CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0135 |
-0.0077 |
-0.8% |
1.0244 |
| High |
1.0212 |
1.0165 |
-0.0047 |
-0.5% |
1.0244 |
| Low |
1.0150 |
1.0121 |
-0.0029 |
-0.3% |
0.9985 |
| Close |
1.0168 |
1.0156 |
-0.0012 |
-0.1% |
1.0099 |
| Range |
0.0062 |
0.0044 |
-0.0018 |
-29.0% |
0.0259 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
60 |
98 |
38 |
63.3% |
882 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0262 |
1.0180 |
|
| R3 |
1.0235 |
1.0218 |
1.0168 |
|
| R2 |
1.0191 |
1.0191 |
1.0164 |
|
| R1 |
1.0174 |
1.0174 |
1.0160 |
1.0183 |
| PP |
1.0147 |
1.0147 |
1.0147 |
1.0152 |
| S1 |
1.0130 |
1.0130 |
1.0152 |
1.0139 |
| S2 |
1.0103 |
1.0103 |
1.0148 |
|
| S3 |
1.0059 |
1.0086 |
1.0144 |
|
| S4 |
1.0015 |
1.0042 |
1.0132 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0752 |
1.0241 |
|
| R3 |
1.0627 |
1.0493 |
1.0170 |
|
| R2 |
1.0368 |
1.0368 |
1.0146 |
|
| R1 |
1.0234 |
1.0234 |
1.0123 |
1.0172 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0078 |
| S1 |
0.9975 |
0.9975 |
1.0075 |
0.9913 |
| S2 |
0.9850 |
0.9850 |
1.0052 |
|
| S3 |
0.9591 |
0.9716 |
1.0028 |
|
| S4 |
0.9332 |
0.9457 |
0.9957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0212 |
1.0035 |
0.0177 |
1.7% |
0.0064 |
0.6% |
68% |
False |
False |
99 |
| 10 |
1.0269 |
0.9985 |
0.0284 |
2.8% |
0.0088 |
0.9% |
60% |
False |
False |
152 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0061 |
0.6% |
57% |
False |
False |
115 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0043 |
0.4% |
66% |
False |
False |
71 |
| 60 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0033 |
0.3% |
66% |
False |
False |
54 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.0% |
0.0030 |
0.3% |
79% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0352 |
|
2.618 |
1.0280 |
|
1.618 |
1.0236 |
|
1.000 |
1.0209 |
|
0.618 |
1.0192 |
|
HIGH |
1.0165 |
|
0.618 |
1.0148 |
|
0.500 |
1.0143 |
|
0.382 |
1.0138 |
|
LOW |
1.0121 |
|
0.618 |
1.0094 |
|
1.000 |
1.0077 |
|
1.618 |
1.0050 |
|
2.618 |
1.0006 |
|
4.250 |
0.9934 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0167 |
| PP |
1.0147 |
1.0163 |
| S1 |
1.0143 |
1.0160 |
|