CME Canadian Dollar Future June 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 |
1.0239 |
1.0256 |
0.0017 |
0.2% |
1.0126 |
| High |
1.0276 |
1.0268 |
-0.0008 |
-0.1% |
1.0204 |
| Low |
1.0207 |
1.0230 |
0.0023 |
0.2% |
1.0018 |
| Close |
1.0264 |
1.0266 |
0.0002 |
0.0% |
1.0200 |
| Range |
0.0069 |
0.0038 |
-0.0031 |
-44.9% |
0.0186 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
3,215 |
1,811 |
-1,404 |
-43.7% |
6,637 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0369 |
1.0355 |
1.0287 |
|
| R3 |
1.0331 |
1.0317 |
1.0276 |
|
| R2 |
1.0293 |
1.0293 |
1.0273 |
|
| R1 |
1.0279 |
1.0279 |
1.0269 |
1.0286 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0258 |
| S1 |
1.0241 |
1.0241 |
1.0263 |
1.0248 |
| S2 |
1.0217 |
1.0217 |
1.0259 |
|
| S3 |
1.0179 |
1.0203 |
1.0256 |
|
| S4 |
1.0141 |
1.0165 |
1.0245 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0635 |
1.0302 |
|
| R3 |
1.0513 |
1.0449 |
1.0251 |
|
| R2 |
1.0327 |
1.0327 |
1.0234 |
|
| R1 |
1.0263 |
1.0263 |
1.0217 |
1.0295 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0157 |
| S1 |
1.0077 |
1.0077 |
1.0183 |
1.0109 |
| S2 |
0.9955 |
0.9955 |
1.0166 |
|
| S3 |
0.9769 |
0.9891 |
1.0149 |
|
| S4 |
0.9583 |
0.9705 |
1.0098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0303 |
1.0151 |
0.0152 |
1.5% |
0.0063 |
0.6% |
76% |
False |
False |
2,101 |
| 10 |
1.0303 |
1.0018 |
0.0285 |
2.8% |
0.0070 |
0.7% |
87% |
False |
False |
1,485 |
| 20 |
1.0303 |
0.9987 |
0.0316 |
3.1% |
0.0067 |
0.6% |
88% |
False |
False |
929 |
| 40 |
1.0303 |
0.9918 |
0.0385 |
3.8% |
0.0066 |
0.6% |
90% |
False |
False |
584 |
| 60 |
1.0303 |
0.9754 |
0.0549 |
5.3% |
0.0065 |
0.6% |
93% |
False |
False |
436 |
| 80 |
1.0303 |
0.9677 |
0.0626 |
6.1% |
0.0062 |
0.6% |
94% |
False |
False |
339 |
| 100 |
1.0303 |
0.9600 |
0.0703 |
6.8% |
0.0058 |
0.6% |
95% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0430 |
|
2.618 |
1.0367 |
|
1.618 |
1.0329 |
|
1.000 |
1.0306 |
|
0.618 |
1.0291 |
|
HIGH |
1.0268 |
|
0.618 |
1.0253 |
|
0.500 |
1.0249 |
|
0.382 |
1.0245 |
|
LOW |
1.0230 |
|
0.618 |
1.0207 |
|
1.000 |
1.0192 |
|
1.618 |
1.0169 |
|
2.618 |
1.0131 |
|
4.250 |
1.0069 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0262 |
| PP |
1.0255 |
1.0259 |
| S1 |
1.0249 |
1.0255 |
|