CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0074 |
1.0102 |
0.0028 |
0.3% |
1.0040 |
| High |
1.0110 |
1.0108 |
-0.0002 |
0.0% |
1.0071 |
| Low |
1.0074 |
1.0061 |
-0.0013 |
-0.1% |
0.9930 |
| Close |
1.0086 |
1.0071 |
-0.0015 |
-0.1% |
1.0038 |
| Range |
0.0036 |
0.0047 |
0.0011 |
30.6% |
0.0141 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
113 |
96 |
-17 |
-15.0% |
885 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0193 |
1.0097 |
|
| R3 |
1.0174 |
1.0146 |
1.0084 |
|
| R2 |
1.0127 |
1.0127 |
1.0080 |
|
| R1 |
1.0099 |
1.0099 |
1.0075 |
1.0090 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0075 |
| S1 |
1.0052 |
1.0052 |
1.0067 |
1.0043 |
| S2 |
1.0033 |
1.0033 |
1.0062 |
|
| S3 |
0.9986 |
1.0005 |
1.0058 |
|
| S4 |
0.9939 |
0.9958 |
1.0045 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0378 |
1.0116 |
|
| R3 |
1.0295 |
1.0237 |
1.0077 |
|
| R2 |
1.0154 |
1.0154 |
1.0064 |
|
| R1 |
1.0096 |
1.0096 |
1.0051 |
1.0055 |
| PP |
1.0013 |
1.0013 |
1.0013 |
0.9992 |
| S1 |
0.9955 |
0.9955 |
1.0025 |
0.9914 |
| S2 |
0.9872 |
0.9872 |
1.0012 |
|
| S3 |
0.9731 |
0.9814 |
0.9999 |
|
| S4 |
0.9590 |
0.9673 |
0.9960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0110 |
0.9960 |
0.0150 |
1.5% |
0.0055 |
0.5% |
74% |
False |
False |
102 |
| 10 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0064 |
0.6% |
78% |
False |
False |
136 |
| 20 |
1.0110 |
0.9754 |
0.0356 |
3.5% |
0.0061 |
0.6% |
89% |
False |
False |
140 |
| 40 |
1.0110 |
0.9677 |
0.0433 |
4.3% |
0.0058 |
0.6% |
91% |
False |
False |
106 |
| 60 |
1.0110 |
0.9624 |
0.0486 |
4.8% |
0.0055 |
0.5% |
92% |
False |
False |
90 |
| 80 |
1.0110 |
0.9600 |
0.0510 |
5.1% |
0.0048 |
0.5% |
92% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0231 |
|
1.618 |
1.0184 |
|
1.000 |
1.0155 |
|
0.618 |
1.0137 |
|
HIGH |
1.0108 |
|
0.618 |
1.0090 |
|
0.500 |
1.0085 |
|
0.382 |
1.0079 |
|
LOW |
1.0061 |
|
0.618 |
1.0032 |
|
1.000 |
1.0014 |
|
1.618 |
0.9985 |
|
2.618 |
0.9938 |
|
4.250 |
0.9861 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0072 |
| PP |
1.0080 |
1.0072 |
| S1 |
1.0076 |
1.0071 |
|