CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0294 |
0.0073 |
0.7% |
1.0143 |
| High |
1.0296 |
1.0324 |
0.0028 |
0.3% |
1.0229 |
| Low |
1.0213 |
1.0248 |
0.0035 |
0.3% |
1.0036 |
| Close |
1.0294 |
1.0256 |
-0.0038 |
-0.4% |
1.0221 |
| Range |
0.0083 |
0.0076 |
-0.0007 |
-8.4% |
0.0193 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
79,481 |
86,365 |
6,884 |
8.7% |
267,205 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0456 |
1.0298 |
|
| R3 |
1.0428 |
1.0380 |
1.0277 |
|
| R2 |
1.0352 |
1.0352 |
1.0270 |
|
| R1 |
1.0304 |
1.0304 |
1.0263 |
1.0290 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0269 |
| S1 |
1.0228 |
1.0228 |
1.0249 |
1.0214 |
| S2 |
1.0200 |
1.0200 |
1.0242 |
|
| S3 |
1.0124 |
1.0152 |
1.0235 |
|
| S4 |
1.0048 |
1.0076 |
1.0214 |
|
|
| 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 |
1.0324 |
1.0036 |
0.0288 |
2.8% |
0.0085 |
0.8% |
76% |
True |
False |
86,610 |
| 10 |
1.0324 |
1.0036 |
0.0288 |
2.8% |
0.0074 |
0.7% |
76% |
True |
False |
67,922 |
| 20 |
1.0324 |
0.9983 |
0.0341 |
3.3% |
0.0077 |
0.8% |
80% |
True |
False |
70,307 |
| 40 |
1.0324 |
0.9932 |
0.0392 |
3.8% |
0.0078 |
0.8% |
83% |
True |
False |
70,923 |
| 60 |
1.0324 |
0.9766 |
0.0558 |
5.4% |
0.0077 |
0.8% |
88% |
True |
False |
62,745 |
| 80 |
1.0324 |
0.9701 |
0.0623 |
6.1% |
0.0083 |
0.8% |
89% |
True |
False |
47,289 |
| 100 |
1.0324 |
0.9605 |
0.0719 |
7.0% |
0.0085 |
0.8% |
91% |
True |
False |
37,891 |
| 120 |
1.0324 |
0.9600 |
0.0724 |
7.1% |
0.0084 |
0.8% |
91% |
True |
False |
31,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0523 |
|
1.618 |
1.0447 |
|
1.000 |
1.0400 |
|
0.618 |
1.0371 |
|
HIGH |
1.0324 |
|
0.618 |
1.0295 |
|
0.500 |
1.0286 |
|
0.382 |
1.0277 |
|
LOW |
1.0248 |
|
0.618 |
1.0201 |
|
1.000 |
1.0172 |
|
1.618 |
1.0125 |
|
2.618 |
1.0049 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0253 |
| PP |
1.0276 |
1.0250 |
| S1 |
1.0266 |
1.0247 |
|