CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0322 |
0.0029 |
0.3% |
1.0221 |
| High |
1.0342 |
1.0325 |
-0.0017 |
-0.2% |
1.0324 |
| Low |
1.0291 |
1.0236 |
-0.0055 |
-0.5% |
1.0213 |
| Close |
1.0324 |
1.0255 |
-0.0069 |
-0.7% |
1.0282 |
| Range |
0.0051 |
0.0089 |
0.0038 |
74.5% |
0.0111 |
| ATR |
0.0068 |
0.0069 |
0.0002 |
2.2% |
0.0000 |
| Volume |
81,464 |
105,103 |
23,639 |
29.0% |
395,854 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0486 |
1.0304 |
|
| R3 |
1.0450 |
1.0397 |
1.0279 |
|
| R2 |
1.0361 |
1.0361 |
1.0271 |
|
| R1 |
1.0308 |
1.0308 |
1.0263 |
1.0290 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0263 |
| S1 |
1.0219 |
1.0219 |
1.0247 |
1.0201 |
| S2 |
1.0183 |
1.0183 |
1.0239 |
|
| S3 |
1.0094 |
1.0130 |
1.0231 |
|
| S4 |
1.0005 |
1.0041 |
1.0206 |
|
|
| 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 |
1.0236 |
0.0106 |
1.0% |
0.0056 |
0.5% |
18% |
False |
True |
89,687 |
| 10 |
1.0342 |
1.0170 |
0.0172 |
1.7% |
0.0061 |
0.6% |
49% |
False |
False |
81,043 |
| 20 |
1.0342 |
1.0006 |
0.0336 |
3.3% |
0.0068 |
0.7% |
74% |
False |
False |
73,348 |
| 40 |
1.0342 |
0.9932 |
0.0410 |
4.0% |
0.0074 |
0.7% |
79% |
False |
False |
73,617 |
| 60 |
1.0342 |
0.9766 |
0.0576 |
5.6% |
0.0076 |
0.7% |
85% |
False |
False |
68,590 |
| 80 |
1.0342 |
0.9701 |
0.0641 |
6.3% |
0.0080 |
0.8% |
86% |
False |
False |
54,531 |
| 100 |
1.0342 |
0.9605 |
0.0737 |
7.2% |
0.0083 |
0.8% |
88% |
False |
False |
43,699 |
| 120 |
1.0342 |
0.9600 |
0.0742 |
7.2% |
0.0084 |
0.8% |
88% |
False |
False |
36,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0558 |
|
1.618 |
1.0469 |
|
1.000 |
1.0414 |
|
0.618 |
1.0380 |
|
HIGH |
1.0325 |
|
0.618 |
1.0291 |
|
0.500 |
1.0281 |
|
0.382 |
1.0270 |
|
LOW |
1.0236 |
|
0.618 |
1.0181 |
|
1.000 |
1.0147 |
|
1.618 |
1.0092 |
|
2.618 |
1.0003 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0281 |
1.0289 |
| PP |
1.0272 |
1.0278 |
| S1 |
1.0264 |
1.0266 |
|