CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0128 |
1.0069 |
-0.0059 |
-0.6% |
1.0261 |
| High |
1.0177 |
1.0149 |
-0.0028 |
-0.3% |
1.0321 |
| Low |
1.0013 |
1.0042 |
0.0029 |
0.3% |
1.0181 |
| Close |
1.0062 |
1.0111 |
0.0049 |
0.5% |
1.0261 |
| Range |
0.0164 |
0.0107 |
-0.0057 |
-34.8% |
0.0140 |
| ATR |
0.0086 |
0.0087 |
0.0002 |
1.8% |
0.0000 |
| Volume |
122,541 |
84,475 |
-38,066 |
-31.1% |
254,884 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0373 |
1.0170 |
|
| R3 |
1.0315 |
1.0266 |
1.0140 |
|
| R2 |
1.0208 |
1.0208 |
1.0131 |
|
| R1 |
1.0159 |
1.0159 |
1.0121 |
1.0184 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0113 |
| S1 |
1.0052 |
1.0052 |
1.0101 |
1.0077 |
| S2 |
0.9994 |
0.9994 |
1.0091 |
|
| S3 |
0.9887 |
0.9945 |
1.0082 |
|
| S4 |
0.9780 |
0.9838 |
1.0052 |
|
|
| 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 |
1.0283 |
1.0004 |
0.0279 |
2.8% |
0.0135 |
1.3% |
38% |
False |
False |
100,545 |
| 10 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0095 |
0.9% |
34% |
False |
False |
68,750 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0083 |
0.8% |
34% |
False |
False |
35,117 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
4.0% |
0.0073 |
0.7% |
48% |
False |
False |
17,735 |
| 60 |
1.0321 |
0.9754 |
0.0567 |
5.6% |
0.0070 |
0.7% |
63% |
False |
False |
11,875 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.4% |
0.0067 |
0.7% |
67% |
False |
False |
8,927 |
| 100 |
1.0321 |
0.9624 |
0.0697 |
6.9% |
0.0063 |
0.6% |
70% |
False |
False |
7,151 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.1% |
0.0058 |
0.6% |
71% |
False |
False |
5,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0429 |
|
1.618 |
1.0322 |
|
1.000 |
1.0256 |
|
0.618 |
1.0215 |
|
HIGH |
1.0149 |
|
0.618 |
1.0108 |
|
0.500 |
1.0096 |
|
0.382 |
1.0083 |
|
LOW |
1.0042 |
|
0.618 |
0.9976 |
|
1.000 |
0.9935 |
|
1.618 |
0.9869 |
|
2.618 |
0.9762 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0128 |
| PP |
1.0101 |
1.0122 |
| S1 |
1.0096 |
1.0117 |
|