CME Canadian Dollar Future June 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 |
1.0028 |
1.0050 |
0.0022 |
0.2% |
1.0076 |
| High |
1.0045 |
1.0050 |
0.0005 |
0.0% |
1.0126 |
| Low |
0.9990 |
0.9969 |
-0.0021 |
-0.2% |
0.9939 |
| Close |
1.0018 |
0.9973 |
-0.0045 |
-0.4% |
1.0020 |
| Range |
0.0055 |
0.0081 |
0.0026 |
47.3% |
0.0187 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
164 |
58 |
-106 |
-64.6% |
1,840 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0240 |
1.0188 |
1.0018 |
|
| R3 |
1.0159 |
1.0107 |
0.9995 |
|
| R2 |
1.0078 |
1.0078 |
0.9988 |
|
| R1 |
1.0026 |
1.0026 |
0.9980 |
1.0012 |
| PP |
0.9997 |
0.9997 |
0.9997 |
0.9990 |
| S1 |
0.9945 |
0.9945 |
0.9966 |
0.9931 |
| S2 |
0.9916 |
0.9916 |
0.9958 |
|
| S3 |
0.9835 |
0.9864 |
0.9951 |
|
| S4 |
0.9754 |
0.9783 |
0.9928 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0492 |
1.0123 |
|
| R3 |
1.0402 |
1.0305 |
1.0071 |
|
| R2 |
1.0215 |
1.0215 |
1.0054 |
|
| R1 |
1.0118 |
1.0118 |
1.0037 |
1.0073 |
| PP |
1.0028 |
1.0028 |
1.0028 |
1.0006 |
| S1 |
0.9931 |
0.9931 |
1.0003 |
0.9886 |
| S2 |
0.9841 |
0.9841 |
0.9986 |
|
| S3 |
0.9654 |
0.9744 |
0.9969 |
|
| S4 |
0.9467 |
0.9557 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0072 |
0.9939 |
0.0133 |
1.3% |
0.0065 |
0.6% |
26% |
False |
False |
382 |
| 10 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0063 |
0.6% |
18% |
False |
False |
265 |
| 20 |
1.0126 |
0.9900 |
0.0226 |
2.3% |
0.0066 |
0.7% |
32% |
False |
False |
208 |
| 40 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0061 |
0.6% |
66% |
False |
False |
158 |
| 60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0057 |
0.6% |
66% |
False |
False |
122 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.3% |
0.0053 |
0.5% |
71% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0262 |
|
1.618 |
1.0181 |
|
1.000 |
1.0131 |
|
0.618 |
1.0100 |
|
HIGH |
1.0050 |
|
0.618 |
1.0019 |
|
0.500 |
1.0010 |
|
0.382 |
1.0000 |
|
LOW |
0.9969 |
|
0.618 |
0.9919 |
|
1.000 |
0.9888 |
|
1.618 |
0.9838 |
|
2.618 |
0.9757 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0013 |
| PP |
0.9997 |
0.9999 |
| S1 |
0.9985 |
0.9986 |
|