CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0148 |
1.0143 |
-0.0005 |
0.0% |
1.0114 |
| High |
1.0181 |
1.0177 |
-0.0004 |
0.0% |
1.0182 |
| Low |
1.0122 |
1.0075 |
-0.0047 |
-0.5% |
1.0091 |
| Close |
1.0130 |
1.0088 |
-0.0042 |
-0.4% |
1.0130 |
| Range |
0.0059 |
0.0102 |
0.0043 |
72.9% |
0.0091 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.8% |
0.0000 |
| Volume |
72,208 |
0 |
-72,208 |
-100.0% |
302,041 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0356 |
1.0144 |
|
| R3 |
1.0317 |
1.0254 |
1.0116 |
|
| R2 |
1.0215 |
1.0215 |
1.0107 |
|
| R1 |
1.0152 |
1.0152 |
1.0097 |
1.0133 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0104 |
| S1 |
1.0050 |
1.0050 |
1.0079 |
1.0031 |
| S2 |
1.0011 |
1.0011 |
1.0069 |
|
| S3 |
0.9909 |
0.9948 |
1.0060 |
|
| S4 |
0.9807 |
0.9846 |
1.0032 |
|
|
| 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 |
1.0075 |
0.0107 |
1.1% |
0.0063 |
0.6% |
12% |
False |
True |
49,235 |
| 10 |
1.0182 |
1.0006 |
0.0176 |
1.7% |
0.0071 |
0.7% |
47% |
False |
False |
59,735 |
| 20 |
1.0182 |
0.9932 |
0.0250 |
2.5% |
0.0076 |
0.8% |
62% |
False |
False |
67,789 |
| 40 |
1.0182 |
0.9875 |
0.0307 |
3.0% |
0.0076 |
0.8% |
69% |
False |
False |
65,117 |
| 60 |
1.0182 |
0.9701 |
0.0481 |
4.8% |
0.0081 |
0.8% |
80% |
False |
False |
55,704 |
| 80 |
1.0182 |
0.9700 |
0.0482 |
4.8% |
0.0082 |
0.8% |
80% |
False |
False |
41,903 |
| 100 |
1.0182 |
0.9605 |
0.0577 |
5.7% |
0.0085 |
0.8% |
84% |
False |
False |
33,572 |
| 120 |
1.0182 |
0.9356 |
0.0826 |
8.2% |
0.0084 |
0.8% |
89% |
False |
False |
28,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0444 |
|
1.618 |
1.0342 |
|
1.000 |
1.0279 |
|
0.618 |
1.0240 |
|
HIGH |
1.0177 |
|
0.618 |
1.0138 |
|
0.500 |
1.0126 |
|
0.382 |
1.0114 |
|
LOW |
1.0075 |
|
0.618 |
1.0012 |
|
1.000 |
0.9973 |
|
1.618 |
0.9910 |
|
2.618 |
0.9808 |
|
4.250 |
0.9642 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0129 |
| PP |
1.0113 |
1.0115 |
| S1 |
1.0101 |
1.0102 |
|