CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0294 |
1.0257 |
-0.0037 |
-0.4% |
1.0143 |
| High |
1.0324 |
1.0298 |
-0.0026 |
-0.3% |
1.0229 |
| Low |
1.0248 |
1.0226 |
-0.0022 |
-0.2% |
1.0036 |
| Close |
1.0256 |
1.0285 |
0.0029 |
0.3% |
1.0221 |
| Range |
0.0076 |
0.0072 |
-0.0004 |
-5.3% |
0.0193 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
86,365 |
67,503 |
-18,862 |
-21.8% |
267,205 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0457 |
1.0325 |
|
| R3 |
1.0414 |
1.0385 |
1.0305 |
|
| R2 |
1.0342 |
1.0342 |
1.0298 |
|
| R1 |
1.0313 |
1.0313 |
1.0292 |
1.0328 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0277 |
| S1 |
1.0241 |
1.0241 |
1.0278 |
1.0256 |
| S2 |
1.0198 |
1.0198 |
1.0272 |
|
| S3 |
1.0126 |
1.0169 |
1.0265 |
|
| S4 |
1.0054 |
1.0097 |
1.0245 |
|
|
| 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 |
1.0094 |
0.0230 |
2.2% |
0.0078 |
0.8% |
83% |
False |
False |
79,832 |
| 10 |
1.0324 |
1.0036 |
0.0288 |
2.8% |
0.0076 |
0.7% |
86% |
False |
False |
69,222 |
| 20 |
1.0324 |
1.0006 |
0.0318 |
3.1% |
0.0075 |
0.7% |
88% |
False |
False |
69,215 |
| 40 |
1.0324 |
0.9932 |
0.0392 |
3.8% |
0.0079 |
0.8% |
90% |
False |
False |
71,417 |
| 60 |
1.0324 |
0.9766 |
0.0558 |
5.4% |
0.0077 |
0.8% |
93% |
False |
False |
63,793 |
| 80 |
1.0324 |
0.9701 |
0.0623 |
6.1% |
0.0083 |
0.8% |
94% |
False |
False |
48,131 |
| 100 |
1.0324 |
0.9605 |
0.0719 |
7.0% |
0.0085 |
0.8% |
95% |
False |
False |
38,564 |
| 120 |
1.0324 |
0.9600 |
0.0724 |
7.0% |
0.0084 |
0.8% |
95% |
False |
False |
32,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0486 |
|
1.618 |
1.0414 |
|
1.000 |
1.0370 |
|
0.618 |
1.0342 |
|
HIGH |
1.0298 |
|
0.618 |
1.0270 |
|
0.500 |
1.0262 |
|
0.382 |
1.0254 |
|
LOW |
1.0226 |
|
0.618 |
1.0182 |
|
1.000 |
1.0154 |
|
1.618 |
1.0110 |
|
2.618 |
1.0038 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0277 |
1.0280 |
| PP |
1.0270 |
1.0274 |
| S1 |
1.0262 |
1.0269 |
|