CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0099 |
1.0139 |
0.0040 |
0.4% |
1.0125 |
| High |
1.0151 |
1.0182 |
0.0031 |
0.3% |
1.0137 |
| Low |
1.0096 |
1.0138 |
0.0042 |
0.4% |
1.0006 |
| Close |
1.0142 |
1.0151 |
0.0009 |
0.1% |
1.0121 |
| Range |
0.0055 |
0.0044 |
-0.0011 |
-20.0% |
0.0131 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
60,650 |
58,813 |
-1,837 |
-3.0% |
350,628 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0289 |
1.0264 |
1.0175 |
|
| R3 |
1.0245 |
1.0220 |
1.0163 |
|
| R2 |
1.0201 |
1.0201 |
1.0159 |
|
| R1 |
1.0176 |
1.0176 |
1.0155 |
1.0189 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0163 |
| S1 |
1.0132 |
1.0132 |
1.0147 |
1.0145 |
| S2 |
1.0113 |
1.0113 |
1.0143 |
|
| S3 |
1.0069 |
1.0088 |
1.0139 |
|
| S4 |
1.0025 |
1.0044 |
1.0127 |
|
|
| 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 |
1.0182 |
1.0008 |
0.0174 |
1.7% |
0.0067 |
0.7% |
82% |
True |
False |
62,964 |
| 10 |
1.0182 |
1.0006 |
0.0176 |
1.7% |
0.0073 |
0.7% |
82% |
True |
False |
68,212 |
| 20 |
1.0182 |
0.9932 |
0.0250 |
2.5% |
0.0075 |
0.7% |
88% |
True |
False |
69,812 |
| 40 |
1.0182 |
0.9799 |
0.0383 |
3.8% |
0.0077 |
0.8% |
92% |
True |
False |
65,553 |
| 60 |
1.0182 |
0.9701 |
0.0481 |
4.7% |
0.0081 |
0.8% |
94% |
True |
False |
54,539 |
| 80 |
1.0182 |
0.9640 |
0.0542 |
5.3% |
0.0082 |
0.8% |
94% |
True |
False |
41,005 |
| 100 |
1.0182 |
0.9605 |
0.0577 |
5.7% |
0.0085 |
0.8% |
95% |
True |
False |
32,853 |
| 120 |
1.0182 |
0.9338 |
0.0844 |
8.3% |
0.0084 |
0.8% |
96% |
True |
False |
27,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0369 |
|
2.618 |
1.0297 |
|
1.618 |
1.0253 |
|
1.000 |
1.0226 |
|
0.618 |
1.0209 |
|
HIGH |
1.0182 |
|
0.618 |
1.0165 |
|
0.500 |
1.0160 |
|
0.382 |
1.0155 |
|
LOW |
1.0138 |
|
0.618 |
1.0111 |
|
1.000 |
1.0094 |
|
1.618 |
1.0067 |
|
2.618 |
1.0023 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0146 |
| PP |
1.0157 |
1.0141 |
| S1 |
1.0154 |
1.0137 |
|