CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0080 |
-0.0020 |
-0.2% |
1.0109 |
| High |
1.0126 |
1.0123 |
-0.0003 |
0.0% |
1.0110 |
| Low |
1.0075 |
1.0071 |
-0.0004 |
0.0% |
0.9987 |
| Close |
1.0079 |
1.0084 |
0.0005 |
0.0% |
1.0099 |
| Range |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0123 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
304 |
256 |
-48 |
-15.8% |
1,749 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0218 |
1.0113 |
|
| R3 |
1.0197 |
1.0166 |
1.0098 |
|
| R2 |
1.0145 |
1.0145 |
1.0094 |
|
| R1 |
1.0114 |
1.0114 |
1.0089 |
1.0130 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0100 |
| S1 |
1.0062 |
1.0062 |
1.0079 |
1.0078 |
| S2 |
1.0041 |
1.0041 |
1.0074 |
|
| S3 |
0.9989 |
1.0010 |
1.0070 |
|
| S4 |
0.9937 |
0.9958 |
1.0055 |
|
|
| 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% |
0.0059 |
0.6% |
70% |
False |
False |
328 |
| 10 |
1.0150 |
0.9987 |
0.0163 |
1.6% |
0.0064 |
0.6% |
60% |
False |
False |
384 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0065 |
0.6% |
72% |
False |
False |
342 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
3.9% |
0.0065 |
0.6% |
83% |
False |
False |
249 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0061 |
0.6% |
86% |
False |
False |
191 |
| 80 |
1.0150 |
0.9624 |
0.0526 |
5.2% |
0.0057 |
0.6% |
87% |
False |
False |
154 |
| 100 |
1.0150 |
0.9600 |
0.0550 |
5.5% |
0.0053 |
0.5% |
88% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0344 |
|
2.618 |
1.0259 |
|
1.618 |
1.0207 |
|
1.000 |
1.0175 |
|
0.618 |
1.0155 |
|
HIGH |
1.0123 |
|
0.618 |
1.0103 |
|
0.500 |
1.0097 |
|
0.382 |
1.0091 |
|
LOW |
1.0071 |
|
0.618 |
1.0039 |
|
1.000 |
1.0019 |
|
1.618 |
0.9987 |
|
2.618 |
0.9935 |
|
4.250 |
0.9850 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0097 |
1.0075 |
| PP |
1.0093 |
1.0067 |
| S1 |
1.0088 |
1.0058 |
|