CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0094 |
-0.0049 |
-0.5% |
1.0114 |
| High |
1.0177 |
1.0139 |
-0.0038 |
-0.4% |
1.0182 |
| Low |
1.0075 |
1.0036 |
-0.0039 |
-0.4% |
1.0091 |
| Close |
1.0088 |
1.0096 |
0.0008 |
0.1% |
1.0130 |
| Range |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0091 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.6% |
0.0000 |
| Volume |
0 |
101,391 |
101,391 |
|
302,041 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0351 |
1.0153 |
|
| R3 |
1.0296 |
1.0248 |
1.0124 |
|
| R2 |
1.0193 |
1.0193 |
1.0115 |
|
| R1 |
1.0145 |
1.0145 |
1.0105 |
1.0169 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0103 |
| S1 |
1.0042 |
1.0042 |
1.0087 |
1.0066 |
| S2 |
0.9987 |
0.9987 |
1.0077 |
|
| S3 |
0.9884 |
0.9939 |
1.0068 |
|
| S4 |
0.9781 |
0.9836 |
1.0039 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0360 |
1.0180 |
|
| R3 |
1.0316 |
1.0269 |
1.0155 |
|
| R2 |
1.0225 |
1.0225 |
1.0147 |
|
| R1 |
1.0178 |
1.0178 |
1.0138 |
1.0202 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0146 |
| S1 |
1.0087 |
1.0087 |
1.0122 |
1.0111 |
| S2 |
1.0043 |
1.0043 |
1.0113 |
|
| S3 |
0.9952 |
0.9996 |
1.0105 |
|
| S4 |
0.9861 |
0.9905 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0182 |
1.0036 |
0.0146 |
1.4% |
0.0073 |
0.7% |
41% |
False |
True |
58,612 |
| 10 |
1.0182 |
1.0006 |
0.0176 |
1.7% |
0.0070 |
0.7% |
51% |
False |
False |
61,674 |
| 20 |
1.0182 |
0.9932 |
0.0250 |
2.5% |
0.0076 |
0.8% |
66% |
False |
False |
69,081 |
| 40 |
1.0182 |
0.9914 |
0.0268 |
2.7% |
0.0078 |
0.8% |
68% |
False |
False |
66,486 |
| 60 |
1.0182 |
0.9701 |
0.0481 |
4.8% |
0.0080 |
0.8% |
82% |
False |
False |
57,376 |
| 80 |
1.0182 |
0.9701 |
0.0481 |
4.8% |
0.0083 |
0.8% |
82% |
False |
False |
43,160 |
| 100 |
1.0182 |
0.9605 |
0.0577 |
5.7% |
0.0085 |
0.8% |
85% |
False |
False |
34,585 |
| 120 |
1.0182 |
0.9460 |
0.0722 |
7.2% |
0.0084 |
0.8% |
88% |
False |
False |
28,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0577 |
|
2.618 |
1.0409 |
|
1.618 |
1.0306 |
|
1.000 |
1.0242 |
|
0.618 |
1.0203 |
|
HIGH |
1.0139 |
|
0.618 |
1.0100 |
|
0.500 |
1.0088 |
|
0.382 |
1.0075 |
|
LOW |
1.0036 |
|
0.618 |
0.9972 |
|
1.000 |
0.9933 |
|
1.618 |
0.9869 |
|
2.618 |
0.9766 |
|
4.250 |
0.9598 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0109 |
| PP |
1.0090 |
1.0104 |
| S1 |
1.0088 |
1.0100 |
|