CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0255 |
1.0270 |
0.0015 |
0.1% |
1.0281 |
High |
1.0303 |
1.0297 |
-0.0006 |
-0.1% |
1.0342 |
Low |
1.0201 |
1.0242 |
0.0041 |
0.4% |
1.0201 |
Close |
1.0281 |
1.0260 |
-0.0021 |
-0.2% |
1.0281 |
Range |
0.0102 |
0.0055 |
-0.0047 |
-46.1% |
0.0141 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
34,118 |
3,294 |
-30,824 |
-90.3% |
386,194 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0431 |
1.0401 |
1.0290 |
|
R3 |
1.0376 |
1.0346 |
1.0275 |
|
R2 |
1.0321 |
1.0321 |
1.0270 |
|
R1 |
1.0291 |
1.0291 |
1.0265 |
1.0279 |
PP |
1.0266 |
1.0266 |
1.0266 |
1.0260 |
S1 |
1.0236 |
1.0236 |
1.0255 |
1.0224 |
S2 |
1.0211 |
1.0211 |
1.0250 |
|
S3 |
1.0156 |
1.0181 |
1.0245 |
|
S4 |
1.0101 |
1.0126 |
1.0230 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0698 |
1.0630 |
1.0359 |
|
R3 |
1.0557 |
1.0489 |
1.0320 |
|
R2 |
1.0416 |
1.0416 |
1.0307 |
|
R1 |
1.0348 |
1.0348 |
1.0294 |
1.0352 |
PP |
1.0275 |
1.0275 |
1.0275 |
1.0276 |
S1 |
1.0207 |
1.0207 |
1.0268 |
1.0211 |
S2 |
1.0134 |
1.0134 |
1.0255 |
|
S3 |
0.9993 |
1.0066 |
1.0242 |
|
S4 |
0.9852 |
0.9925 |
1.0203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0342 |
1.0201 |
0.0141 |
1.4% |
0.0068 |
0.7% |
42% |
False |
False |
62,632 |
10 |
1.0342 |
1.0201 |
0.0141 |
1.4% |
0.0062 |
0.6% |
42% |
False |
False |
70,586 |
20 |
1.0342 |
1.0036 |
0.0306 |
3.0% |
0.0067 |
0.7% |
73% |
False |
False |
67,729 |
40 |
1.0342 |
0.9932 |
0.0410 |
4.0% |
0.0075 |
0.7% |
80% |
False |
False |
71,290 |
60 |
1.0342 |
0.9766 |
0.0576 |
5.6% |
0.0075 |
0.7% |
86% |
False |
False |
66,618 |
80 |
1.0342 |
0.9701 |
0.0641 |
6.2% |
0.0079 |
0.8% |
87% |
False |
False |
54,991 |
100 |
1.0342 |
0.9631 |
0.0711 |
6.9% |
0.0081 |
0.8% |
88% |
False |
False |
44,068 |
120 |
1.0342 |
0.9600 |
0.0742 |
7.2% |
0.0084 |
0.8% |
89% |
False |
False |
36,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0531 |
2.618 |
1.0441 |
1.618 |
1.0386 |
1.000 |
1.0352 |
0.618 |
1.0331 |
HIGH |
1.0297 |
0.618 |
1.0276 |
0.500 |
1.0270 |
0.382 |
1.0263 |
LOW |
1.0242 |
0.618 |
1.0208 |
1.000 |
1.0187 |
1.618 |
1.0153 |
2.618 |
1.0098 |
4.250 |
1.0008 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0270 |
1.0263 |
PP |
1.0266 |
1.0262 |
S1 |
1.0263 |
1.0261 |
|