CME Canadian Dollar Future December 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 |
1.0058 |
1.0033 |
-0.0025 |
-0.2% |
1.0030 |
| High |
1.0060 |
1.0044 |
-0.0016 |
-0.2% |
1.0050 |
| Low |
1.0032 |
1.0023 |
-0.0009 |
-0.1% |
0.9949 |
| Close |
1.0022 |
1.0027 |
0.0005 |
0.0% |
1.0043 |
| Range |
0.0028 |
0.0021 |
-0.0007 |
-25.0% |
0.0101 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
4 |
120 |
116 |
2,900.0% |
263 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0094 |
1.0082 |
1.0039 |
|
| R3 |
1.0073 |
1.0061 |
1.0033 |
|
| R2 |
1.0052 |
1.0052 |
1.0031 |
|
| R1 |
1.0040 |
1.0040 |
1.0029 |
1.0036 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0029 |
| S1 |
1.0019 |
1.0019 |
1.0025 |
1.0015 |
| S2 |
1.0010 |
1.0010 |
1.0023 |
|
| S3 |
0.9989 |
0.9998 |
1.0021 |
|
| S4 |
0.9968 |
0.9977 |
1.0015 |
|
|
| 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 |
1.0133 |
|
2.618 |
1.0099 |
|
1.618 |
1.0078 |
|
1.000 |
1.0065 |
|
0.618 |
1.0057 |
|
HIGH |
1.0044 |
|
0.618 |
1.0036 |
|
0.500 |
1.0034 |
|
0.382 |
1.0031 |
|
LOW |
1.0023 |
|
0.618 |
1.0010 |
|
1.000 |
1.0002 |
|
1.618 |
0.9989 |
|
2.618 |
0.9968 |
|
4.250 |
0.9934 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0027 |
| PP |
1.0031 |
1.0027 |
| S1 |
1.0029 |
1.0027 |
|