CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0244 |
1.0175 |
-0.0069 |
-0.7% |
1.0262 |
| High |
1.0244 |
1.0175 |
-0.0069 |
-0.7% |
1.0285 |
| Low |
1.0200 |
0.9985 |
-0.0215 |
-2.1% |
1.0160 |
| Close |
1.0212 |
1.0139 |
-0.0073 |
-0.7% |
1.0233 |
| Range |
0.0044 |
0.0190 |
0.0146 |
331.8% |
0.0125 |
| ATR |
0.0048 |
0.0061 |
0.0013 |
26.4% |
0.0000 |
| Volume |
102 |
25 |
-77 |
-75.5% |
855 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0594 |
1.0244 |
|
| R3 |
1.0480 |
1.0404 |
1.0191 |
|
| R2 |
1.0290 |
1.0290 |
1.0174 |
|
| R1 |
1.0214 |
1.0214 |
1.0156 |
1.0157 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0071 |
| S1 |
1.0024 |
1.0024 |
1.0122 |
0.9967 |
| S2 |
0.9910 |
0.9910 |
1.0104 |
|
| S3 |
0.9720 |
0.9834 |
1.0087 |
|
| S4 |
0.9530 |
0.9644 |
1.0035 |
|
|
| 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 |
0.9985 |
0.0300 |
3.0% |
0.0090 |
0.9% |
51% |
False |
True |
143 |
| 10 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0062 |
0.6% |
51% |
False |
True |
122 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0045 |
0.4% |
51% |
False |
True |
72 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0034 |
0.3% |
61% |
False |
False |
52 |
| 60 |
1.0285 |
0.9740 |
0.0545 |
5.4% |
0.0027 |
0.3% |
73% |
False |
False |
39 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.0% |
0.0025 |
0.2% |
76% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0983 |
|
2.618 |
1.0672 |
|
1.618 |
1.0482 |
|
1.000 |
1.0365 |
|
0.618 |
1.0292 |
|
HIGH |
1.0175 |
|
0.618 |
1.0102 |
|
0.500 |
1.0080 |
|
0.382 |
1.0058 |
|
LOW |
0.9985 |
|
0.618 |
0.9868 |
|
1.000 |
0.9795 |
|
1.618 |
0.9678 |
|
2.618 |
0.9488 |
|
4.250 |
0.9178 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0119 |
1.0133 |
| PP |
1.0100 |
1.0126 |
| S1 |
1.0080 |
1.0120 |
|