CME Canadian Dollar Future September 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 |
1.0015 |
1.0092 |
0.0077 |
0.8% |
1.0050 |
| High |
1.0060 |
1.0092 |
0.0032 |
0.3% |
1.0060 |
| Low |
1.0015 |
1.0062 |
0.0047 |
0.5% |
0.9981 |
| Close |
1.0071 |
1.0050 |
-0.0021 |
-0.2% |
1.0071 |
| Range |
0.0045 |
0.0030 |
-0.0015 |
-33.3% |
0.0079 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
7 |
11 |
4 |
57.1% |
139 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0134 |
1.0067 |
|
| R3 |
1.0128 |
1.0104 |
1.0058 |
|
| R2 |
1.0098 |
1.0098 |
1.0056 |
|
| R1 |
1.0074 |
1.0074 |
1.0053 |
1.0071 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0067 |
| S1 |
1.0044 |
1.0044 |
1.0047 |
1.0041 |
| S2 |
1.0038 |
1.0038 |
1.0045 |
|
| S3 |
1.0008 |
1.0014 |
1.0042 |
|
| S4 |
0.9978 |
0.9984 |
1.0034 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0274 |
1.0252 |
1.0114 |
|
| R3 |
1.0195 |
1.0173 |
1.0093 |
|
| R2 |
1.0116 |
1.0116 |
1.0085 |
|
| R1 |
1.0094 |
1.0094 |
1.0078 |
1.0105 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0043 |
| S1 |
1.0015 |
1.0015 |
1.0064 |
1.0026 |
| S2 |
0.9958 |
0.9958 |
1.0057 |
|
| S3 |
0.9879 |
0.9936 |
1.0049 |
|
| S4 |
0.9800 |
0.9857 |
1.0028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0092 |
0.9981 |
0.0111 |
1.1% |
0.0031 |
0.3% |
62% |
True |
False |
16 |
| 10 |
1.0100 |
0.9981 |
0.0119 |
1.2% |
0.0028 |
0.3% |
58% |
False |
False |
37 |
| 20 |
1.0100 |
0.9908 |
0.0192 |
1.9% |
0.0022 |
0.2% |
74% |
False |
False |
32 |
| 40 |
1.0100 |
0.9740 |
0.0360 |
3.6% |
0.0018 |
0.2% |
86% |
False |
False |
23 |
| 60 |
1.0100 |
0.9676 |
0.0424 |
4.2% |
0.0018 |
0.2% |
88% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
1.0171 |
|
1.618 |
1.0141 |
|
1.000 |
1.0122 |
|
0.618 |
1.0111 |
|
HIGH |
1.0092 |
|
0.618 |
1.0081 |
|
0.500 |
1.0077 |
|
0.382 |
1.0073 |
|
LOW |
1.0062 |
|
0.618 |
1.0043 |
|
1.000 |
1.0032 |
|
1.618 |
1.0013 |
|
2.618 |
0.9983 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0047 |
| PP |
1.0068 |
1.0044 |
| S1 |
1.0059 |
1.0041 |
|