CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0173 |
0.0068 |
0.7% |
1.0143 |
| High |
1.0196 |
1.0229 |
0.0033 |
0.3% |
1.0229 |
| Low |
1.0094 |
1.0170 |
0.0076 |
0.8% |
1.0036 |
| Close |
1.0164 |
1.0221 |
0.0057 |
0.6% |
1.0221 |
| Range |
0.0102 |
0.0059 |
-0.0043 |
-42.2% |
0.0193 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
103,310 |
62,504 |
-40,806 |
-39.5% |
267,205 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0361 |
1.0253 |
|
| R3 |
1.0325 |
1.0302 |
1.0237 |
|
| R2 |
1.0266 |
1.0266 |
1.0232 |
|
| R1 |
1.0243 |
1.0243 |
1.0226 |
1.0255 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0212 |
| S1 |
1.0184 |
1.0184 |
1.0216 |
1.0196 |
| S2 |
1.0148 |
1.0148 |
1.0210 |
|
| S3 |
1.0089 |
1.0125 |
1.0205 |
|
| S4 |
1.0030 |
1.0066 |
1.0189 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0674 |
1.0327 |
|
| R3 |
1.0548 |
1.0481 |
1.0274 |
|
| R2 |
1.0355 |
1.0355 |
1.0256 |
|
| R1 |
1.0288 |
1.0288 |
1.0239 |
1.0322 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0179 |
| S1 |
1.0095 |
1.0095 |
1.0203 |
1.0129 |
| S2 |
0.9969 |
0.9969 |
1.0186 |
|
| S3 |
0.9776 |
0.9902 |
1.0168 |
|
| S4 |
0.9583 |
0.9709 |
1.0115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0229 |
1.0036 |
0.0193 |
1.9% |
0.0085 |
0.8% |
96% |
True |
False |
67,882 |
| 10 |
1.0229 |
1.0008 |
0.0221 |
2.2% |
0.0076 |
0.7% |
96% |
True |
False |
65,423 |
| 20 |
1.0229 |
0.9932 |
0.0297 |
2.9% |
0.0078 |
0.8% |
97% |
True |
False |
70,424 |
| 40 |
1.0229 |
0.9932 |
0.0297 |
2.9% |
0.0077 |
0.8% |
97% |
True |
False |
68,331 |
| 60 |
1.0229 |
0.9716 |
0.0513 |
5.0% |
0.0079 |
0.8% |
98% |
True |
False |
60,097 |
| 80 |
1.0229 |
0.9701 |
0.0528 |
5.2% |
0.0083 |
0.8% |
98% |
True |
False |
45,221 |
| 100 |
1.0229 |
0.9605 |
0.0624 |
6.1% |
0.0085 |
0.8% |
99% |
True |
False |
36,240 |
| 120 |
1.0229 |
0.9500 |
0.0729 |
7.1% |
0.0085 |
0.8% |
99% |
True |
False |
30,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0480 |
|
2.618 |
1.0383 |
|
1.618 |
1.0324 |
|
1.000 |
1.0288 |
|
0.618 |
1.0265 |
|
HIGH |
1.0229 |
|
0.618 |
1.0206 |
|
0.500 |
1.0200 |
|
0.382 |
1.0193 |
|
LOW |
1.0170 |
|
0.618 |
1.0134 |
|
1.000 |
1.0111 |
|
1.618 |
1.0075 |
|
2.618 |
1.0016 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0192 |
| PP |
1.0207 |
1.0162 |
| S1 |
1.0200 |
1.0133 |
|