CME Canadian Dollar Future September 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 |
1.0248 |
1.0269 |
0.0021 |
0.2% |
1.0200 |
| High |
1.0285 |
1.0269 |
-0.0016 |
-0.2% |
1.0263 |
| Low |
1.0240 |
1.0193 |
-0.0047 |
-0.5% |
1.0200 |
| Close |
1.0274 |
1.0206 |
-0.0068 |
-0.7% |
1.0234 |
| Range |
0.0045 |
0.0076 |
0.0031 |
68.9% |
0.0063 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
6.5% |
0.0000 |
| Volume |
171 |
145 |
-26 |
-15.2% |
298 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0404 |
1.0248 |
|
| R3 |
1.0375 |
1.0328 |
1.0227 |
|
| R2 |
1.0299 |
1.0299 |
1.0220 |
|
| R1 |
1.0252 |
1.0252 |
1.0213 |
1.0238 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0215 |
| S1 |
1.0176 |
1.0176 |
1.0199 |
1.0162 |
| S2 |
1.0147 |
1.0147 |
1.0192 |
|
| S3 |
1.0071 |
1.0100 |
1.0185 |
|
| S4 |
0.9995 |
1.0024 |
1.0164 |
|
|
| 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 |
1.0285 |
1.0193 |
0.0092 |
0.9% |
0.0044 |
0.4% |
14% |
False |
True |
119 |
| 10 |
1.0285 |
1.0152 |
0.0133 |
1.3% |
0.0039 |
0.4% |
41% |
False |
False |
89 |
| 20 |
1.0285 |
0.9990 |
0.0295 |
2.9% |
0.0033 |
0.3% |
73% |
False |
False |
55 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0026 |
0.3% |
79% |
False |
False |
43 |
| 60 |
1.0285 |
0.9740 |
0.0545 |
5.3% |
0.0023 |
0.2% |
86% |
False |
False |
35 |
| 80 |
1.0285 |
0.9664 |
0.0621 |
6.1% |
0.0021 |
0.2% |
87% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0468 |
|
1.618 |
1.0392 |
|
1.000 |
1.0345 |
|
0.618 |
1.0316 |
|
HIGH |
1.0269 |
|
0.618 |
1.0240 |
|
0.500 |
1.0231 |
|
0.382 |
1.0222 |
|
LOW |
1.0193 |
|
0.618 |
1.0146 |
|
1.000 |
1.0117 |
|
1.618 |
1.0070 |
|
2.618 |
0.9994 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0239 |
| PP |
1.0223 |
1.0228 |
| S1 |
1.0214 |
1.0217 |
|