CME Canadian Dollar Future September 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 |
1.0092 |
1.0076 |
-0.0016 |
-0.2% |
1.0050 |
| High |
1.0092 |
1.0077 |
-0.0015 |
-0.1% |
1.0060 |
| Low |
1.0062 |
1.0045 |
-0.0017 |
-0.2% |
0.9981 |
| Close |
1.0050 |
1.0055 |
0.0005 |
0.0% |
1.0071 |
| Range |
0.0030 |
0.0032 |
0.0002 |
6.7% |
0.0079 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
11 |
11 |
0 |
0.0% |
139 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0155 |
1.0137 |
1.0073 |
|
| R3 |
1.0123 |
1.0105 |
1.0064 |
|
| R2 |
1.0091 |
1.0091 |
1.0061 |
|
| R1 |
1.0073 |
1.0073 |
1.0058 |
1.0066 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0056 |
| S1 |
1.0041 |
1.0041 |
1.0052 |
1.0034 |
| S2 |
1.0027 |
1.0027 |
1.0049 |
|
| S3 |
0.9995 |
1.0009 |
1.0046 |
|
| S4 |
0.9963 |
0.9977 |
1.0037 |
|
|
| 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 |
0.9990 |
0.0102 |
1.0% |
0.0029 |
0.3% |
64% |
False |
False |
16 |
| 10 |
1.0100 |
0.9981 |
0.0119 |
1.2% |
0.0029 |
0.3% |
62% |
False |
False |
37 |
| 20 |
1.0100 |
0.9908 |
0.0192 |
1.9% |
0.0023 |
0.2% |
77% |
False |
False |
32 |
| 40 |
1.0100 |
0.9740 |
0.0360 |
3.6% |
0.0018 |
0.2% |
88% |
False |
False |
23 |
| 60 |
1.0100 |
0.9676 |
0.0424 |
4.2% |
0.0018 |
0.2% |
89% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0161 |
|
1.618 |
1.0129 |
|
1.000 |
1.0109 |
|
0.618 |
1.0097 |
|
HIGH |
1.0077 |
|
0.618 |
1.0065 |
|
0.500 |
1.0061 |
|
0.382 |
1.0057 |
|
LOW |
1.0045 |
|
0.618 |
1.0025 |
|
1.000 |
1.0013 |
|
1.618 |
0.9993 |
|
2.618 |
0.9961 |
|
4.250 |
0.9909 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0055 |
| PP |
1.0059 |
1.0054 |
| S1 |
1.0057 |
1.0054 |
|