CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0088 |
1.0153 |
0.0065 |
0.6% |
1.0126 |
| High |
1.0171 |
1.0204 |
0.0033 |
0.3% |
1.0204 |
| Low |
1.0075 |
1.0151 |
0.0076 |
0.8% |
1.0018 |
| Close |
1.0143 |
1.0200 |
0.0057 |
0.6% |
1.0200 |
| Range |
0.0096 |
0.0053 |
-0.0043 |
-44.8% |
0.0186 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,155 |
2,982 |
827 |
38.4% |
6,637 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0325 |
1.0229 |
|
| R3 |
1.0291 |
1.0272 |
1.0215 |
|
| R2 |
1.0238 |
1.0238 |
1.0210 |
|
| R1 |
1.0219 |
1.0219 |
1.0205 |
1.0229 |
| PP |
1.0185 |
1.0185 |
1.0185 |
1.0190 |
| S1 |
1.0166 |
1.0166 |
1.0195 |
1.0176 |
| S2 |
1.0132 |
1.0132 |
1.0190 |
|
| S3 |
1.0079 |
1.0113 |
1.0185 |
|
| S4 |
1.0026 |
1.0060 |
1.0171 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0635 |
1.0302 |
|
| R3 |
1.0513 |
1.0449 |
1.0251 |
|
| R2 |
1.0327 |
1.0327 |
1.0234 |
|
| R1 |
1.0263 |
1.0263 |
1.0217 |
1.0295 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0157 |
| S1 |
1.0077 |
1.0077 |
1.0183 |
1.0109 |
| S2 |
0.9955 |
0.9955 |
1.0166 |
|
| S3 |
0.9769 |
0.9891 |
1.0149 |
|
| S4 |
0.9583 |
0.9705 |
1.0098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0204 |
1.0018 |
0.0186 |
1.8% |
0.0079 |
0.8% |
98% |
True |
False |
1,414 |
| 10 |
1.0204 |
0.9990 |
0.0214 |
2.1% |
0.0070 |
0.7% |
98% |
True |
False |
864 |
| 20 |
1.0204 |
0.9918 |
0.0286 |
2.8% |
0.0069 |
0.7% |
99% |
True |
False |
614 |
| 40 |
1.0204 |
0.9918 |
0.0286 |
2.8% |
0.0066 |
0.6% |
99% |
True |
False |
412 |
| 60 |
1.0204 |
0.9750 |
0.0454 |
4.5% |
0.0064 |
0.6% |
99% |
True |
False |
316 |
| 80 |
1.0204 |
0.9677 |
0.0527 |
5.2% |
0.0060 |
0.6% |
99% |
True |
False |
248 |
| 100 |
1.0204 |
0.9600 |
0.0604 |
5.9% |
0.0057 |
0.6% |
99% |
True |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0343 |
|
1.618 |
1.0290 |
|
1.000 |
1.0257 |
|
0.618 |
1.0237 |
|
HIGH |
1.0204 |
|
0.618 |
1.0184 |
|
0.500 |
1.0178 |
|
0.382 |
1.0171 |
|
LOW |
1.0151 |
|
0.618 |
1.0118 |
|
1.000 |
1.0098 |
|
1.618 |
1.0065 |
|
2.618 |
1.0012 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0193 |
1.0170 |
| PP |
1.0185 |
1.0141 |
| S1 |
1.0178 |
1.0111 |
|