CME Canadian Dollar Future June 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 |
1.0057 |
0.9998 |
-0.0059 |
-0.6% |
1.0027 |
| High |
1.0072 |
1.0006 |
-0.0066 |
-0.7% |
1.0110 |
| Low |
0.9999 |
0.9939 |
-0.0060 |
-0.6% |
0.9979 |
| Close |
1.0004 |
0.9995 |
-0.0009 |
-0.1% |
1.0069 |
| Range |
0.0073 |
0.0067 |
-0.0006 |
-8.2% |
0.0131 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
193 |
330 |
137 |
71.0% |
740 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0155 |
1.0032 |
|
| R3 |
1.0114 |
1.0088 |
1.0013 |
|
| R2 |
1.0047 |
1.0047 |
1.0007 |
|
| R1 |
1.0021 |
1.0021 |
1.0001 |
1.0001 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9970 |
| S1 |
0.9954 |
0.9954 |
0.9989 |
0.9934 |
| S2 |
0.9913 |
0.9913 |
0.9983 |
|
| S3 |
0.9846 |
0.9887 |
0.9977 |
|
| S4 |
0.9779 |
0.9820 |
0.9958 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0388 |
1.0141 |
|
| R3 |
1.0315 |
1.0257 |
1.0105 |
|
| R2 |
1.0184 |
1.0184 |
1.0093 |
|
| R1 |
1.0126 |
1.0126 |
1.0081 |
1.0155 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0067 |
| S1 |
0.9995 |
0.9995 |
1.0057 |
1.0024 |
| S2 |
0.9922 |
0.9922 |
1.0045 |
|
| S3 |
0.9791 |
0.9864 |
1.0033 |
|
| S4 |
0.9660 |
0.9733 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0074 |
0.7% |
30% |
False |
True |
215 |
| 10 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0066 |
0.7% |
30% |
False |
True |
159 |
| 20 |
1.0126 |
0.9795 |
0.0331 |
3.3% |
0.0065 |
0.7% |
60% |
False |
False |
158 |
| 40 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0061 |
0.6% |
71% |
False |
False |
127 |
| 60 |
1.0126 |
0.9624 |
0.0502 |
5.0% |
0.0057 |
0.6% |
74% |
False |
False |
100 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.3% |
0.0052 |
0.5% |
75% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0291 |
|
2.618 |
1.0181 |
|
1.618 |
1.0114 |
|
1.000 |
1.0073 |
|
0.618 |
1.0047 |
|
HIGH |
1.0006 |
|
0.618 |
0.9980 |
|
0.500 |
0.9973 |
|
0.382 |
0.9965 |
|
LOW |
0.9939 |
|
0.618 |
0.9898 |
|
1.000 |
0.9872 |
|
1.618 |
0.9831 |
|
2.618 |
0.9764 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9988 |
1.0033 |
| PP |
0.9980 |
1.0020 |
| S1 |
0.9973 |
1.0008 |
|