CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0198 |
0.0011 |
0.1% |
1.0140 |
| High |
1.0218 |
1.0213 |
-0.0005 |
0.0% |
1.0232 |
| Low |
1.0185 |
1.0198 |
0.0013 |
0.1% |
1.0121 |
| Close |
1.0204 |
1.0212 |
0.0008 |
0.1% |
1.0150 |
| Range |
0.0033 |
0.0015 |
-0.0018 |
-54.5% |
0.0111 |
| ATR |
0.0070 |
0.0066 |
-0.0004 |
-5.6% |
0.0000 |
| Volume |
102 |
60 |
-42 |
-41.2% |
415 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0247 |
1.0220 |
|
| R3 |
1.0238 |
1.0232 |
1.0216 |
|
| R2 |
1.0223 |
1.0223 |
1.0215 |
|
| R1 |
1.0217 |
1.0217 |
1.0213 |
1.0220 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0209 |
| S1 |
1.0202 |
1.0202 |
1.0211 |
1.0205 |
| S2 |
1.0193 |
1.0193 |
1.0209 |
|
| S3 |
1.0178 |
1.0187 |
1.0208 |
|
| S4 |
1.0163 |
1.0172 |
1.0204 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0436 |
1.0211 |
|
| R3 |
1.0390 |
1.0325 |
1.0181 |
|
| R2 |
1.0279 |
1.0279 |
1.0170 |
|
| R1 |
1.0214 |
1.0214 |
1.0160 |
1.0247 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0184 |
| S1 |
1.0103 |
1.0103 |
1.0140 |
1.0136 |
| S2 |
1.0057 |
1.0057 |
1.0130 |
|
| S3 |
0.9946 |
0.9992 |
1.0119 |
|
| S4 |
0.9835 |
0.9881 |
1.0089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0232 |
1.0121 |
0.0111 |
1.1% |
0.0045 |
0.4% |
82% |
False |
False |
89 |
| 10 |
1.0232 |
0.9993 |
0.0239 |
2.3% |
0.0066 |
0.6% |
92% |
False |
False |
133 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
2.9% |
0.0064 |
0.6% |
76% |
False |
False |
127 |
| 40 |
1.0285 |
0.9981 |
0.0304 |
3.0% |
0.0046 |
0.5% |
76% |
False |
False |
79 |
| 60 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0035 |
0.3% |
81% |
False |
False |
59 |
| 80 |
1.0285 |
0.9740 |
0.0545 |
5.3% |
0.0032 |
0.3% |
87% |
False |
False |
54 |
| 100 |
1.0285 |
0.9664 |
0.0621 |
6.1% |
0.0028 |
0.3% |
88% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0252 |
|
1.618 |
1.0237 |
|
1.000 |
1.0228 |
|
0.618 |
1.0222 |
|
HIGH |
1.0213 |
|
0.618 |
1.0207 |
|
0.500 |
1.0206 |
|
0.382 |
1.0204 |
|
LOW |
1.0198 |
|
0.618 |
1.0189 |
|
1.000 |
1.0183 |
|
1.618 |
1.0174 |
|
2.618 |
1.0159 |
|
4.250 |
1.0134 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0201 |
| PP |
1.0208 |
1.0189 |
| S1 |
1.0206 |
1.0178 |
|