CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0117 |
1.0110 |
-0.0007 |
-0.1% |
1.0092 |
| High |
1.0128 |
1.0110 |
-0.0018 |
-0.2% |
1.0128 |
| Low |
1.0090 |
1.0033 |
-0.0057 |
-0.6% |
1.0045 |
| Close |
1.0080 |
1.0045 |
-0.0035 |
-0.3% |
1.0080 |
| Range |
0.0038 |
0.0077 |
0.0039 |
102.6% |
0.0083 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
7.0% |
0.0000 |
| Volume |
16 |
10 |
-6 |
-37.5% |
65 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0246 |
1.0087 |
|
| R3 |
1.0217 |
1.0169 |
1.0066 |
|
| R2 |
1.0140 |
1.0140 |
1.0059 |
|
| R1 |
1.0092 |
1.0092 |
1.0052 |
1.0078 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0055 |
| S1 |
1.0015 |
1.0015 |
1.0038 |
1.0001 |
| S2 |
0.9986 |
0.9986 |
1.0031 |
|
| S3 |
0.9909 |
0.9938 |
1.0024 |
|
| S4 |
0.9832 |
0.9861 |
1.0003 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0290 |
1.0126 |
|
| R3 |
1.0250 |
1.0207 |
1.0103 |
|
| R2 |
1.0167 |
1.0167 |
1.0095 |
|
| R1 |
1.0124 |
1.0124 |
1.0088 |
1.0104 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0075 |
| S1 |
1.0041 |
1.0041 |
1.0072 |
1.0021 |
| S2 |
1.0001 |
1.0001 |
1.0065 |
|
| S3 |
0.9918 |
0.9958 |
1.0057 |
|
| S4 |
0.9835 |
0.9875 |
1.0034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0128 |
1.0033 |
0.0095 |
0.9% |
0.0033 |
0.3% |
13% |
False |
True |
12 |
| 10 |
1.0128 |
0.9981 |
0.0147 |
1.5% |
0.0032 |
0.3% |
44% |
False |
False |
14 |
| 20 |
1.0128 |
0.9908 |
0.0220 |
2.2% |
0.0025 |
0.2% |
62% |
False |
False |
24 |
| 40 |
1.0128 |
0.9861 |
0.0267 |
2.7% |
0.0019 |
0.2% |
69% |
False |
False |
21 |
| 60 |
1.0128 |
0.9676 |
0.0452 |
4.5% |
0.0020 |
0.2% |
82% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0437 |
|
2.618 |
1.0312 |
|
1.618 |
1.0235 |
|
1.000 |
1.0187 |
|
0.618 |
1.0158 |
|
HIGH |
1.0110 |
|
0.618 |
1.0081 |
|
0.500 |
1.0072 |
|
0.382 |
1.0062 |
|
LOW |
1.0033 |
|
0.618 |
0.9985 |
|
1.000 |
0.9956 |
|
1.618 |
0.9908 |
|
2.618 |
0.9831 |
|
4.250 |
0.9706 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0081 |
| PP |
1.0063 |
1.0069 |
| S1 |
1.0054 |
1.0057 |
|