CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0257 |
1.0276 |
0.0019 |
0.2% |
1.0143 |
| High |
1.0298 |
1.0292 |
-0.0006 |
-0.1% |
1.0229 |
| Low |
1.0226 |
1.0251 |
0.0025 |
0.2% |
1.0036 |
| Close |
1.0285 |
1.0287 |
0.0002 |
0.0% |
1.0221 |
| Range |
0.0072 |
0.0041 |
-0.0031 |
-43.1% |
0.0193 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
67,503 |
66,143 |
-1,360 |
-2.0% |
267,205 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0384 |
1.0310 |
|
| R3 |
1.0359 |
1.0343 |
1.0298 |
|
| R2 |
1.0318 |
1.0318 |
1.0295 |
|
| R1 |
1.0302 |
1.0302 |
1.0291 |
1.0310 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0281 |
| S1 |
1.0261 |
1.0261 |
1.0283 |
1.0269 |
| S2 |
1.0236 |
1.0236 |
1.0279 |
|
| S3 |
1.0195 |
1.0220 |
1.0276 |
|
| S4 |
1.0154 |
1.0179 |
1.0264 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0674 |
1.0327 |
|
| R3 |
1.0548 |
1.0481 |
1.0274 |
|
| R2 |
1.0355 |
1.0355 |
1.0256 |
|
| R1 |
1.0288 |
1.0288 |
1.0239 |
1.0322 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0179 |
| S1 |
1.0095 |
1.0095 |
1.0203 |
1.0129 |
| S2 |
0.9969 |
0.9969 |
1.0186 |
|
| S3 |
0.9776 |
0.9902 |
1.0168 |
|
| S4 |
0.9583 |
0.9709 |
1.0115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0324 |
1.0170 |
0.0154 |
1.5% |
0.0066 |
0.6% |
76% |
False |
False |
72,399 |
| 10 |
1.0324 |
1.0036 |
0.0288 |
2.8% |
0.0074 |
0.7% |
87% |
False |
False |
69,771 |
| 20 |
1.0324 |
1.0006 |
0.0318 |
3.1% |
0.0074 |
0.7% |
88% |
False |
False |
69,218 |
| 40 |
1.0324 |
0.9932 |
0.0392 |
3.8% |
0.0077 |
0.7% |
91% |
False |
False |
71,140 |
| 60 |
1.0324 |
0.9766 |
0.0558 |
5.4% |
0.0077 |
0.7% |
93% |
False |
False |
64,783 |
| 80 |
1.0324 |
0.9701 |
0.0623 |
6.1% |
0.0082 |
0.8% |
94% |
False |
False |
48,949 |
| 100 |
1.0324 |
0.9605 |
0.0719 |
7.0% |
0.0084 |
0.8% |
95% |
False |
False |
39,224 |
| 120 |
1.0324 |
0.9600 |
0.0724 |
7.0% |
0.0084 |
0.8% |
95% |
False |
False |
32,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0466 |
|
2.618 |
1.0399 |
|
1.618 |
1.0358 |
|
1.000 |
1.0333 |
|
0.618 |
1.0317 |
|
HIGH |
1.0292 |
|
0.618 |
1.0276 |
|
0.500 |
1.0272 |
|
0.382 |
1.0267 |
|
LOW |
1.0251 |
|
0.618 |
1.0226 |
|
1.000 |
1.0210 |
|
1.618 |
1.0185 |
|
2.618 |
1.0144 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0283 |
| PP |
1.0277 |
1.0279 |
| S1 |
1.0272 |
1.0275 |
|