CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0256 |
-0.0005 |
0.0% |
1.0201 |
| High |
1.0286 |
1.0278 |
-0.0008 |
-0.1% |
1.0303 |
| Low |
1.0241 |
1.0235 |
-0.0006 |
-0.1% |
1.0193 |
| Close |
1.0257 |
1.0274 |
0.0017 |
0.2% |
1.0261 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0110 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
23,262 |
37,389 |
14,127 |
60.7% |
11,425 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0376 |
1.0298 |
|
| R3 |
1.0348 |
1.0333 |
1.0286 |
|
| R2 |
1.0305 |
1.0305 |
1.0282 |
|
| R1 |
1.0290 |
1.0290 |
1.0278 |
1.0298 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0266 |
| S1 |
1.0247 |
1.0247 |
1.0270 |
1.0255 |
| S2 |
1.0219 |
1.0219 |
1.0266 |
|
| S3 |
1.0176 |
1.0204 |
1.0262 |
|
| S4 |
1.0133 |
1.0161 |
1.0250 |
|
|
| 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 |
1.0286 |
1.0207 |
0.0079 |
0.8% |
0.0048 |
0.5% |
85% |
False |
False |
13,915 |
| 10 |
1.0303 |
1.0018 |
0.0285 |
2.8% |
0.0064 |
0.6% |
90% |
False |
False |
7,817 |
| 20 |
1.0303 |
0.9987 |
0.0316 |
3.1% |
0.0063 |
0.6% |
91% |
False |
False |
4,078 |
| 40 |
1.0303 |
0.9918 |
0.0385 |
3.7% |
0.0063 |
0.6% |
92% |
False |
False |
2,188 |
| 60 |
1.0303 |
0.9754 |
0.0549 |
5.3% |
0.0064 |
0.6% |
95% |
False |
False |
1,506 |
| 80 |
1.0303 |
0.9677 |
0.0626 |
6.1% |
0.0061 |
0.6% |
95% |
False |
False |
1,143 |
| 100 |
1.0303 |
0.9600 |
0.0703 |
6.8% |
0.0059 |
0.6% |
96% |
False |
False |
926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0461 |
|
2.618 |
1.0391 |
|
1.618 |
1.0348 |
|
1.000 |
1.0321 |
|
0.618 |
1.0305 |
|
HIGH |
1.0278 |
|
0.618 |
1.0262 |
|
0.500 |
1.0257 |
|
0.382 |
1.0251 |
|
LOW |
1.0235 |
|
0.618 |
1.0208 |
|
1.000 |
1.0192 |
|
1.618 |
1.0165 |
|
2.618 |
1.0122 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0270 |
| PP |
1.0262 |
1.0265 |
| S1 |
1.0257 |
1.0261 |
|