CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0281 |
0.0001 |
0.0% |
1.0221 |
| High |
1.0309 |
1.0308 |
-0.0001 |
0.0% |
1.0324 |
| Low |
1.0262 |
1.0261 |
-0.0001 |
0.0% |
1.0213 |
| Close |
1.0282 |
1.0278 |
-0.0004 |
0.0% |
1.0282 |
| Range |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0111 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
96,362 |
76,324 |
-20,038 |
-20.8% |
395,854 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0398 |
1.0304 |
|
| R3 |
1.0376 |
1.0351 |
1.0291 |
|
| R2 |
1.0329 |
1.0329 |
1.0287 |
|
| R1 |
1.0304 |
1.0304 |
1.0282 |
1.0293 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0277 |
| S1 |
1.0257 |
1.0257 |
1.0274 |
1.0246 |
| S2 |
1.0235 |
1.0235 |
1.0269 |
|
| S3 |
1.0188 |
1.0210 |
1.0265 |
|
| S4 |
1.0141 |
1.0163 |
1.0252 |
|
|
| 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 |
1.0226 |
0.0098 |
1.0% |
0.0057 |
0.6% |
53% |
False |
False |
78,539 |
| 10 |
1.0324 |
1.0036 |
0.0288 |
2.8% |
0.0073 |
0.7% |
84% |
False |
False |
73,938 |
| 20 |
1.0324 |
1.0006 |
0.0318 |
3.1% |
0.0070 |
0.7% |
86% |
False |
False |
69,602 |
| 40 |
1.0324 |
0.9932 |
0.0392 |
3.8% |
0.0075 |
0.7% |
88% |
False |
False |
71,941 |
| 60 |
1.0324 |
0.9766 |
0.0558 |
5.4% |
0.0075 |
0.7% |
92% |
False |
False |
66,762 |
| 80 |
1.0324 |
0.9701 |
0.0623 |
6.1% |
0.0081 |
0.8% |
93% |
False |
False |
51,097 |
| 100 |
1.0324 |
0.9605 |
0.0719 |
7.0% |
0.0084 |
0.8% |
94% |
False |
False |
40,948 |
| 120 |
1.0324 |
0.9600 |
0.0724 |
7.0% |
0.0084 |
0.8% |
94% |
False |
False |
34,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0431 |
|
1.618 |
1.0384 |
|
1.000 |
1.0355 |
|
0.618 |
1.0337 |
|
HIGH |
1.0308 |
|
0.618 |
1.0290 |
|
0.500 |
1.0285 |
|
0.382 |
1.0279 |
|
LOW |
1.0261 |
|
0.618 |
1.0232 |
|
1.000 |
1.0214 |
|
1.618 |
1.0185 |
|
2.618 |
1.0138 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0280 |
| PP |
1.0282 |
1.0279 |
| S1 |
1.0280 |
1.0279 |
|