CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0069 |
1.0130 |
0.0061 |
0.6% |
1.0253 |
| High |
1.0149 |
1.0181 |
0.0032 |
0.3% |
1.0278 |
| Low |
1.0042 |
1.0111 |
0.0069 |
0.7% |
1.0004 |
| Close |
1.0111 |
1.0123 |
0.0012 |
0.1% |
1.0123 |
| Range |
0.0107 |
0.0070 |
-0.0037 |
-34.6% |
0.0274 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
84,475 |
70,890 |
-13,585 |
-16.1% |
499,615 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0306 |
1.0162 |
|
| R3 |
1.0278 |
1.0236 |
1.0142 |
|
| R2 |
1.0208 |
1.0208 |
1.0136 |
|
| R1 |
1.0166 |
1.0166 |
1.0129 |
1.0152 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0132 |
| S1 |
1.0096 |
1.0096 |
1.0117 |
1.0082 |
| S2 |
1.0068 |
1.0068 |
1.0110 |
|
| S3 |
0.9998 |
1.0026 |
1.0104 |
|
| S4 |
0.9928 |
0.9956 |
1.0085 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0814 |
1.0274 |
|
| R3 |
1.0683 |
1.0540 |
1.0198 |
|
| R2 |
1.0409 |
1.0409 |
1.0173 |
|
| R1 |
1.0266 |
1.0266 |
1.0148 |
1.0201 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0102 |
| S1 |
0.9992 |
0.9992 |
1.0098 |
0.9927 |
| S2 |
0.9861 |
0.9861 |
1.0073 |
|
| S3 |
0.9587 |
0.9718 |
1.0048 |
|
| S4 |
0.9313 |
0.9444 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0278 |
1.0004 |
0.0274 |
2.7% |
0.0129 |
1.3% |
43% |
False |
False |
99,923 |
| 10 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0098 |
1.0% |
38% |
False |
False |
75,449 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0084 |
0.8% |
38% |
False |
False |
38,649 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
4.0% |
0.0073 |
0.7% |
51% |
False |
False |
19,499 |
| 60 |
1.0321 |
0.9795 |
0.0526 |
5.2% |
0.0071 |
0.7% |
62% |
False |
False |
13,052 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.4% |
0.0067 |
0.7% |
69% |
False |
False |
9,813 |
| 100 |
1.0321 |
0.9624 |
0.0697 |
6.9% |
0.0063 |
0.6% |
72% |
False |
False |
7,860 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.1% |
0.0059 |
0.6% |
73% |
False |
False |
6,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0479 |
|
2.618 |
1.0364 |
|
1.618 |
1.0294 |
|
1.000 |
1.0251 |
|
0.618 |
1.0224 |
|
HIGH |
1.0181 |
|
0.618 |
1.0154 |
|
0.500 |
1.0146 |
|
0.382 |
1.0138 |
|
LOW |
1.0111 |
|
0.618 |
1.0068 |
|
1.000 |
1.0041 |
|
1.618 |
0.9998 |
|
2.618 |
0.9928 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0114 |
| PP |
1.0138 |
1.0106 |
| S1 |
1.0131 |
1.0097 |
|