CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9970 |
1.0065 |
0.0095 |
1.0% |
1.0028 |
High |
1.0070 |
1.0110 |
0.0040 |
0.4% |
1.0050 |
Low |
0.9970 |
1.0060 |
0.0090 |
0.9% |
0.9955 |
Close |
1.0049 |
1.0088 |
0.0039 |
0.4% |
0.9969 |
Range |
0.0100 |
0.0050 |
-0.0050 |
-50.0% |
0.0095 |
ATR |
0.0071 |
0.0071 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
380 |
507 |
127 |
33.4% |
724 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0236 |
1.0212 |
1.0116 |
|
R3 |
1.0186 |
1.0162 |
1.0102 |
|
R2 |
1.0136 |
1.0136 |
1.0097 |
|
R1 |
1.0112 |
1.0112 |
1.0093 |
1.0124 |
PP |
1.0086 |
1.0086 |
1.0086 |
1.0092 |
S1 |
1.0062 |
1.0062 |
1.0083 |
1.0074 |
S2 |
1.0036 |
1.0036 |
1.0079 |
|
S3 |
0.9986 |
1.0012 |
1.0074 |
|
S4 |
0.9936 |
0.9962 |
1.0061 |
|
|
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 |
1.0110 |
0.9918 |
0.0192 |
1.9% |
0.0072 |
0.7% |
89% |
True |
False |
262 |
10 |
1.0110 |
0.9918 |
0.0192 |
1.9% |
0.0064 |
0.6% |
89% |
True |
False |
332 |
20 |
1.0126 |
0.9918 |
0.0208 |
2.1% |
0.0066 |
0.7% |
82% |
False |
False |
239 |
40 |
1.0126 |
0.9754 |
0.0372 |
3.7% |
0.0064 |
0.6% |
90% |
False |
False |
189 |
60 |
1.0126 |
0.9677 |
0.0449 |
4.5% |
0.0060 |
0.6% |
92% |
False |
False |
142 |
80 |
1.0126 |
0.9600 |
0.0526 |
5.2% |
0.0056 |
0.6% |
93% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0323 |
2.618 |
1.0241 |
1.618 |
1.0191 |
1.000 |
1.0160 |
0.618 |
1.0141 |
HIGH |
1.0110 |
0.618 |
1.0091 |
0.500 |
1.0085 |
0.382 |
1.0079 |
LOW |
1.0060 |
0.618 |
1.0029 |
1.000 |
1.0010 |
1.618 |
0.9979 |
2.618 |
0.9929 |
4.250 |
0.9848 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0087 |
1.0063 |
PP |
1.0086 |
1.0039 |
S1 |
1.0085 |
1.0014 |
|