CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0238 |
-0.0052 |
-0.5% |
1.0261 |
| High |
1.0305 |
1.0283 |
-0.0022 |
-0.2% |
1.0321 |
| Low |
1.0216 |
1.0181 |
-0.0035 |
-0.3% |
1.0181 |
| Close |
1.0235 |
1.0261 |
0.0026 |
0.3% |
1.0261 |
| Range |
0.0089 |
0.0102 |
0.0013 |
14.6% |
0.0140 |
| ATR |
0.0065 |
0.0067 |
0.0003 |
4.1% |
0.0000 |
| Volume |
78,641 |
74,001 |
-4,640 |
-5.9% |
254,884 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0506 |
1.0317 |
|
| R3 |
1.0446 |
1.0404 |
1.0289 |
|
| R2 |
1.0344 |
1.0344 |
1.0280 |
|
| R1 |
1.0302 |
1.0302 |
1.0270 |
1.0323 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0252 |
| S1 |
1.0200 |
1.0200 |
1.0252 |
1.0221 |
| S2 |
1.0140 |
1.0140 |
1.0242 |
|
| S3 |
1.0038 |
1.0098 |
1.0233 |
|
| S4 |
0.9936 |
0.9996 |
1.0205 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0608 |
1.0338 |
|
| R3 |
1.0534 |
1.0468 |
1.0300 |
|
| R2 |
1.0394 |
1.0394 |
1.0287 |
|
| R1 |
1.0328 |
1.0328 |
1.0274 |
1.0331 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0256 |
| S1 |
1.0188 |
1.0188 |
1.0248 |
1.0191 |
| S2 |
1.0114 |
1.0114 |
1.0235 |
|
| S3 |
0.9974 |
1.0048 |
1.0223 |
|
| S4 |
0.9834 |
0.9908 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0321 |
1.0181 |
0.0140 |
1.4% |
0.0067 |
0.7% |
57% |
False |
True |
50,976 |
| 10 |
1.0321 |
1.0181 |
0.0140 |
1.4% |
0.0064 |
0.6% |
57% |
False |
True |
26,630 |
| 20 |
1.0321 |
0.9990 |
0.0331 |
3.2% |
0.0067 |
0.7% |
82% |
False |
False |
13,747 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0066 |
0.6% |
85% |
False |
False |
7,036 |
| 60 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0065 |
0.6% |
89% |
False |
False |
4,736 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0063 |
0.6% |
91% |
False |
False |
3,569 |
| 100 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0060 |
0.6% |
92% |
False |
False |
2,867 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0054 |
0.5% |
92% |
False |
False |
2,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0550 |
|
1.618 |
1.0448 |
|
1.000 |
1.0385 |
|
0.618 |
1.0346 |
|
HIGH |
1.0283 |
|
0.618 |
1.0244 |
|
0.500 |
1.0232 |
|
0.382 |
1.0220 |
|
LOW |
1.0181 |
|
0.618 |
1.0118 |
|
1.000 |
1.0079 |
|
1.618 |
1.0016 |
|
2.618 |
0.9914 |
|
4.250 |
0.9748 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0258 |
| PP |
1.0242 |
1.0254 |
| S1 |
1.0232 |
1.0251 |
|