CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0252 |
-0.0018 |
-0.2% |
1.0281 |
| High |
1.0297 |
1.0252 |
-0.0045 |
-0.4% |
1.0342 |
| Low |
1.0242 |
1.0025 |
-0.0217 |
-2.1% |
1.0201 |
| Close |
1.0260 |
1.0126 |
-0.0134 |
-1.3% |
1.0281 |
| Range |
0.0055 |
0.0227 |
0.0172 |
312.7% |
0.0141 |
| ATR |
0.0071 |
0.0082 |
0.0012 |
16.6% |
0.0000 |
| Volume |
3,294 |
2,185 |
-1,109 |
-33.7% |
386,194 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0698 |
1.0251 |
|
| R3 |
1.0588 |
1.0471 |
1.0188 |
|
| R2 |
1.0361 |
1.0361 |
1.0168 |
|
| R1 |
1.0244 |
1.0244 |
1.0147 |
1.0189 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0107 |
| S1 |
1.0017 |
1.0017 |
1.0105 |
0.9962 |
| S2 |
0.9907 |
0.9907 |
1.0084 |
|
| S3 |
0.9680 |
0.9790 |
1.0064 |
|
| S4 |
0.9453 |
0.9563 |
1.0001 |
|
|
| 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 |
1.0025 |
0.0317 |
3.1% |
0.0105 |
1.0% |
32% |
False |
True |
45,232 |
| 10 |
1.0342 |
1.0025 |
0.0317 |
3.1% |
0.0078 |
0.8% |
32% |
False |
True |
62,168 |
| 20 |
1.0342 |
1.0025 |
0.0317 |
3.1% |
0.0076 |
0.7% |
32% |
False |
True |
65,045 |
| 40 |
1.0342 |
0.9932 |
0.0410 |
4.0% |
0.0078 |
0.8% |
47% |
False |
False |
69,297 |
| 60 |
1.0342 |
0.9766 |
0.0576 |
5.7% |
0.0078 |
0.8% |
63% |
False |
False |
65,734 |
| 80 |
1.0342 |
0.9701 |
0.0641 |
6.3% |
0.0081 |
0.8% |
66% |
False |
False |
55,004 |
| 100 |
1.0342 |
0.9640 |
0.0702 |
6.9% |
0.0082 |
0.8% |
69% |
False |
False |
44,085 |
| 120 |
1.0342 |
0.9600 |
0.0742 |
7.3% |
0.0084 |
0.8% |
71% |
False |
False |
36,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.0846 |
|
1.618 |
1.0619 |
|
1.000 |
1.0479 |
|
0.618 |
1.0392 |
|
HIGH |
1.0252 |
|
0.618 |
1.0165 |
|
0.500 |
1.0139 |
|
0.382 |
1.0112 |
|
LOW |
1.0025 |
|
0.618 |
0.9885 |
|
1.000 |
0.9798 |
|
1.618 |
0.9658 |
|
2.618 |
0.9431 |
|
4.250 |
0.9060 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0164 |
| PP |
1.0134 |
1.0151 |
| S1 |
1.0130 |
1.0139 |
|