CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0195 |
1.0244 |
0.0049 |
0.5% |
1.0262 |
| High |
1.0255 |
1.0244 |
-0.0011 |
-0.1% |
1.0285 |
| Low |
1.0160 |
1.0200 |
0.0040 |
0.4% |
1.0160 |
| Close |
1.0233 |
1.0212 |
-0.0021 |
-0.2% |
1.0233 |
| Range |
0.0095 |
0.0044 |
-0.0051 |
-53.7% |
0.0125 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
275 |
102 |
-173 |
-62.9% |
855 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0325 |
1.0236 |
|
| R3 |
1.0307 |
1.0281 |
1.0224 |
|
| R2 |
1.0263 |
1.0263 |
1.0220 |
|
| R1 |
1.0237 |
1.0237 |
1.0216 |
1.0228 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0214 |
| S1 |
1.0193 |
1.0193 |
1.0208 |
1.0184 |
| S2 |
1.0175 |
1.0175 |
1.0204 |
|
| S3 |
1.0131 |
1.0149 |
1.0200 |
|
| S4 |
1.0087 |
1.0105 |
1.0188 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0601 |
1.0542 |
1.0302 |
|
| R3 |
1.0476 |
1.0417 |
1.0267 |
|
| R2 |
1.0351 |
1.0351 |
1.0256 |
|
| R1 |
1.0292 |
1.0292 |
1.0244 |
1.0259 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0210 |
| S1 |
1.0167 |
1.0167 |
1.0222 |
1.0134 |
| S2 |
1.0101 |
1.0101 |
1.0210 |
|
| S3 |
0.9976 |
1.0042 |
1.0199 |
|
| S4 |
0.9851 |
0.9917 |
1.0164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0285 |
1.0160 |
0.0125 |
1.2% |
0.0056 |
0.6% |
42% |
False |
False |
171 |
| 10 |
1.0285 |
1.0160 |
0.0125 |
1.2% |
0.0048 |
0.5% |
42% |
False |
False |
123 |
| 20 |
1.0285 |
1.0017 |
0.0268 |
2.6% |
0.0037 |
0.4% |
73% |
False |
False |
72 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0029 |
0.3% |
81% |
False |
False |
52 |
| 60 |
1.0285 |
0.9740 |
0.0545 |
5.3% |
0.0024 |
0.2% |
87% |
False |
False |
39 |
| 80 |
1.0285 |
0.9664 |
0.0621 |
6.1% |
0.0023 |
0.2% |
88% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0431 |
|
2.618 |
1.0359 |
|
1.618 |
1.0315 |
|
1.000 |
1.0288 |
|
0.618 |
1.0271 |
|
HIGH |
1.0244 |
|
0.618 |
1.0227 |
|
0.500 |
1.0222 |
|
0.382 |
1.0217 |
|
LOW |
1.0200 |
|
0.618 |
1.0173 |
|
1.000 |
1.0156 |
|
1.618 |
1.0129 |
|
2.618 |
1.0085 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0222 |
1.0215 |
| PP |
1.0219 |
1.0214 |
| S1 |
1.0215 |
1.0213 |
|