CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0135 |
1.0171 |
0.0036 |
0.4% |
1.0244 |
| High |
1.0165 |
1.0232 |
0.0067 |
0.7% |
1.0244 |
| Low |
1.0121 |
1.0171 |
0.0050 |
0.5% |
0.9985 |
| Close |
1.0156 |
1.0199 |
0.0043 |
0.4% |
1.0099 |
| Range |
0.0044 |
0.0061 |
0.0017 |
38.6% |
0.0259 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
98 |
69 |
-29 |
-29.6% |
882 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0352 |
1.0233 |
|
| R3 |
1.0323 |
1.0291 |
1.0216 |
|
| R2 |
1.0262 |
1.0262 |
1.0210 |
|
| R1 |
1.0230 |
1.0230 |
1.0205 |
1.0246 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0209 |
| S1 |
1.0169 |
1.0169 |
1.0193 |
1.0185 |
| S2 |
1.0140 |
1.0140 |
1.0188 |
|
| S3 |
1.0079 |
1.0108 |
1.0182 |
|
| S4 |
1.0018 |
1.0047 |
1.0165 |
|
|
| 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 |
1.0232 |
1.0100 |
0.0132 |
1.3% |
0.0058 |
0.6% |
75% |
True |
False |
78 |
| 10 |
1.0255 |
0.9985 |
0.0270 |
2.6% |
0.0087 |
0.9% |
79% |
False |
False |
145 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
2.9% |
0.0063 |
0.6% |
71% |
False |
False |
117 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0044 |
0.4% |
77% |
False |
False |
72 |
| 60 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0034 |
0.3% |
77% |
False |
False |
55 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.0% |
0.0031 |
0.3% |
86% |
False |
False |
51 |
| 100 |
1.0285 |
0.9664 |
0.0621 |
6.1% |
0.0027 |
0.3% |
86% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0392 |
|
1.618 |
1.0331 |
|
1.000 |
1.0293 |
|
0.618 |
1.0270 |
|
HIGH |
1.0232 |
|
0.618 |
1.0209 |
|
0.500 |
1.0202 |
|
0.382 |
1.0194 |
|
LOW |
1.0171 |
|
0.618 |
1.0133 |
|
1.000 |
1.0110 |
|
1.618 |
1.0072 |
|
2.618 |
1.0011 |
|
4.250 |
0.9912 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0192 |
| PP |
1.0201 |
1.0184 |
| S1 |
1.0200 |
1.0177 |
|