CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0094 |
1.0105 |
0.0011 |
0.1% |
1.0114 |
High |
1.0139 |
1.0196 |
0.0057 |
0.6% |
1.0182 |
Low |
1.0036 |
1.0094 |
0.0058 |
0.6% |
1.0091 |
Close |
1.0096 |
1.0164 |
0.0068 |
0.7% |
1.0130 |
Range |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0091 |
ATR |
0.0077 |
0.0079 |
0.0002 |
2.3% |
0.0000 |
Volume |
101,391 |
103,310 |
1,919 |
1.9% |
302,041 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0457 |
1.0413 |
1.0220 |
|
R3 |
1.0355 |
1.0311 |
1.0192 |
|
R2 |
1.0253 |
1.0253 |
1.0183 |
|
R1 |
1.0209 |
1.0209 |
1.0173 |
1.0231 |
PP |
1.0151 |
1.0151 |
1.0151 |
1.0163 |
S1 |
1.0107 |
1.0107 |
1.0155 |
1.0129 |
S2 |
1.0049 |
1.0049 |
1.0145 |
|
S3 |
0.9947 |
1.0005 |
1.0136 |
|
S4 |
0.9845 |
0.9903 |
1.0108 |
|
|
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 |
1.0196 |
1.0036 |
0.0160 |
1.6% |
0.0082 |
0.8% |
80% |
True |
False |
67,144 |
10 |
1.0196 |
1.0006 |
0.0190 |
1.9% |
0.0075 |
0.7% |
83% |
True |
False |
65,653 |
20 |
1.0196 |
0.9932 |
0.0264 |
2.6% |
0.0078 |
0.8% |
88% |
True |
False |
71,144 |
40 |
1.0196 |
0.9930 |
0.0266 |
2.6% |
0.0078 |
0.8% |
88% |
True |
False |
67,724 |
60 |
1.0196 |
0.9701 |
0.0495 |
4.9% |
0.0080 |
0.8% |
94% |
True |
False |
59,077 |
80 |
1.0196 |
0.9701 |
0.0495 |
4.9% |
0.0083 |
0.8% |
94% |
True |
False |
44,441 |
100 |
1.0196 |
0.9605 |
0.0591 |
5.8% |
0.0085 |
0.8% |
95% |
True |
False |
35,616 |
120 |
1.0196 |
0.9500 |
0.0696 |
6.8% |
0.0085 |
0.8% |
95% |
True |
False |
29,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0630 |
2.618 |
1.0463 |
1.618 |
1.0361 |
1.000 |
1.0298 |
0.618 |
1.0259 |
HIGH |
1.0196 |
0.618 |
1.0157 |
0.500 |
1.0145 |
0.382 |
1.0133 |
LOW |
1.0094 |
0.618 |
1.0031 |
1.000 |
0.9992 |
1.618 |
0.9929 |
2.618 |
0.9827 |
4.250 |
0.9661 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0158 |
1.0148 |
PP |
1.0151 |
1.0132 |
S1 |
1.0145 |
1.0116 |
|