1.0140 |
0.9338 |
0.0802 |
7.9% |
0.0084 |
0.8% |
96% |
True |
False |
15,004 |
| 120 |
1.0140 |
0.9338 |
0.0802 |
7.9% |
0.0078 |
0.8% |
96% |
True |
False |
12,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0294 |
|
1.618 |
1.0235 |
|
1.000 |
1.0199 |
|
0.618 |
1.0176 |
|
HIGH |
1.0140 |
|
0.618 |
1.0117 |
|
0.500 |
1.0111 |
|
0.382 |
1.0104 |
|
LOW |
1.0081 |
|
0.618 |
1.0045 |
|
1.000 |
1.0022 |
|
1.618 |
0.9986 |
|
2.618 |
0.9927 |
|
4.250 |
0.9830 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0097 |
| PP |
1.0110 |
1.0084 |
| S1 |
1.0110 |
1.0071 |
|