CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0109 |
0.0049 |
0.5% |
0.9952 |
| High |
1.0150 |
1.0110 |
-0.0040 |
-0.4% |
1.0150 |
| Low |
1.0040 |
1.0060 |
0.0020 |
0.2% |
0.9918 |
| Close |
1.0093 |
1.0070 |
-0.0023 |
-0.2% |
1.0093 |
| Range |
0.0110 |
0.0050 |
-0.0060 |
-54.5% |
0.0232 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
154 |
530 |
376 |
244.2% |
2,134 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0200 |
1.0098 |
|
| R3 |
1.0180 |
1.0150 |
1.0084 |
|
| R2 |
1.0130 |
1.0130 |
1.0079 |
|
| R1 |
1.0100 |
1.0100 |
1.0075 |
1.0090 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0075 |
| S1 |
1.0050 |
1.0050 |
1.0065 |
1.0040 |
| S2 |
1.0030 |
1.0030 |
1.0061 |
|
| S3 |
0.9980 |
1.0000 |
1.0056 |
|
| S4 |
0.9930 |
0.9950 |
1.0043 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0653 |
1.0221 |
|
| R3 |
1.0518 |
1.0421 |
1.0157 |
|
| R2 |
1.0286 |
1.0286 |
1.0136 |
|
| R1 |
1.0189 |
1.0189 |
1.0114 |
1.0238 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0078 |
| S1 |
0.9957 |
0.9957 |
1.0072 |
1.0006 |
| S2 |
0.9822 |
0.9822 |
1.0050 |
|
| S3 |
0.9590 |
0.9725 |
1.0029 |
|
| S4 |
0.9358 |
0.9493 |
0.9965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0150 |
0.9970 |
0.0180 |
1.8% |
0.0072 |
0.7% |
56% |
False |
False |
489 |
| 10 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0069 |
0.7% |
66% |
False |
False |
322 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0064 |
0.6% |
66% |
False |
False |
298 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
3.9% |
0.0064 |
0.6% |
80% |
False |
False |
220 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0061 |
0.6% |
83% |
False |
False |
164 |
| 80 |
1.0150 |
0.9600 |
0.0550 |
5.5% |
0.0058 |
0.6% |
85% |
False |
False |
138 |
|
|
|
| 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 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0095 |
| PP |
1.0080 |
1.0087 |
| S1 |
1.0075 |
1.0078 |
|