CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0322 |
1.0255 |
-0.0067 |
-0.6% |
1.0281 |
| High |
1.0325 |
1.0303 |
-0.0022 |
-0.2% |
1.0342 |
| Low |
1.0236 |
1.0201 |
-0.0035 |
-0.3% |
1.0201 |
| Close |
1.0255 |
1.0281 |
0.0026 |
0.3% |
1.0281 |
| Range |
0.0089 |
0.0102 |
0.0013 |
14.6% |
0.0141 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.3% |
0.0000 |
| Volume |
105,103 |
34,118 |
-70,985 |
-67.5% |
386,194 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0526 |
1.0337 |
|
| R3 |
1.0466 |
1.0424 |
1.0309 |
|
| R2 |
1.0364 |
1.0364 |
1.0300 |
|
| R1 |
1.0322 |
1.0322 |
1.0290 |
1.0343 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0272 |
| S1 |
1.0220 |
1.0220 |
1.0272 |
1.0241 |
| S2 |
1.0160 |
1.0160 |
1.0262 |
|
| S3 |
1.0058 |
1.0118 |
1.0253 |
|
| S4 |
0.9956 |
1.0016 |
1.0225 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0630 |
1.0359 |
|
| R3 |
1.0557 |
1.0489 |
1.0320 |
|
| R2 |
1.0416 |
1.0416 |
1.0307 |
|
| R1 |
1.0348 |
1.0348 |
1.0294 |
1.0352 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0276 |
| S1 |
1.0207 |
1.0207 |
1.0268 |
1.0211 |
| S2 |
1.0134 |
1.0134 |
1.0255 |
|
| S3 |
0.9993 |
1.0066 |
1.0242 |
|
| S4 |
0.9852 |
0.9925 |
1.0203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0342 |
1.0201 |
0.0141 |
1.4% |
0.0067 |
0.6% |
57% |
False |
True |
77,238 |
| 10 |
1.0342 |
1.0201 |
0.0141 |
1.4% |
0.0065 |
0.6% |
57% |
False |
True |
78,204 |
| 20 |
1.0342 |
1.0008 |
0.0334 |
3.2% |
0.0071 |
0.7% |
82% |
False |
False |
71,814 |
| 40 |
1.0342 |
0.9932 |
0.0410 |
4.0% |
0.0075 |
0.7% |
85% |
False |
False |
72,742 |
| 60 |
1.0342 |
0.9766 |
0.0576 |
5.6% |
0.0076 |
0.7% |
89% |
False |
False |
68,008 |
| 80 |
1.0342 |
0.9701 |
0.0641 |
6.2% |
0.0080 |
0.8% |
90% |
False |
False |
54,952 |
| 100 |
1.0342 |
0.9605 |
0.0737 |
7.2% |
0.0083 |
0.8% |
92% |
False |
False |
44,038 |
| 120 |
1.0342 |
0.9600 |
0.0742 |
7.2% |
0.0084 |
0.8% |
92% |
False |
False |
36,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0737 |
|
2.618 |
1.0570 |
|
1.618 |
1.0468 |
|
1.000 |
1.0405 |
|
0.618 |
1.0366 |
|
HIGH |
1.0303 |
|
0.618 |
1.0264 |
|
0.500 |
1.0252 |
|
0.382 |
1.0240 |
|
LOW |
1.0201 |
|
0.618 |
1.0138 |
|
1.000 |
1.0099 |
|
1.618 |
1.0036 |
|
2.618 |
0.9934 |
|
4.250 |
0.9768 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0278 |
| PP |
1.0262 |
1.0275 |
| S1 |
1.0252 |
1.0272 |
|