CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0201 |
1.0273 |
0.0072 |
0.7% |
1.0126 |
| High |
1.0273 |
1.0303 |
0.0030 |
0.3% |
1.0204 |
| Low |
1.0193 |
1.0227 |
0.0034 |
0.3% |
1.0018 |
| Close |
1.0272 |
1.0235 |
-0.0037 |
-0.4% |
1.0200 |
| Range |
0.0080 |
0.0076 |
-0.0004 |
-5.0% |
0.0186 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,162 |
1,339 |
177 |
15.2% |
6,637 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0483 |
1.0435 |
1.0277 |
|
| R3 |
1.0407 |
1.0359 |
1.0256 |
|
| R2 |
1.0331 |
1.0331 |
1.0249 |
|
| R1 |
1.0283 |
1.0283 |
1.0242 |
1.0269 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0248 |
| S1 |
1.0207 |
1.0207 |
1.0228 |
1.0193 |
| S2 |
1.0179 |
1.0179 |
1.0221 |
|
| S3 |
1.0103 |
1.0131 |
1.0214 |
|
| S4 |
1.0027 |
1.0055 |
1.0193 |
|
|
| 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 |
1.0303 |
1.0018 |
0.0285 |
2.8% |
0.0080 |
0.8% |
76% |
True |
False |
1,719 |
| 10 |
1.0303 |
1.0018 |
0.0285 |
2.8% |
0.0069 |
0.7% |
76% |
True |
False |
1,048 |
| 20 |
1.0303 |
0.9970 |
0.0333 |
3.3% |
0.0069 |
0.7% |
80% |
True |
False |
722 |
| 40 |
1.0303 |
0.9918 |
0.0385 |
3.8% |
0.0067 |
0.7% |
82% |
True |
False |
471 |
| 60 |
1.0303 |
0.9754 |
0.0549 |
5.4% |
0.0064 |
0.6% |
88% |
True |
False |
353 |
| 80 |
1.0303 |
0.9677 |
0.0626 |
6.1% |
0.0061 |
0.6% |
89% |
True |
False |
279 |
| 100 |
1.0303 |
0.9600 |
0.0703 |
6.9% |
0.0057 |
0.6% |
90% |
True |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0626 |
|
2.618 |
1.0502 |
|
1.618 |
1.0426 |
|
1.000 |
1.0379 |
|
0.618 |
1.0350 |
|
HIGH |
1.0303 |
|
0.618 |
1.0274 |
|
0.500 |
1.0265 |
|
0.382 |
1.0256 |
|
LOW |
1.0227 |
|
0.618 |
1.0180 |
|
1.000 |
1.0151 |
|
1.618 |
1.0104 |
|
2.618 |
1.0028 |
|
4.250 |
0.9904 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0232 |
| PP |
1.0255 |
1.0230 |
| S1 |
1.0245 |
1.0227 |
|