CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0148 |
0.0009 |
0.1% |
1.0114 |
| High |
1.0182 |
1.0181 |
-0.0001 |
0.0% |
1.0182 |
| Low |
1.0138 |
1.0122 |
-0.0016 |
-0.2% |
1.0091 |
| Close |
1.0151 |
1.0130 |
-0.0021 |
-0.2% |
1.0130 |
| Range |
0.0044 |
0.0059 |
0.0015 |
34.1% |
0.0091 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
58,813 |
72,208 |
13,395 |
22.8% |
302,041 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0285 |
1.0162 |
|
| R3 |
1.0262 |
1.0226 |
1.0146 |
|
| R2 |
1.0203 |
1.0203 |
1.0141 |
|
| R1 |
1.0167 |
1.0167 |
1.0135 |
1.0156 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0139 |
| S1 |
1.0108 |
1.0108 |
1.0125 |
1.0097 |
| S2 |
1.0085 |
1.0085 |
1.0119 |
|
| S3 |
1.0026 |
1.0049 |
1.0114 |
|
| S4 |
0.9967 |
0.9990 |
1.0098 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0360 |
1.0180 |
|
| R3 |
1.0316 |
1.0269 |
1.0155 |
|
| R2 |
1.0225 |
1.0225 |
1.0147 |
|
| R1 |
1.0178 |
1.0178 |
1.0138 |
1.0202 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0146 |
| S1 |
1.0087 |
1.0087 |
1.0122 |
1.0111 |
| S2 |
1.0043 |
1.0043 |
1.0113 |
|
| S3 |
0.9952 |
0.9996 |
1.0105 |
|
| S4 |
0.9861 |
0.9905 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0182 |
1.0091 |
0.0091 |
0.9% |
0.0054 |
0.5% |
43% |
False |
False |
60,408 |
| 10 |
1.0182 |
1.0006 |
0.0176 |
1.7% |
0.0066 |
0.7% |
70% |
False |
False |
65,266 |
| 20 |
1.0182 |
0.9932 |
0.0250 |
2.5% |
0.0074 |
0.7% |
79% |
False |
False |
70,135 |
| 40 |
1.0182 |
0.9821 |
0.0361 |
3.6% |
0.0076 |
0.8% |
86% |
False |
False |
66,259 |
| 60 |
1.0182 |
0.9701 |
0.0481 |
4.7% |
0.0081 |
0.8% |
89% |
False |
False |
55,714 |
| 80 |
1.0182 |
0.9640 |
0.0542 |
5.4% |
0.0082 |
0.8% |
90% |
False |
False |
41,906 |
| 100 |
1.0182 |
0.9605 |
0.0577 |
5.7% |
0.0085 |
0.8% |
91% |
False |
False |
33,573 |
| 120 |
1.0182 |
0.9338 |
0.0844 |
8.3% |
0.0084 |
0.8% |
94% |
False |
False |
28,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0432 |
|
2.618 |
1.0335 |
|
1.618 |
1.0276 |
|
1.000 |
1.0240 |
|
0.618 |
1.0217 |
|
HIGH |
1.0181 |
|
0.618 |
1.0158 |
|
0.500 |
1.0152 |
|
0.382 |
1.0145 |
|
LOW |
1.0122 |
|
0.618 |
1.0086 |
|
1.000 |
1.0063 |
|
1.618 |
1.0027 |
|
2.618 |
0.9968 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0139 |
| PP |
1.0144 |
1.0136 |
| S1 |
1.0137 |
1.0133 |
|