CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0099 |
-0.0003 |
0.0% |
1.0125 |
| High |
1.0145 |
1.0151 |
0.0006 |
0.1% |
1.0137 |
| Low |
1.0091 |
1.0096 |
0.0005 |
0.0% |
1.0006 |
| Close |
1.0106 |
1.0142 |
0.0036 |
0.4% |
1.0121 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0131 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
54,506 |
60,650 |
6,144 |
11.3% |
350,628 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0273 |
1.0172 |
|
| R3 |
1.0240 |
1.0218 |
1.0157 |
|
| R2 |
1.0185 |
1.0185 |
1.0152 |
|
| R1 |
1.0163 |
1.0163 |
1.0147 |
1.0174 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0135 |
| S1 |
1.0108 |
1.0108 |
1.0137 |
1.0119 |
| S2 |
1.0075 |
1.0075 |
1.0132 |
|
| S3 |
1.0020 |
1.0053 |
1.0127 |
|
| S4 |
0.9965 |
0.9998 |
1.0112 |
|
|
| 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 |
1.0151 |
1.0006 |
0.0145 |
1.4% |
0.0069 |
0.7% |
94% |
True |
False |
64,161 |
| 10 |
1.0163 |
1.0006 |
0.0157 |
1.5% |
0.0074 |
0.7% |
87% |
False |
False |
68,664 |
| 20 |
1.0163 |
0.9932 |
0.0231 |
2.3% |
0.0077 |
0.8% |
91% |
False |
False |
71,684 |
| 40 |
1.0163 |
0.9766 |
0.0397 |
3.9% |
0.0077 |
0.8% |
95% |
False |
False |
65,310 |
| 60 |
1.0163 |
0.9701 |
0.0462 |
4.6% |
0.0082 |
0.8% |
95% |
False |
False |
53,563 |
| 80 |
1.0163 |
0.9640 |
0.0523 |
5.2% |
0.0083 |
0.8% |
96% |
False |
False |
40,271 |
| 100 |
1.0163 |
0.9605 |
0.0558 |
5.5% |
0.0085 |
0.8% |
96% |
False |
False |
32,266 |
| 120 |
1.0163 |
0.9338 |
0.0825 |
8.1% |
0.0084 |
0.8% |
97% |
False |
False |
26,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0295 |
|
1.618 |
1.0240 |
|
1.000 |
1.0206 |
|
0.618 |
1.0185 |
|
HIGH |
1.0151 |
|
0.618 |
1.0130 |
|
0.500 |
1.0124 |
|
0.382 |
1.0117 |
|
LOW |
1.0096 |
|
0.618 |
1.0062 |
|
1.000 |
1.0041 |
|
1.618 |
1.0007 |
|
2.618 |
0.9952 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0135 |
| PP |
1.0130 |
1.0128 |
| S1 |
1.0124 |
1.0121 |
|