CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0290 |
0.0024 |
0.2% |
1.0201 |
| High |
1.0321 |
1.0305 |
-0.0016 |
-0.2% |
1.0303 |
| Low |
1.0266 |
1.0216 |
-0.0050 |
-0.5% |
1.0193 |
| Close |
1.0303 |
1.0235 |
-0.0068 |
-0.7% |
1.0261 |
| Range |
0.0055 |
0.0089 |
0.0034 |
61.8% |
0.0110 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.0% |
0.0000 |
| Volume |
41,591 |
78,641 |
37,050 |
89.1% |
11,425 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0466 |
1.0284 |
|
| R3 |
1.0430 |
1.0377 |
1.0259 |
|
| R2 |
1.0341 |
1.0341 |
1.0251 |
|
| R1 |
1.0288 |
1.0288 |
1.0243 |
1.0270 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0243 |
| S1 |
1.0199 |
1.0199 |
1.0227 |
1.0181 |
| S2 |
1.0163 |
1.0163 |
1.0219 |
|
| S3 |
1.0074 |
1.0110 |
1.0211 |
|
| S4 |
0.9985 |
1.0021 |
1.0186 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0532 |
1.0322 |
|
| R3 |
1.0472 |
1.0422 |
1.0291 |
|
| R2 |
1.0362 |
1.0362 |
1.0281 |
|
| R1 |
1.0312 |
1.0312 |
1.0271 |
1.0337 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0265 |
| S1 |
1.0202 |
1.0202 |
1.0251 |
1.0227 |
| S2 |
1.0142 |
1.0142 |
1.0241 |
|
| S3 |
1.0032 |
1.0092 |
1.0231 |
|
| S4 |
0.9922 |
0.9982 |
1.0201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0321 |
1.0216 |
0.0105 |
1.0% |
0.0055 |
0.5% |
18% |
False |
True |
36,956 |
| 10 |
1.0321 |
1.0151 |
0.0170 |
1.7% |
0.0059 |
0.6% |
49% |
False |
False |
19,529 |
| 20 |
1.0321 |
0.9987 |
0.0334 |
3.3% |
0.0064 |
0.6% |
74% |
False |
False |
10,055 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0065 |
0.6% |
79% |
False |
False |
5,188 |
| 60 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0065 |
0.6% |
85% |
False |
False |
3,505 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0062 |
0.6% |
87% |
False |
False |
2,644 |
| 100 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0060 |
0.6% |
88% |
False |
False |
2,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0683 |
|
2.618 |
1.0538 |
|
1.618 |
1.0449 |
|
1.000 |
1.0394 |
|
0.618 |
1.0360 |
|
HIGH |
1.0305 |
|
0.618 |
1.0271 |
|
0.500 |
1.0261 |
|
0.382 |
1.0250 |
|
LOW |
1.0216 |
|
0.618 |
1.0161 |
|
1.000 |
1.0127 |
|
1.618 |
1.0072 |
|
2.618 |
0.9983 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0269 |
| PP |
1.0252 |
1.0257 |
| S1 |
1.0244 |
1.0246 |
|