CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0232 |
0.0017 |
0.2% |
1.0200 |
| High |
1.0237 |
1.0263 |
0.0026 |
0.3% |
1.0263 |
| Low |
1.0210 |
1.0231 |
0.0021 |
0.2% |
1.0200 |
| Close |
1.0238 |
1.0234 |
-0.0004 |
0.0% |
1.0234 |
| Range |
0.0027 |
0.0032 |
0.0005 |
18.5% |
0.0063 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
78 |
18 |
-60 |
-76.9% |
298 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0318 |
1.0252 |
|
| R3 |
1.0307 |
1.0286 |
1.0243 |
|
| R2 |
1.0275 |
1.0275 |
1.0240 |
|
| R1 |
1.0254 |
1.0254 |
1.0237 |
1.0265 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0248 |
| S1 |
1.0222 |
1.0222 |
1.0231 |
1.0233 |
| S2 |
1.0211 |
1.0211 |
1.0228 |
|
| S3 |
1.0179 |
1.0190 |
1.0225 |
|
| S4 |
1.0147 |
1.0158 |
1.0216 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0391 |
1.0269 |
|
| R3 |
1.0358 |
1.0328 |
1.0251 |
|
| R2 |
1.0295 |
1.0295 |
1.0246 |
|
| R1 |
1.0265 |
1.0265 |
1.0240 |
1.0280 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0240 |
| S1 |
1.0202 |
1.0202 |
1.0228 |
1.0217 |
| S2 |
1.0169 |
1.0169 |
1.0222 |
|
| S3 |
1.0106 |
1.0139 |
1.0217 |
|
| S4 |
1.0043 |
1.0076 |
1.0199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0263 |
1.0200 |
0.0063 |
0.6% |
0.0038 |
0.4% |
54% |
True |
False |
59 |
| 10 |
1.0263 |
1.0017 |
0.0246 |
2.4% |
0.0034 |
0.3% |
88% |
True |
False |
43 |
| 20 |
1.0263 |
0.9981 |
0.0282 |
2.8% |
0.0031 |
0.3% |
90% |
True |
False |
36 |
| 40 |
1.0263 |
0.9908 |
0.0355 |
3.5% |
0.0022 |
0.2% |
92% |
True |
False |
30 |
| 60 |
1.0263 |
0.9740 |
0.0523 |
5.1% |
0.0021 |
0.2% |
94% |
True |
False |
32 |
| 80 |
1.0263 |
0.9664 |
0.0599 |
5.9% |
0.0020 |
0.2% |
95% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0399 |
|
2.618 |
1.0347 |
|
1.618 |
1.0315 |
|
1.000 |
1.0295 |
|
0.618 |
1.0283 |
|
HIGH |
1.0263 |
|
0.618 |
1.0251 |
|
0.500 |
1.0247 |
|
0.382 |
1.0243 |
|
LOW |
1.0231 |
|
0.618 |
1.0211 |
|
1.000 |
1.0199 |
|
1.618 |
1.0179 |
|
2.618 |
1.0147 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0247 |
1.0237 |
| PP |
1.0243 |
1.0236 |
| S1 |
1.0238 |
1.0235 |
|