CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
0.9997 |
-0.0053 |
-0.5% |
1.0076 |
| High |
1.0050 |
1.0031 |
-0.0019 |
-0.2% |
1.0126 |
| Low |
0.9969 |
0.9997 |
0.0028 |
0.3% |
0.9939 |
| Close |
0.9973 |
1.0016 |
0.0043 |
0.4% |
1.0020 |
| Range |
0.0081 |
0.0034 |
-0.0047 |
-58.0% |
0.0187 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
58 |
295 |
237 |
408.6% |
1,840 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0100 |
1.0035 |
|
| R3 |
1.0083 |
1.0066 |
1.0025 |
|
| R2 |
1.0049 |
1.0049 |
1.0022 |
|
| R1 |
1.0032 |
1.0032 |
1.0019 |
1.0041 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0019 |
| S1 |
0.9998 |
0.9998 |
1.0013 |
1.0007 |
| S2 |
0.9981 |
0.9981 |
1.0010 |
|
| S3 |
0.9947 |
0.9964 |
1.0007 |
|
| S4 |
0.9913 |
0.9930 |
0.9997 |
|
|
| 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 |
1.0056 |
0.9939 |
0.0117 |
1.2% |
0.0057 |
0.6% |
66% |
False |
False |
402 |
| 10 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0062 |
0.6% |
41% |
False |
False |
287 |
| 20 |
1.0126 |
0.9910 |
0.0216 |
2.2% |
0.0063 |
0.6% |
49% |
False |
False |
214 |
| 40 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0061 |
0.6% |
76% |
False |
False |
166 |
| 60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0057 |
0.6% |
76% |
False |
False |
126 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.3% |
0.0054 |
0.5% |
79% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0176 |
|
2.618 |
1.0120 |
|
1.618 |
1.0086 |
|
1.000 |
1.0065 |
|
0.618 |
1.0052 |
|
HIGH |
1.0031 |
|
0.618 |
1.0018 |
|
0.500 |
1.0014 |
|
0.382 |
1.0010 |
|
LOW |
0.9997 |
|
0.618 |
0.9976 |
|
1.000 |
0.9963 |
|
1.618 |
0.9942 |
|
2.618 |
0.9908 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0014 |
| PP |
1.0015 |
1.0012 |
| S1 |
1.0014 |
1.0010 |
|