CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0153 |
1.0201 |
0.0048 |
0.5% |
1.0126 |
| High |
1.0204 |
1.0273 |
0.0069 |
0.7% |
1.0204 |
| Low |
1.0151 |
1.0193 |
0.0042 |
0.4% |
1.0018 |
| Close |
1.0200 |
1.0272 |
0.0072 |
0.7% |
1.0200 |
| Range |
0.0053 |
0.0080 |
0.0027 |
50.9% |
0.0186 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2,982 |
1,162 |
-1,820 |
-61.0% |
6,637 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0459 |
1.0316 |
|
| R3 |
1.0406 |
1.0379 |
1.0294 |
|
| R2 |
1.0326 |
1.0326 |
1.0287 |
|
| R1 |
1.0299 |
1.0299 |
1.0279 |
1.0313 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0253 |
| S1 |
1.0219 |
1.0219 |
1.0265 |
1.0233 |
| S2 |
1.0166 |
1.0166 |
1.0257 |
|
| S3 |
1.0086 |
1.0139 |
1.0250 |
|
| S4 |
1.0006 |
1.0059 |
1.0228 |
|
|
| 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 |
1.0273 |
1.0018 |
0.0255 |
2.5% |
0.0084 |
0.8% |
100% |
True |
False |
1,559 |
| 10 |
1.0273 |
1.0018 |
0.0255 |
2.5% |
0.0066 |
0.6% |
100% |
True |
False |
944 |
| 20 |
1.0273 |
0.9918 |
0.0355 |
3.5% |
0.0069 |
0.7% |
100% |
True |
False |
666 |
| 40 |
1.0273 |
0.9918 |
0.0355 |
3.5% |
0.0067 |
0.7% |
100% |
True |
False |
439 |
| 60 |
1.0273 |
0.9754 |
0.0519 |
5.1% |
0.0064 |
0.6% |
100% |
True |
False |
331 |
| 80 |
1.0273 |
0.9677 |
0.0596 |
5.8% |
0.0061 |
0.6% |
100% |
True |
False |
263 |
| 100 |
1.0273 |
0.9600 |
0.0673 |
6.6% |
0.0057 |
0.6% |
100% |
True |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0613 |
|
2.618 |
1.0482 |
|
1.618 |
1.0402 |
|
1.000 |
1.0353 |
|
0.618 |
1.0322 |
|
HIGH |
1.0273 |
|
0.618 |
1.0242 |
|
0.500 |
1.0233 |
|
0.382 |
1.0224 |
|
LOW |
1.0193 |
|
0.618 |
1.0144 |
|
1.000 |
1.0113 |
|
1.618 |
1.0064 |
|
2.618 |
0.9984 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0239 |
| PP |
1.0246 |
1.0207 |
| S1 |
1.0233 |
1.0174 |
|