CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0114 |
1.0102 |
-0.0012 |
-0.1% |
1.0125 |
| High |
1.0150 |
1.0145 |
-0.0005 |
0.0% |
1.0137 |
| Low |
1.0093 |
1.0091 |
-0.0002 |
0.0% |
1.0006 |
| Close |
1.0101 |
1.0106 |
0.0005 |
0.0% |
1.0121 |
| Range |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0131 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
55,864 |
54,506 |
-1,358 |
-2.4% |
350,628 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0245 |
1.0136 |
|
| R3 |
1.0222 |
1.0191 |
1.0121 |
|
| R2 |
1.0168 |
1.0168 |
1.0116 |
|
| R1 |
1.0137 |
1.0137 |
1.0111 |
1.0153 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0122 |
| S1 |
1.0083 |
1.0083 |
1.0101 |
1.0099 |
| S2 |
1.0060 |
1.0060 |
1.0096 |
|
| S3 |
1.0006 |
1.0029 |
1.0091 |
|
| S4 |
0.9952 |
0.9975 |
1.0076 |
|
|
| 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% |
0.0067 |
0.7% |
69% |
False |
False |
64,736 |
| 10 |
1.0163 |
1.0006 |
0.0157 |
1.6% |
0.0075 |
0.7% |
64% |
False |
False |
69,209 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0078 |
0.8% |
75% |
False |
False |
72,113 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
3.9% |
0.0078 |
0.8% |
86% |
False |
False |
65,374 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0082 |
0.8% |
88% |
False |
False |
52,558 |
| 80 |
1.0163 |
0.9640 |
0.0523 |
5.2% |
0.0083 |
0.8% |
89% |
False |
False |
39,517 |
| 100 |
1.0163 |
0.9605 |
0.0558 |
5.5% |
0.0086 |
0.9% |
90% |
False |
False |
31,661 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.2% |
0.0084 |
0.8% |
93% |
False |
False |
26,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0375 |
|
2.618 |
1.0286 |
|
1.618 |
1.0232 |
|
1.000 |
1.0199 |
|
0.618 |
1.0178 |
|
HIGH |
1.0145 |
|
0.618 |
1.0124 |
|
0.500 |
1.0118 |
|
0.382 |
1.0112 |
|
LOW |
1.0091 |
|
0.618 |
1.0058 |
|
1.000 |
1.0037 |
|
1.618 |
1.0004 |
|
2.618 |
0.9950 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0097 |
| PP |
1.0114 |
1.0088 |
| S1 |
1.0110 |
1.0079 |
|