CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0023 |
1.0011 |
-0.0012 |
-0.1% |
1.0109 |
| High |
1.0025 |
1.0110 |
0.0085 |
0.8% |
1.0110 |
| Low |
0.9987 |
0.9990 |
0.0003 |
0.0% |
0.9987 |
| Close |
1.0016 |
1.0099 |
0.0083 |
0.8% |
1.0099 |
| Range |
0.0038 |
0.0120 |
0.0082 |
215.8% |
0.0123 |
| ATR |
0.0068 |
0.0071 |
0.0004 |
5.5% |
0.0000 |
| Volume |
159 |
361 |
202 |
127.0% |
1,749 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0383 |
1.0165 |
|
| R3 |
1.0306 |
1.0263 |
1.0132 |
|
| R2 |
1.0186 |
1.0186 |
1.0121 |
|
| R1 |
1.0143 |
1.0143 |
1.0110 |
1.0165 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0077 |
| S1 |
1.0023 |
1.0023 |
1.0088 |
1.0045 |
| S2 |
0.9946 |
0.9946 |
1.0077 |
|
| S3 |
0.9826 |
0.9903 |
1.0066 |
|
| S4 |
0.9706 |
0.9783 |
1.0033 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0434 |
1.0390 |
1.0167 |
|
| R3 |
1.0311 |
1.0267 |
1.0133 |
|
| R2 |
1.0188 |
1.0188 |
1.0122 |
|
| R1 |
1.0144 |
1.0144 |
1.0110 |
1.0105 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0046 |
| S1 |
1.0021 |
1.0021 |
1.0088 |
0.9982 |
| S2 |
0.9942 |
0.9942 |
1.0076 |
|
| S3 |
0.9819 |
0.9898 |
1.0065 |
|
| S4 |
0.9696 |
0.9775 |
1.0031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0110 |
0.9987 |
0.0123 |
1.2% |
0.0065 |
0.6% |
91% |
True |
False |
349 |
| 10 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0073 |
0.7% |
78% |
False |
False |
388 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0069 |
0.7% |
78% |
False |
False |
337 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
3.9% |
0.0065 |
0.6% |
87% |
False |
False |
239 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0062 |
0.6% |
89% |
False |
False |
183 |
| 80 |
1.0150 |
0.9624 |
0.0526 |
5.2% |
0.0058 |
0.6% |
90% |
False |
False |
152 |
| 100 |
1.0150 |
0.9600 |
0.0550 |
5.4% |
0.0052 |
0.5% |
91% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0424 |
|
1.618 |
1.0304 |
|
1.000 |
1.0230 |
|
0.618 |
1.0184 |
|
HIGH |
1.0110 |
|
0.618 |
1.0064 |
|
0.500 |
1.0050 |
|
0.382 |
1.0036 |
|
LOW |
0.9990 |
|
0.618 |
0.9916 |
|
1.000 |
0.9870 |
|
1.618 |
0.9796 |
|
2.618 |
0.9676 |
|
4.250 |
0.9480 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0083 |
1.0082 |
| PP |
1.0066 |
1.0065 |
| S1 |
1.0050 |
1.0049 |
|