CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0088 |
0.0008 |
0.1% |
1.0100 |
| High |
1.0113 |
1.0171 |
0.0058 |
0.6% |
1.0160 |
| Low |
1.0018 |
1.0075 |
0.0057 |
0.6% |
1.0071 |
| Close |
1.0075 |
1.0143 |
0.0068 |
0.7% |
1.0109 |
| Range |
0.0095 |
0.0096 |
0.0001 |
1.1% |
0.0089 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0000 |
| Volume |
959 |
2,155 |
1,196 |
124.7% |
1,646 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0376 |
1.0196 |
|
| R3 |
1.0322 |
1.0280 |
1.0169 |
|
| R2 |
1.0226 |
1.0226 |
1.0161 |
|
| R1 |
1.0184 |
1.0184 |
1.0152 |
1.0205 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0140 |
| S1 |
1.0088 |
1.0088 |
1.0134 |
1.0109 |
| S2 |
1.0034 |
1.0034 |
1.0125 |
|
| S3 |
0.9938 |
0.9992 |
1.0117 |
|
| S4 |
0.9842 |
0.9896 |
1.0090 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0334 |
1.0158 |
|
| R3 |
1.0291 |
1.0245 |
1.0133 |
|
| R2 |
1.0202 |
1.0202 |
1.0125 |
|
| R1 |
1.0156 |
1.0156 |
1.0117 |
1.0179 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0125 |
| S1 |
1.0067 |
1.0067 |
1.0101 |
1.0090 |
| S2 |
1.0024 |
1.0024 |
1.0093 |
|
| S3 |
0.9935 |
0.9978 |
1.0085 |
|
| S4 |
0.9846 |
0.9889 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0171 |
1.0018 |
0.0153 |
1.5% |
0.0076 |
0.8% |
82% |
True |
False |
868 |
| 10 |
1.0171 |
0.9987 |
0.0184 |
1.8% |
0.0069 |
0.7% |
85% |
True |
False |
582 |
| 20 |
1.0171 |
0.9918 |
0.0253 |
2.5% |
0.0069 |
0.7% |
89% |
True |
False |
469 |
| 40 |
1.0171 |
0.9910 |
0.0261 |
2.6% |
0.0066 |
0.7% |
89% |
True |
False |
342 |
| 60 |
1.0171 |
0.9677 |
0.0494 |
4.9% |
0.0064 |
0.6% |
94% |
True |
False |
267 |
| 80 |
1.0171 |
0.9677 |
0.0494 |
4.9% |
0.0060 |
0.6% |
94% |
True |
False |
212 |
| 100 |
1.0171 |
0.9600 |
0.0571 |
5.6% |
0.0057 |
0.6% |
95% |
True |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0579 |
|
2.618 |
1.0422 |
|
1.618 |
1.0326 |
|
1.000 |
1.0267 |
|
0.618 |
1.0230 |
|
HIGH |
1.0171 |
|
0.618 |
1.0134 |
|
0.500 |
1.0123 |
|
0.382 |
1.0112 |
|
LOW |
1.0075 |
|
0.618 |
1.0016 |
|
1.000 |
0.9979 |
|
1.618 |
0.9920 |
|
2.618 |
0.9824 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0127 |
| PP |
1.0130 |
1.0111 |
| S1 |
1.0123 |
1.0095 |
|