CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0256 |
1.0266 |
0.0010 |
0.1% |
1.0201 |
| High |
1.0278 |
1.0321 |
0.0043 |
0.4% |
1.0303 |
| Low |
1.0235 |
1.0266 |
0.0031 |
0.3% |
1.0193 |
| Close |
1.0274 |
1.0303 |
0.0029 |
0.3% |
1.0261 |
| Range |
0.0043 |
0.0055 |
0.0012 |
27.9% |
0.0110 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
37,389 |
41,591 |
4,202 |
11.2% |
11,425 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0437 |
1.0333 |
|
| R3 |
1.0407 |
1.0382 |
1.0318 |
|
| R2 |
1.0352 |
1.0352 |
1.0313 |
|
| R1 |
1.0327 |
1.0327 |
1.0308 |
1.0340 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0303 |
| S1 |
1.0272 |
1.0272 |
1.0298 |
1.0285 |
| S2 |
1.0242 |
1.0242 |
1.0293 |
|
| S3 |
1.0187 |
1.0217 |
1.0288 |
|
| S4 |
1.0132 |
1.0162 |
1.0273 |
|
|
| 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 |
1.0321 |
1.0230 |
0.0091 |
0.9% |
0.0045 |
0.4% |
80% |
True |
False |
21,590 |
| 10 |
1.0321 |
1.0075 |
0.0246 |
2.4% |
0.0060 |
0.6% |
93% |
True |
False |
11,880 |
| 20 |
1.0321 |
0.9987 |
0.0334 |
3.2% |
0.0061 |
0.6% |
95% |
True |
False |
6,151 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0063 |
0.6% |
96% |
True |
False |
3,224 |
| 60 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0064 |
0.6% |
97% |
True |
False |
2,195 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0062 |
0.6% |
97% |
True |
False |
1,662 |
| 100 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0059 |
0.6% |
98% |
True |
False |
1,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0465 |
|
1.618 |
1.0410 |
|
1.000 |
1.0376 |
|
0.618 |
1.0355 |
|
HIGH |
1.0321 |
|
0.618 |
1.0300 |
|
0.500 |
1.0294 |
|
0.382 |
1.0287 |
|
LOW |
1.0266 |
|
0.618 |
1.0232 |
|
1.000 |
1.0211 |
|
1.618 |
1.0177 |
|
2.618 |
1.0122 |
|
4.250 |
1.0032 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0300 |
1.0295 |
| PP |
1.0297 |
1.0286 |
| S1 |
1.0294 |
1.0278 |
|