CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0074 |
1.0033 |
-0.0041 |
-0.4% |
1.0059 |
| High |
1.0101 |
1.0037 |
-0.0064 |
-0.6% |
1.0140 |
| Low |
1.0022 |
0.9957 |
-0.0065 |
-0.6% |
1.0002 |
| Close |
1.0027 |
1.0017 |
-0.0010 |
-0.1% |
1.0094 |
| Range |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0138 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0000 |
| Volume |
69,225 |
96,245 |
27,020 |
39.0% |
333,029 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0210 |
1.0061 |
|
| R3 |
1.0164 |
1.0130 |
1.0039 |
|
| R2 |
1.0084 |
1.0084 |
1.0032 |
|
| R1 |
1.0050 |
1.0050 |
1.0024 |
1.0027 |
| PP |
1.0004 |
1.0004 |
1.0004 |
0.9992 |
| S1 |
0.9970 |
0.9970 |
1.0010 |
0.9947 |
| S2 |
0.9924 |
0.9924 |
1.0002 |
|
| S3 |
0.9844 |
0.9890 |
0.9995 |
|
| S4 |
0.9764 |
0.9810 |
0.9973 |
|
|
| 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 |
0.9957 |
0.0196 |
2.0% |
0.0081 |
0.8% |
31% |
False |
True |
78,397 |
| 10 |
1.0153 |
0.9957 |
0.0196 |
2.0% |
0.0077 |
0.8% |
31% |
False |
True |
73,798 |
| 20 |
1.0153 |
0.9799 |
0.0354 |
3.5% |
0.0078 |
0.8% |
62% |
False |
False |
61,294 |
| 40 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0084 |
0.8% |
70% |
False |
False |
46,903 |
| 60 |
1.0153 |
0.9640 |
0.0513 |
5.1% |
0.0085 |
0.8% |
73% |
False |
False |
31,403 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0088 |
0.9% |
75% |
False |
False |
23,613 |
| 100 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0085 |
0.9% |
83% |
False |
False |
18,918 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.1% |
0.0080 |
0.8% |
83% |
False |
False |
15,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0377 |
|
2.618 |
1.0246 |
|
1.618 |
1.0166 |
|
1.000 |
1.0117 |
|
0.618 |
1.0086 |
|
HIGH |
1.0037 |
|
0.618 |
1.0006 |
|
0.500 |
0.9997 |
|
0.382 |
0.9988 |
|
LOW |
0.9957 |
|
0.618 |
0.9908 |
|
1.000 |
0.9877 |
|
1.618 |
0.9828 |
|
2.618 |
0.9748 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0055 |
| PP |
1.0004 |
1.0042 |
| S1 |
0.9997 |
1.0030 |
|