CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0109 |
1.0074 |
-0.0035 |
-0.3% |
1.0059 |
| High |
1.0153 |
1.0101 |
-0.0052 |
-0.5% |
1.0140 |
| Low |
1.0054 |
1.0022 |
-0.0032 |
-0.3% |
1.0002 |
| Close |
1.0065 |
1.0027 |
-0.0038 |
-0.4% |
1.0094 |
| Range |
0.0099 |
0.0079 |
-0.0020 |
-20.2% |
0.0138 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
83,226 |
69,225 |
-14,001 |
-16.8% |
333,029 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0236 |
1.0070 |
|
| R3 |
1.0208 |
1.0157 |
1.0049 |
|
| R2 |
1.0129 |
1.0129 |
1.0041 |
|
| R1 |
1.0078 |
1.0078 |
1.0034 |
1.0064 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0043 |
| S1 |
0.9999 |
0.9999 |
1.0020 |
0.9985 |
| S2 |
0.9971 |
0.9971 |
1.0013 |
|
| S3 |
0.9892 |
0.9920 |
1.0005 |
|
| S4 |
0.9813 |
0.9841 |
0.9984 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0431 |
1.0170 |
|
| R3 |
1.0355 |
1.0293 |
1.0132 |
|
| R2 |
1.0217 |
1.0217 |
1.0119 |
|
| R1 |
1.0155 |
1.0155 |
1.0107 |
1.0186 |
| PP |
1.0079 |
1.0079 |
1.0079 |
1.0094 |
| S1 |
1.0017 |
1.0017 |
1.0081 |
1.0048 |
| S2 |
0.9941 |
0.9941 |
1.0069 |
|
| S3 |
0.9803 |
0.9879 |
1.0056 |
|
| S4 |
0.9665 |
0.9741 |
1.0018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0153 |
1.0011 |
0.0142 |
1.4% |
0.0077 |
0.8% |
11% |
False |
False |
72,968 |
| 10 |
1.0153 |
0.9962 |
0.0191 |
1.9% |
0.0078 |
0.8% |
34% |
False |
False |
71,422 |
| 20 |
1.0153 |
0.9766 |
0.0387 |
3.9% |
0.0077 |
0.8% |
67% |
False |
False |
58,937 |
| 40 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0085 |
0.8% |
72% |
False |
False |
44,502 |
| 60 |
1.0153 |
0.9640 |
0.0513 |
5.1% |
0.0085 |
0.8% |
75% |
False |
False |
29,801 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0087 |
0.9% |
77% |
False |
False |
22,411 |
| 100 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0086 |
0.9% |
85% |
False |
False |
17,956 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0080 |
0.8% |
85% |
False |
False |
14,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0437 |
|
2.618 |
1.0308 |
|
1.618 |
1.0229 |
|
1.000 |
1.0180 |
|
0.618 |
1.0150 |
|
HIGH |
1.0101 |
|
0.618 |
1.0071 |
|
0.500 |
1.0062 |
|
0.382 |
1.0052 |
|
LOW |
1.0022 |
|
0.618 |
0.9973 |
|
1.000 |
0.9943 |
|
1.618 |
0.9894 |
|
2.618 |
0.9815 |
|
4.250 |
0.9686 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0082 |
| PP |
1.0050 |
1.0064 |
| S1 |
1.0039 |
1.0045 |
|