CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0125 |
0.0040 |
0.4% |
0.9998 |
| High |
1.0163 |
1.0137 |
-0.0026 |
-0.3% |
1.0163 |
| Low |
1.0035 |
1.0081 |
0.0046 |
0.5% |
0.9932 |
| Close |
1.0115 |
1.0092 |
-0.0023 |
-0.2% |
1.0115 |
| Range |
0.0128 |
0.0056 |
-0.0072 |
-56.3% |
0.0231 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
101,662 |
55,311 |
-46,351 |
-45.6% |
405,738 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0271 |
1.0238 |
1.0123 |
|
| R3 |
1.0215 |
1.0182 |
1.0107 |
|
| R2 |
1.0159 |
1.0159 |
1.0102 |
|
| R1 |
1.0126 |
1.0126 |
1.0097 |
1.0115 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0098 |
| S1 |
1.0070 |
1.0070 |
1.0087 |
1.0059 |
| S2 |
1.0047 |
1.0047 |
1.0082 |
|
| S3 |
0.9991 |
1.0014 |
1.0077 |
|
| S4 |
0.9935 |
0.9958 |
1.0061 |
|
|
| 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 |
0.9983 |
0.0180 |
1.8% |
0.0083 |
0.8% |
61% |
False |
False |
75,147 |
| 10 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0082 |
0.8% |
69% |
False |
False |
75,843 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0078 |
0.8% |
69% |
False |
False |
72,641 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
3.9% |
0.0078 |
0.8% |
82% |
False |
False |
65,494 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0085 |
0.8% |
85% |
False |
False |
45,845 |
| 80 |
1.0163 |
0.9605 |
0.0558 |
5.5% |
0.0087 |
0.9% |
87% |
False |
False |
34,474 |
| 100 |
1.0163 |
0.9600 |
0.0563 |
5.6% |
0.0087 |
0.9% |
87% |
False |
False |
27,614 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.2% |
0.0084 |
0.8% |
91% |
False |
False |
23,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0375 |
|
2.618 |
1.0284 |
|
1.618 |
1.0228 |
|
1.000 |
1.0193 |
|
0.618 |
1.0172 |
|
HIGH |
1.0137 |
|
0.618 |
1.0116 |
|
0.500 |
1.0109 |
|
0.382 |
1.0102 |
|
LOW |
1.0081 |
|
0.618 |
1.0046 |
|
1.000 |
1.0025 |
|
1.618 |
0.9990 |
|
2.618 |
0.9934 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0099 |
| PP |
1.0103 |
1.0097 |
| S1 |
1.0098 |
1.0094 |
|