CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0280 |
0.0004 |
0.0% |
1.0221 |
| High |
1.0292 |
1.0309 |
0.0017 |
0.2% |
1.0324 |
| Low |
1.0251 |
1.0262 |
0.0011 |
0.1% |
1.0213 |
| Close |
1.0287 |
1.0282 |
-0.0005 |
0.0% |
1.0282 |
| Range |
0.0041 |
0.0047 |
0.0006 |
14.6% |
0.0111 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
66,143 |
96,362 |
30,219 |
45.7% |
395,854 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0425 |
1.0401 |
1.0308 |
|
| R3 |
1.0378 |
1.0354 |
1.0295 |
|
| R2 |
1.0331 |
1.0331 |
1.0291 |
|
| R1 |
1.0307 |
1.0307 |
1.0286 |
1.0319 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0291 |
| S1 |
1.0260 |
1.0260 |
1.0278 |
1.0272 |
| S2 |
1.0237 |
1.0237 |
1.0273 |
|
| S3 |
1.0190 |
1.0213 |
1.0269 |
|
| S4 |
1.0143 |
1.0166 |
1.0256 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0606 |
1.0555 |
1.0343 |
|
| R3 |
1.0495 |
1.0444 |
1.0313 |
|
| R2 |
1.0384 |
1.0384 |
1.0302 |
|
| R1 |
1.0333 |
1.0333 |
1.0292 |
1.0359 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0286 |
| S1 |
1.0222 |
1.0222 |
1.0272 |
1.0248 |
| S2 |
1.0162 |
1.0162 |
1.0262 |
|
| S3 |
1.0051 |
1.0111 |
1.0251 |
|
| S4 |
0.9940 |
1.0000 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0324 |
1.0213 |
0.0111 |
1.1% |
0.0064 |
0.6% |
62% |
False |
False |
79,170 |
| 10 |
1.0324 |
1.0036 |
0.0288 |
2.8% |
0.0074 |
0.7% |
85% |
False |
False |
73,526 |
| 20 |
1.0324 |
1.0006 |
0.0318 |
3.1% |
0.0074 |
0.7% |
87% |
False |
False |
70,869 |
| 40 |
1.0324 |
0.9932 |
0.0392 |
3.8% |
0.0076 |
0.7% |
89% |
False |
False |
71,737 |
| 60 |
1.0324 |
0.9766 |
0.0558 |
5.4% |
0.0076 |
0.7% |
92% |
False |
False |
65,958 |
| 80 |
1.0324 |
0.9701 |
0.0623 |
6.1% |
0.0082 |
0.8% |
93% |
False |
False |
50,145 |
| 100 |
1.0324 |
0.9605 |
0.0719 |
7.0% |
0.0084 |
0.8% |
94% |
False |
False |
40,186 |
| 120 |
1.0324 |
0.9600 |
0.0724 |
7.0% |
0.0084 |
0.8% |
94% |
False |
False |
33,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0509 |
|
2.618 |
1.0432 |
|
1.618 |
1.0385 |
|
1.000 |
1.0356 |
|
0.618 |
1.0338 |
|
HIGH |
1.0309 |
|
0.618 |
1.0291 |
|
0.500 |
1.0286 |
|
0.382 |
1.0280 |
|
LOW |
1.0262 |
|
0.618 |
1.0233 |
|
1.000 |
1.0215 |
|
1.618 |
1.0186 |
|
2.618 |
1.0139 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0277 |
| PP |
1.0284 |
1.0272 |
| S1 |
1.0283 |
1.0268 |
|