CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0261 |
0.0000 |
0.0% |
1.0201 |
| High |
1.0286 |
1.0286 |
0.0000 |
0.0% |
1.0303 |
| Low |
1.0242 |
1.0241 |
-0.0001 |
0.0% |
1.0193 |
| Close |
1.0261 |
1.0257 |
-0.0004 |
0.0% |
1.0261 |
| Range |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0110 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
3,898 |
23,262 |
19,364 |
496.8% |
11,425 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0372 |
1.0282 |
|
| R3 |
1.0351 |
1.0327 |
1.0269 |
|
| R2 |
1.0306 |
1.0306 |
1.0265 |
|
| R1 |
1.0282 |
1.0282 |
1.0261 |
1.0272 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0256 |
| S1 |
1.0237 |
1.0237 |
1.0253 |
1.0227 |
| S2 |
1.0216 |
1.0216 |
1.0249 |
|
| S3 |
1.0171 |
1.0192 |
1.0245 |
|
| S4 |
1.0126 |
1.0147 |
1.0232 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0532 |
1.0322 |
|
| R3 |
1.0472 |
1.0422 |
1.0291 |
|
| R2 |
1.0362 |
1.0362 |
1.0281 |
|
| R1 |
1.0312 |
1.0312 |
1.0271 |
1.0337 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0265 |
| S1 |
1.0202 |
1.0202 |
1.0251 |
1.0227 |
| S2 |
1.0142 |
1.0142 |
1.0241 |
|
| S3 |
1.0032 |
1.0092 |
1.0231 |
|
| S4 |
0.9922 |
0.9982 |
1.0201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0303 |
1.0207 |
0.0096 |
0.9% |
0.0054 |
0.5% |
52% |
False |
False |
6,705 |
| 10 |
1.0303 |
1.0018 |
0.0285 |
2.8% |
0.0069 |
0.7% |
84% |
False |
False |
4,132 |
| 20 |
1.0303 |
0.9987 |
0.0316 |
3.1% |
0.0063 |
0.6% |
85% |
False |
False |
2,235 |
| 40 |
1.0303 |
0.9918 |
0.0385 |
3.8% |
0.0065 |
0.6% |
88% |
False |
False |
1,255 |
| 60 |
1.0303 |
0.9754 |
0.0549 |
5.4% |
0.0064 |
0.6% |
92% |
False |
False |
884 |
| 80 |
1.0303 |
0.9677 |
0.0626 |
6.1% |
0.0061 |
0.6% |
93% |
False |
False |
676 |
| 100 |
1.0303 |
0.9600 |
0.0703 |
6.9% |
0.0059 |
0.6% |
93% |
False |
False |
552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0477 |
|
2.618 |
1.0404 |
|
1.618 |
1.0359 |
|
1.000 |
1.0331 |
|
0.618 |
1.0314 |
|
HIGH |
1.0286 |
|
0.618 |
1.0269 |
|
0.500 |
1.0264 |
|
0.382 |
1.0258 |
|
LOW |
1.0241 |
|
0.618 |
1.0213 |
|
1.000 |
1.0196 |
|
1.618 |
1.0168 |
|
2.618 |
1.0123 |
|
4.250 |
1.0050 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0258 |
| PP |
1.0261 |
1.0258 |
| S1 |
1.0259 |
1.0257 |
|