CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0130 |
0.0010 |
0.1% |
1.0100 |
| High |
1.0159 |
1.0160 |
0.0001 |
0.0% |
1.0160 |
| Low |
1.0120 |
1.0103 |
-0.0017 |
-0.2% |
1.0071 |
| Close |
1.0129 |
1.0109 |
-0.0020 |
-0.2% |
1.0109 |
| Range |
0.0039 |
0.0057 |
0.0018 |
46.2% |
0.0089 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
252 |
435 |
183 |
72.6% |
1,646 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0259 |
1.0140 |
|
| R3 |
1.0238 |
1.0202 |
1.0125 |
|
| R2 |
1.0181 |
1.0181 |
1.0119 |
|
| R1 |
1.0145 |
1.0145 |
1.0114 |
1.0135 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0119 |
| S1 |
1.0088 |
1.0088 |
1.0104 |
1.0078 |
| S2 |
1.0067 |
1.0067 |
1.0099 |
|
| S3 |
1.0010 |
1.0031 |
1.0093 |
|
| S4 |
0.9953 |
0.9974 |
1.0078 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0334 |
1.0158 |
|
| R3 |
1.0291 |
1.0245 |
1.0133 |
|
| R2 |
1.0202 |
1.0202 |
1.0125 |
|
| R1 |
1.0156 |
1.0156 |
1.0117 |
1.0179 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0125 |
| S1 |
1.0067 |
1.0067 |
1.0101 |
1.0090 |
| S2 |
1.0024 |
1.0024 |
1.0093 |
|
| S3 |
0.9935 |
0.9978 |
1.0085 |
|
| S4 |
0.9846 |
0.9889 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0160 |
1.0071 |
0.0089 |
0.9% |
0.0048 |
0.5% |
43% |
True |
False |
329 |
| 10 |
1.0160 |
0.9987 |
0.0173 |
1.7% |
0.0057 |
0.6% |
71% |
True |
False |
339 |
| 20 |
1.0160 |
0.9918 |
0.0242 |
2.4% |
0.0063 |
0.6% |
79% |
True |
False |
312 |
| 40 |
1.0160 |
0.9800 |
0.0360 |
3.6% |
0.0064 |
0.6% |
86% |
True |
False |
257 |
| 60 |
1.0160 |
0.9677 |
0.0483 |
4.8% |
0.0062 |
0.6% |
89% |
True |
False |
207 |
| 80 |
1.0160 |
0.9624 |
0.0536 |
5.3% |
0.0058 |
0.6% |
90% |
True |
False |
167 |
| 100 |
1.0160 |
0.9600 |
0.0560 |
5.5% |
0.0054 |
0.5% |
91% |
True |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0402 |
|
2.618 |
1.0309 |
|
1.618 |
1.0252 |
|
1.000 |
1.0217 |
|
0.618 |
1.0195 |
|
HIGH |
1.0160 |
|
0.618 |
1.0138 |
|
0.500 |
1.0132 |
|
0.382 |
1.0125 |
|
LOW |
1.0103 |
|
0.618 |
1.0068 |
|
1.000 |
1.0046 |
|
1.618 |
1.0011 |
|
2.618 |
0.9954 |
|
4.250 |
0.9861 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0122 |
| PP |
1.0124 |
1.0118 |
| S1 |
1.0117 |
1.0113 |
|