CME Canadian Dollar Future September 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 |
1.0210 |
1.0215 |
0.0005 |
0.0% |
1.0110 |
| High |
1.0249 |
1.0237 |
-0.0012 |
-0.1% |
1.0160 |
| Low |
1.0210 |
1.0210 |
0.0000 |
0.0% |
1.0017 |
| Close |
1.0236 |
1.0238 |
0.0002 |
0.0% |
1.0172 |
| Range |
0.0039 |
0.0027 |
-0.0012 |
-30.8% |
0.0143 |
| ATR |
0.0046 |
0.0044 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
142 |
78 |
-64 |
-45.1% |
123 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0301 |
1.0253 |
|
| R3 |
1.0282 |
1.0274 |
1.0245 |
|
| R2 |
1.0255 |
1.0255 |
1.0243 |
|
| R1 |
1.0247 |
1.0247 |
1.0240 |
1.0251 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0231 |
| S1 |
1.0220 |
1.0220 |
1.0236 |
1.0224 |
| S2 |
1.0201 |
1.0201 |
1.0233 |
|
| S3 |
1.0174 |
1.0193 |
1.0231 |
|
| S4 |
1.0147 |
1.0166 |
1.0223 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0502 |
1.0251 |
|
| R3 |
1.0402 |
1.0359 |
1.0211 |
|
| R2 |
1.0259 |
1.0259 |
1.0198 |
|
| R1 |
1.0216 |
1.0216 |
1.0185 |
1.0238 |
| PP |
1.0116 |
1.0116 |
1.0116 |
1.0127 |
| S1 |
1.0073 |
1.0073 |
1.0159 |
1.0095 |
| S2 |
0.9973 |
0.9973 |
1.0146 |
|
| S3 |
0.9830 |
0.9930 |
1.0133 |
|
| S4 |
0.9687 |
0.9787 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0255 |
1.0152 |
0.0103 |
1.0% |
0.0033 |
0.3% |
83% |
False |
False |
58 |
| 10 |
1.0255 |
1.0017 |
0.0238 |
2.3% |
0.0031 |
0.3% |
93% |
False |
False |
42 |
| 20 |
1.0255 |
0.9981 |
0.0274 |
2.7% |
0.0030 |
0.3% |
94% |
False |
False |
38 |
| 40 |
1.0255 |
0.9908 |
0.0347 |
3.4% |
0.0022 |
0.2% |
95% |
False |
False |
30 |
| 60 |
1.0255 |
0.9740 |
0.0515 |
5.0% |
0.0022 |
0.2% |
97% |
False |
False |
33 |
| 80 |
1.0255 |
0.9664 |
0.0591 |
5.8% |
0.0020 |
0.2% |
97% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0352 |
|
2.618 |
1.0308 |
|
1.618 |
1.0281 |
|
1.000 |
1.0264 |
|
0.618 |
1.0254 |
|
HIGH |
1.0237 |
|
0.618 |
1.0227 |
|
0.500 |
1.0224 |
|
0.382 |
1.0220 |
|
LOW |
1.0210 |
|
0.618 |
1.0193 |
|
1.000 |
1.0183 |
|
1.618 |
1.0166 |
|
2.618 |
1.0139 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0233 |
1.0235 |
| PP |
1.0228 |
1.0232 |
| S1 |
1.0224 |
1.0229 |
|