CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0293 |
0.0016 |
0.2% |
1.0221 |
| High |
1.0300 |
1.0342 |
0.0042 |
0.4% |
1.0324 |
| Low |
1.0256 |
1.0291 |
0.0035 |
0.3% |
1.0213 |
| Close |
1.0295 |
1.0324 |
0.0029 |
0.3% |
1.0282 |
| Range |
0.0044 |
0.0051 |
0.0007 |
15.9% |
0.0111 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
89,185 |
81,464 |
-7,721 |
-8.7% |
395,854 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0449 |
1.0352 |
|
| R3 |
1.0421 |
1.0398 |
1.0338 |
|
| R2 |
1.0370 |
1.0370 |
1.0333 |
|
| R1 |
1.0347 |
1.0347 |
1.0329 |
1.0359 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0325 |
| S1 |
1.0296 |
1.0296 |
1.0319 |
1.0308 |
| S2 |
1.0268 |
1.0268 |
1.0315 |
|
| S3 |
1.0217 |
1.0245 |
1.0310 |
|
| S4 |
1.0166 |
1.0194 |
1.0296 |
|
|
| 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 |
1.0342 |
1.0251 |
0.0091 |
0.9% |
0.0046 |
0.4% |
80% |
True |
False |
81,895 |
| 10 |
1.0342 |
1.0094 |
0.0248 |
2.4% |
0.0062 |
0.6% |
93% |
True |
False |
80,864 |
| 20 |
1.0342 |
1.0006 |
0.0336 |
3.3% |
0.0066 |
0.6% |
95% |
True |
False |
71,269 |
| 40 |
1.0342 |
0.9932 |
0.0410 |
4.0% |
0.0073 |
0.7% |
96% |
True |
False |
72,488 |
| 60 |
1.0342 |
0.9766 |
0.0576 |
5.6% |
0.0075 |
0.7% |
97% |
True |
False |
68,011 |
| 80 |
1.0342 |
0.9701 |
0.0641 |
6.2% |
0.0080 |
0.8% |
97% |
True |
False |
53,221 |
| 100 |
1.0342 |
0.9605 |
0.0737 |
7.1% |
0.0083 |
0.8% |
98% |
True |
False |
42,649 |
| 120 |
1.0342 |
0.9600 |
0.0742 |
7.2% |
0.0084 |
0.8% |
98% |
True |
False |
35,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0559 |
|
2.618 |
1.0476 |
|
1.618 |
1.0425 |
|
1.000 |
1.0393 |
|
0.618 |
1.0374 |
|
HIGH |
1.0342 |
|
0.618 |
1.0323 |
|
0.500 |
1.0317 |
|
0.382 |
1.0310 |
|
LOW |
1.0291 |
|
0.618 |
1.0259 |
|
1.000 |
1.0240 |
|
1.618 |
1.0208 |
|
2.618 |
1.0157 |
|
4.250 |
1.0074 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0316 |
| PP |
1.0319 |
1.0307 |
| S1 |
1.0317 |
1.0299 |
|