CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0084 |
0.0004 |
0.0% |
1.0109 |
| High |
1.0123 |
1.0127 |
0.0004 |
0.0% |
1.0110 |
| Low |
1.0071 |
1.0084 |
0.0013 |
0.1% |
0.9987 |
| Close |
1.0084 |
1.0120 |
0.0036 |
0.4% |
1.0099 |
| Range |
0.0052 |
0.0043 |
-0.0009 |
-17.3% |
0.0123 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
256 |
399 |
143 |
55.9% |
1,749 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0223 |
1.0144 |
|
| R3 |
1.0196 |
1.0180 |
1.0132 |
|
| R2 |
1.0153 |
1.0153 |
1.0128 |
|
| R1 |
1.0137 |
1.0137 |
1.0124 |
1.0145 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0115 |
| S1 |
1.0094 |
1.0094 |
1.0116 |
1.0102 |
| S2 |
1.0067 |
1.0067 |
1.0112 |
|
| S3 |
1.0024 |
1.0051 |
1.0108 |
|
| S4 |
0.9981 |
1.0008 |
1.0096 |
|
|
| 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 |
1.0127 |
0.9987 |
0.0140 |
1.4% |
0.0061 |
0.6% |
95% |
True |
False |
295 |
| 10 |
1.0150 |
0.9987 |
0.0163 |
1.6% |
0.0063 |
0.6% |
82% |
False |
False |
373 |
| 20 |
1.0150 |
0.9918 |
0.0232 |
2.3% |
0.0064 |
0.6% |
87% |
False |
False |
353 |
| 40 |
1.0150 |
0.9754 |
0.0396 |
3.9% |
0.0064 |
0.6% |
92% |
False |
False |
254 |
| 60 |
1.0150 |
0.9677 |
0.0473 |
4.7% |
0.0062 |
0.6% |
94% |
False |
False |
197 |
| 80 |
1.0150 |
0.9624 |
0.0526 |
5.2% |
0.0058 |
0.6% |
94% |
False |
False |
159 |
| 100 |
1.0150 |
0.9600 |
0.0550 |
5.4% |
0.0053 |
0.5% |
95% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0310 |
|
2.618 |
1.0240 |
|
1.618 |
1.0197 |
|
1.000 |
1.0170 |
|
0.618 |
1.0154 |
|
HIGH |
1.0127 |
|
0.618 |
1.0111 |
|
0.500 |
1.0106 |
|
0.382 |
1.0100 |
|
LOW |
1.0084 |
|
0.618 |
1.0057 |
|
1.000 |
1.0041 |
|
1.618 |
1.0014 |
|
2.618 |
0.9971 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0115 |
1.0113 |
| PP |
1.0110 |
1.0106 |
| S1 |
1.0106 |
1.0099 |
|