CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9952 |
0.9993 |
0.0041 |
0.4% |
1.0030 |
| High |
0.9967 |
1.0050 |
0.0083 |
0.8% |
1.0050 |
| Low |
0.9952 |
0.9993 |
0.0041 |
0.4% |
0.9949 |
| Close |
0.9960 |
1.0043 |
0.0083 |
0.8% |
1.0043 |
| Range |
0.0015 |
0.0057 |
0.0042 |
280.0% |
0.0101 |
| ATR |
0.0000 |
0.0049 |
0.0049 |
|
0.0000 |
| Volume |
72 |
59 |
-13 |
-18.1% |
263 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0178 |
1.0074 |
|
| R3 |
1.0143 |
1.0121 |
1.0059 |
|
| R2 |
1.0086 |
1.0086 |
1.0053 |
|
| R1 |
1.0064 |
1.0064 |
1.0048 |
1.0075 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0034 |
| S1 |
1.0007 |
1.0007 |
1.0038 |
1.0018 |
| S2 |
0.9972 |
0.9972 |
1.0033 |
|
| S3 |
0.9915 |
0.9950 |
1.0027 |
|
| S4 |
0.9858 |
0.9893 |
1.0012 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0281 |
1.0099 |
|
| R3 |
1.0216 |
1.0180 |
1.0071 |
|
| R2 |
1.0115 |
1.0115 |
1.0062 |
|
| R1 |
1.0079 |
1.0079 |
1.0052 |
1.0097 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0023 |
| S1 |
0.9978 |
0.9978 |
1.0034 |
0.9996 |
| S2 |
0.9913 |
0.9913 |
1.0024 |
|
| S3 |
0.9812 |
0.9877 |
1.0015 |
|
| S4 |
0.9711 |
0.9776 |
0.9987 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0199 |
|
1.618 |
1.0142 |
|
1.000 |
1.0107 |
|
0.618 |
1.0085 |
|
HIGH |
1.0050 |
|
0.618 |
1.0028 |
|
0.500 |
1.0022 |
|
0.382 |
1.0015 |
|
LOW |
0.9993 |
|
0.618 |
0.9958 |
|
1.000 |
0.9936 |
|
1.618 |
0.9901 |
|
2.618 |
0.9844 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
1.0029 |
| PP |
1.0029 |
1.0015 |
| S1 |
1.0022 |
1.0001 |
|