CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0011 |
1.0100 |
0.0089 |
0.9% |
1.0109 |
| High |
1.0110 |
1.0126 |
0.0016 |
0.2% |
1.0110 |
| Low |
0.9990 |
1.0075 |
0.0085 |
0.9% |
0.9987 |
| Close |
1.0099 |
1.0079 |
-0.0020 |
-0.2% |
1.0099 |
| Range |
0.0120 |
0.0051 |
-0.0069 |
-57.5% |
0.0123 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
361 |
304 |
-57 |
-15.8% |
1,749 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0214 |
1.0107 |
|
| R3 |
1.0195 |
1.0163 |
1.0093 |
|
| R2 |
1.0144 |
1.0144 |
1.0088 |
|
| R1 |
1.0112 |
1.0112 |
1.0084 |
1.0103 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0089 |
| S1 |
1.0061 |
1.0061 |
1.0074 |
1.0052 |
| S2 |
1.0042 |
1.0042 |
1.0070 |
|
| S3 |
0.9991 |
1.0010 |
1.0065 |
|
| S4 |
0.9940 |
0.9959 |
1.0051 |
|
|
| 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 |
1.0126 |
0.9987 |
0.0139 |
1.4% |
0.0065 |
0.6% |
66% |
True |
False |
304 |
| 10 |
1.0150 |
0.9970 |
0.0180 |
1.8% |
0.0069 |
0.7% |
61% |
False |
False |
396 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0067 |
0.7% |
69% |
False |
False |
337 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
3.9% |
0.0066 |
0.7% |
82% |
False |
False |
244 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0061 |
0.6% |
85% |
False |
False |
188 |
| 80 |
1.0150 |
0.9624 |
0.0526 |
5.2% |
0.0058 |
0.6% |
87% |
False |
False |
152 |
| 100 |
1.0150 |
0.9600 |
0.0550 |
5.5% |
0.0053 |
0.5% |
87% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0260 |
|
1.618 |
1.0209 |
|
1.000 |
1.0177 |
|
0.618 |
1.0158 |
|
HIGH |
1.0126 |
|
0.618 |
1.0107 |
|
0.500 |
1.0101 |
|
0.382 |
1.0094 |
|
LOW |
1.0075 |
|
0.618 |
1.0043 |
|
1.000 |
1.0024 |
|
1.618 |
0.9992 |
|
2.618 |
0.9941 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0072 |
| PP |
1.0093 |
1.0064 |
| S1 |
1.0086 |
1.0057 |
|