CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0026 |
1.0030 |
0.0004 |
0.0% |
1.0028 |
| High |
1.0043 |
1.0030 |
-0.0013 |
-0.1% |
1.0050 |
| Low |
0.9998 |
0.9955 |
-0.0043 |
-0.4% |
0.9955 |
| Close |
1.0030 |
0.9969 |
-0.0061 |
-0.6% |
0.9969 |
| Range |
0.0045 |
0.0075 |
0.0030 |
66.7% |
0.0095 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.0% |
0.0000 |
| Volume |
86 |
121 |
35 |
40.7% |
724 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0164 |
1.0010 |
|
| R3 |
1.0135 |
1.0089 |
0.9990 |
|
| R2 |
1.0060 |
1.0060 |
0.9983 |
|
| R1 |
1.0014 |
1.0014 |
0.9976 |
1.0000 |
| PP |
0.9985 |
0.9985 |
0.9985 |
0.9977 |
| S1 |
0.9939 |
0.9939 |
0.9962 |
0.9925 |
| S2 |
0.9910 |
0.9910 |
0.9955 |
|
| S3 |
0.9835 |
0.9864 |
0.9948 |
|
| S4 |
0.9760 |
0.9789 |
0.9928 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0218 |
1.0021 |
|
| R3 |
1.0181 |
1.0123 |
0.9995 |
|
| R2 |
1.0086 |
1.0086 |
0.9986 |
|
| R1 |
1.0028 |
1.0028 |
0.9978 |
1.0010 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9982 |
| S1 |
0.9933 |
0.9933 |
0.9960 |
0.9915 |
| S2 |
0.9896 |
0.9896 |
0.9952 |
|
| S3 |
0.9801 |
0.9838 |
0.9943 |
|
| S4 |
0.9706 |
0.9743 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9955 |
0.0095 |
1.0% |
0.0058 |
0.6% |
15% |
False |
True |
144 |
| 10 |
1.0126 |
0.9939 |
0.0187 |
1.9% |
0.0066 |
0.7% |
16% |
False |
False |
287 |
| 20 |
1.0126 |
0.9930 |
0.0196 |
2.0% |
0.0065 |
0.7% |
20% |
False |
False |
212 |
| 40 |
1.0126 |
0.9754 |
0.0372 |
3.7% |
0.0061 |
0.6% |
58% |
False |
False |
164 |
| 60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0058 |
0.6% |
65% |
False |
False |
128 |
| 80 |
1.0126 |
0.9600 |
0.0526 |
5.3% |
0.0054 |
0.5% |
70% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0349 |
|
2.618 |
1.0226 |
|
1.618 |
1.0151 |
|
1.000 |
1.0105 |
|
0.618 |
1.0076 |
|
HIGH |
1.0030 |
|
0.618 |
1.0001 |
|
0.500 |
0.9993 |
|
0.382 |
0.9984 |
|
LOW |
0.9955 |
|
0.618 |
0.9909 |
|
1.000 |
0.9880 |
|
1.618 |
0.9834 |
|
2.618 |
0.9759 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
0.9999 |
| PP |
0.9985 |
0.9989 |
| S1 |
0.9977 |
0.9979 |
|