CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0173 |
1.0221 |
0.0048 |
0.5% |
1.0143 |
| High |
1.0229 |
1.0296 |
0.0067 |
0.7% |
1.0229 |
| Low |
1.0170 |
1.0213 |
0.0043 |
0.4% |
1.0036 |
| Close |
1.0221 |
1.0294 |
0.0073 |
0.7% |
1.0221 |
| Range |
0.0059 |
0.0083 |
0.0024 |
40.7% |
0.0193 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.5% |
0.0000 |
| Volume |
62,504 |
79,481 |
16,977 |
27.2% |
267,205 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0488 |
1.0340 |
|
| R3 |
1.0434 |
1.0405 |
1.0317 |
|
| R2 |
1.0351 |
1.0351 |
1.0309 |
|
| R1 |
1.0322 |
1.0322 |
1.0302 |
1.0337 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0275 |
| S1 |
1.0239 |
1.0239 |
1.0286 |
1.0254 |
| S2 |
1.0185 |
1.0185 |
1.0279 |
|
| S3 |
1.0102 |
1.0156 |
1.0271 |
|
| S4 |
1.0019 |
1.0073 |
1.0248 |
|
|
| 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 |
1.0296 |
1.0036 |
0.0260 |
2.5% |
0.0090 |
0.9% |
99% |
True |
False |
69,337 |
| 10 |
1.0296 |
1.0036 |
0.0260 |
2.5% |
0.0072 |
0.7% |
99% |
True |
False |
64,872 |
| 20 |
1.0296 |
0.9932 |
0.0364 |
3.5% |
0.0078 |
0.8% |
99% |
True |
False |
70,254 |
| 40 |
1.0296 |
0.9932 |
0.0364 |
3.5% |
0.0079 |
0.8% |
99% |
True |
False |
69,488 |
| 60 |
1.0296 |
0.9766 |
0.0530 |
5.1% |
0.0079 |
0.8% |
100% |
True |
False |
61,360 |
| 80 |
1.0296 |
0.9701 |
0.0595 |
5.8% |
0.0083 |
0.8% |
100% |
True |
False |
46,213 |
| 100 |
1.0296 |
0.9605 |
0.0691 |
6.7% |
0.0085 |
0.8% |
100% |
True |
False |
37,032 |
| 120 |
1.0296 |
0.9500 |
0.0796 |
7.7% |
0.0084 |
0.8% |
100% |
True |
False |
30,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0513 |
|
1.618 |
1.0430 |
|
1.000 |
1.0379 |
|
0.618 |
1.0347 |
|
HIGH |
1.0296 |
|
0.618 |
1.0264 |
|
0.500 |
1.0255 |
|
0.382 |
1.0245 |
|
LOW |
1.0213 |
|
0.618 |
1.0162 |
|
1.000 |
1.0130 |
|
1.618 |
1.0079 |
|
2.618 |
0.9996 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0281 |
1.0261 |
| PP |
1.0268 |
1.0228 |
| S1 |
1.0255 |
1.0195 |
|