CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0058 |
1.0053 |
-0.0005 |
0.0% |
1.0109 |
| High |
1.0072 |
1.0078 |
0.0006 |
0.1% |
1.0153 |
| Low |
1.0007 |
0.9975 |
-0.0032 |
-0.3% |
0.9957 |
| Close |
1.0040 |
0.9994 |
-0.0046 |
-0.5% |
1.0042 |
| Range |
0.0065 |
0.0103 |
0.0038 |
58.5% |
0.0196 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
| Volume |
46,910 |
75,554 |
28,644 |
61.1% |
314,454 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0262 |
1.0051 |
|
| R3 |
1.0222 |
1.0159 |
1.0022 |
|
| R2 |
1.0119 |
1.0119 |
1.0013 |
|
| R1 |
1.0056 |
1.0056 |
1.0003 |
1.0036 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0006 |
| S1 |
0.9953 |
0.9953 |
0.9985 |
0.9933 |
| S2 |
0.9913 |
0.9913 |
0.9975 |
|
| S3 |
0.9810 |
0.9850 |
0.9966 |
|
| S4 |
0.9707 |
0.9747 |
0.9937 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0536 |
1.0150 |
|
| R3 |
1.0443 |
1.0340 |
1.0096 |
|
| R2 |
1.0247 |
1.0247 |
1.0078 |
|
| R1 |
1.0144 |
1.0144 |
1.0060 |
1.0098 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0027 |
| S1 |
0.9948 |
0.9948 |
1.0024 |
0.9902 |
| S2 |
0.9855 |
0.9855 |
1.0006 |
|
| S3 |
0.9659 |
0.9752 |
0.9988 |
|
| S4 |
0.9463 |
0.9556 |
0.9934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0101 |
0.9957 |
0.0144 |
1.4% |
0.0081 |
0.8% |
26% |
False |
False |
70,738 |
| 10 |
1.0153 |
0.9957 |
0.0196 |
2.0% |
0.0077 |
0.8% |
19% |
False |
False |
70,926 |
| 20 |
1.0153 |
0.9914 |
0.0239 |
2.4% |
0.0079 |
0.8% |
33% |
False |
False |
63,890 |
| 40 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0081 |
0.8% |
65% |
False |
False |
51,523 |
| 60 |
1.0153 |
0.9701 |
0.0452 |
4.5% |
0.0085 |
0.8% |
65% |
False |
False |
34,520 |
| 80 |
1.0153 |
0.9605 |
0.0548 |
5.5% |
0.0088 |
0.9% |
71% |
False |
False |
25,961 |
| 100 |
1.0153 |
0.9460 |
0.0693 |
6.9% |
0.0086 |
0.9% |
77% |
False |
False |
20,797 |
| 120 |
1.0153 |
0.9338 |
0.0815 |
8.2% |
0.0082 |
0.8% |
80% |
False |
False |
17,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0348 |
|
1.618 |
1.0245 |
|
1.000 |
1.0181 |
|
0.618 |
1.0142 |
|
HIGH |
1.0078 |
|
0.618 |
1.0039 |
|
0.500 |
1.0027 |
|
0.382 |
1.0014 |
|
LOW |
0.9975 |
|
0.618 |
0.9911 |
|
1.000 |
0.9872 |
|
1.618 |
0.9808 |
|
2.618 |
0.9705 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0027 |
1.0029 |
| PP |
1.0016 |
1.0017 |
| S1 |
1.0005 |
1.0006 |
|