CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0038 |
1.0114 |
0.0076 |
0.8% |
1.0125 |
| High |
1.0135 |
1.0150 |
0.0015 |
0.1% |
1.0137 |
| Low |
1.0008 |
1.0093 |
0.0085 |
0.8% |
1.0006 |
| Close |
1.0121 |
1.0101 |
-0.0020 |
-0.2% |
1.0121 |
| Range |
0.0127 |
0.0057 |
-0.0070 |
-55.1% |
0.0131 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
84,990 |
55,864 |
-29,126 |
-34.3% |
350,628 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0250 |
1.0132 |
|
| R3 |
1.0229 |
1.0193 |
1.0117 |
|
| R2 |
1.0172 |
1.0172 |
1.0111 |
|
| R1 |
1.0136 |
1.0136 |
1.0106 |
1.0126 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0109 |
| S1 |
1.0079 |
1.0079 |
1.0096 |
1.0069 |
| S2 |
1.0058 |
1.0058 |
1.0091 |
|
| S3 |
1.0001 |
1.0022 |
1.0085 |
|
| S4 |
0.9944 |
0.9965 |
1.0070 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0432 |
1.0193 |
|
| R3 |
1.0350 |
1.0301 |
1.0157 |
|
| R2 |
1.0219 |
1.0219 |
1.0145 |
|
| R1 |
1.0170 |
1.0170 |
1.0133 |
1.0129 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0068 |
| S1 |
1.0039 |
1.0039 |
1.0109 |
0.9998 |
| S2 |
0.9957 |
0.9957 |
1.0097 |
|
| S3 |
0.9826 |
0.9908 |
1.0085 |
|
| S4 |
0.9695 |
0.9777 |
1.0049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0150 |
1.0006 |
0.0144 |
1.4% |
0.0078 |
0.8% |
66% |
True |
False |
70,236 |
| 10 |
1.0163 |
0.9983 |
0.0180 |
1.8% |
0.0081 |
0.8% |
66% |
False |
False |
72,691 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0081 |
0.8% |
73% |
False |
False |
73,549 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
3.9% |
0.0080 |
0.8% |
84% |
False |
False |
66,078 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0082 |
0.8% |
87% |
False |
False |
51,657 |
| 80 |
1.0163 |
0.9640 |
0.0523 |
5.2% |
0.0084 |
0.8% |
88% |
False |
False |
38,844 |
| 100 |
1.0163 |
0.9600 |
0.0563 |
5.6% |
0.0086 |
0.9% |
89% |
False |
False |
31,118 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.2% |
0.0084 |
0.8% |
92% |
False |
False |
25,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0392 |
|
2.618 |
1.0299 |
|
1.618 |
1.0242 |
|
1.000 |
1.0207 |
|
0.618 |
1.0185 |
|
HIGH |
1.0150 |
|
0.618 |
1.0128 |
|
0.500 |
1.0122 |
|
0.382 |
1.0115 |
|
LOW |
1.0093 |
|
0.618 |
1.0058 |
|
1.000 |
1.0036 |
|
1.618 |
1.0001 |
|
2.618 |
0.9944 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0093 |
| PP |
1.0115 |
1.0086 |
| S1 |
1.0108 |
1.0078 |
|