CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0085 |
-0.0025 |
-0.2% |
0.9998 |
| High |
1.0127 |
1.0163 |
0.0036 |
0.4% |
1.0163 |
| Low |
1.0070 |
1.0035 |
-0.0035 |
-0.3% |
0.9932 |
| Close |
1.0093 |
1.0115 |
0.0022 |
0.2% |
1.0115 |
| Range |
0.0057 |
0.0128 |
0.0071 |
124.6% |
0.0231 |
| ATR |
0.0079 |
0.0083 |
0.0003 |
4.4% |
0.0000 |
| Volume |
63,339 |
101,662 |
38,323 |
60.5% |
405,738 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0430 |
1.0185 |
|
| R3 |
1.0360 |
1.0302 |
1.0150 |
|
| R2 |
1.0232 |
1.0232 |
1.0138 |
|
| R1 |
1.0174 |
1.0174 |
1.0127 |
1.0203 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0119 |
| S1 |
1.0046 |
1.0046 |
1.0103 |
1.0075 |
| S2 |
0.9976 |
0.9976 |
1.0092 |
|
| S3 |
0.9848 |
0.9918 |
1.0080 |
|
| S4 |
0.9720 |
0.9790 |
1.0045 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0670 |
1.0242 |
|
| R3 |
1.0532 |
1.0439 |
1.0179 |
|
| R2 |
1.0301 |
1.0301 |
1.0157 |
|
| R1 |
1.0208 |
1.0208 |
1.0136 |
1.0255 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0093 |
| S1 |
0.9977 |
0.9977 |
1.0094 |
1.0024 |
| S2 |
0.9839 |
0.9839 |
1.0073 |
|
| S3 |
0.9608 |
0.9746 |
1.0051 |
|
| S4 |
0.9377 |
0.9515 |
0.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0091 |
0.9% |
79% |
True |
False |
81,147 |
| 10 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0083 |
0.8% |
79% |
True |
False |
75,003 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0081 |
0.8% |
79% |
True |
False |
74,280 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
3.9% |
0.0078 |
0.8% |
88% |
True |
False |
65,342 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0085 |
0.8% |
90% |
True |
False |
44,928 |
| 80 |
1.0163 |
0.9605 |
0.0558 |
5.5% |
0.0087 |
0.9% |
91% |
True |
False |
33,785 |
| 100 |
1.0163 |
0.9600 |
0.0563 |
5.6% |
0.0087 |
0.9% |
91% |
True |
False |
27,062 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.2% |
0.0083 |
0.8% |
94% |
True |
False |
22,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0707 |
|
2.618 |
1.0498 |
|
1.618 |
1.0370 |
|
1.000 |
1.0291 |
|
0.618 |
1.0242 |
|
HIGH |
1.0163 |
|
0.618 |
1.0114 |
|
0.500 |
1.0099 |
|
0.382 |
1.0084 |
|
LOW |
1.0035 |
|
0.618 |
0.9956 |
|
1.000 |
0.9907 |
|
1.618 |
0.9828 |
|
2.618 |
0.9700 |
|
4.250 |
0.9491 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0110 |
| PP |
1.0104 |
1.0104 |
| S1 |
1.0099 |
1.0099 |
|