CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0253 |
0.0015 |
0.1% |
1.0261 |
| High |
1.0283 |
1.0278 |
-0.0005 |
0.0% |
1.0321 |
| Low |
1.0181 |
1.0221 |
0.0040 |
0.4% |
1.0181 |
| Close |
1.0261 |
1.0240 |
-0.0021 |
-0.2% |
1.0261 |
| Range |
0.0102 |
0.0057 |
-0.0045 |
-44.1% |
0.0140 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
74,001 |
57,803 |
-16,198 |
-21.9% |
254,884 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0386 |
1.0271 |
|
| R3 |
1.0360 |
1.0329 |
1.0256 |
|
| R2 |
1.0303 |
1.0303 |
1.0250 |
|
| R1 |
1.0272 |
1.0272 |
1.0245 |
1.0259 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0240 |
| S1 |
1.0215 |
1.0215 |
1.0235 |
1.0202 |
| S2 |
1.0189 |
1.0189 |
1.0230 |
|
| S3 |
1.0132 |
1.0158 |
1.0224 |
|
| S4 |
1.0075 |
1.0101 |
1.0209 |
|
|
| 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% |
0.0069 |
0.7% |
42% |
False |
False |
57,885 |
| 10 |
1.0321 |
1.0181 |
0.0140 |
1.4% |
0.0062 |
0.6% |
42% |
False |
False |
32,295 |
| 20 |
1.0321 |
1.0018 |
0.0303 |
3.0% |
0.0064 |
0.6% |
73% |
False |
False |
16,619 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0067 |
0.7% |
80% |
False |
False |
8,478 |
| 60 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0065 |
0.6% |
86% |
False |
False |
5,699 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0062 |
0.6% |
87% |
False |
False |
4,292 |
| 100 |
1.0321 |
0.9624 |
0.0697 |
6.8% |
0.0060 |
0.6% |
88% |
False |
False |
3,445 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0054 |
0.5% |
89% |
False |
False |
2,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0520 |
|
2.618 |
1.0427 |
|
1.618 |
1.0370 |
|
1.000 |
1.0335 |
|
0.618 |
1.0313 |
|
HIGH |
1.0278 |
|
0.618 |
1.0256 |
|
0.500 |
1.0250 |
|
0.382 |
1.0243 |
|
LOW |
1.0221 |
|
0.618 |
1.0186 |
|
1.000 |
1.0164 |
|
1.618 |
1.0129 |
|
2.618 |
1.0072 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0250 |
1.0243 |
| PP |
1.0246 |
1.0242 |
| S1 |
1.0243 |
1.0241 |
|